SEnsor Alignment for Multivariate Time-Series Unsupervised Domain Adaptation
Yucheng Wang, Yuecong Xu, Jianfei Yang, Zhenghua Chen, Min Wu, Xiaoli Li, Lihua Xie
Abstract
Unsupervised Domain Adaptation (UDA) methods have been successful in reducing label dependency by minimizing the domain discrepancy between a labeled source domain and an unlabeled target domain. However, these methods face challenges when dealing with Multivariate Time-Series (MTS) data. MTS data typically consist of multiple sensors, each with its own unique distribution. This characteristic makes it hard to adapt existing UDA methods, which mainly focus on aligning global features while overlooking the distribution discrepancies at the sensor level, to reduce domain discrepancies for MTS data. To address this issue, a practical domain adaptation scenario is formulated as Multivariate Time-Series Unsupervised Domain Adaptation (MTS-UDA). In this paper, we propose SEnsor Alignment (SEA) for MTS-UDA, aiming to reduce domain discrepancy at both the local and global sensor levels. At the local sensor level, we design endo-feature alignment, which aligns sensor features and their correlations across domains. To reduce domain discrepancy at the global sensor level, we design exo-feature alignment that enforces restrictions on global sensor features. We further extend SEA to SEA++ by enhancing the endofeature alignment. Particularly, we incorporate multi-graphbased high-order alignment for both sensor features and their correlations. High-order statistics are employed to achieve comprehensive alignment by capturing complex data distributions across domains. Meanwhile, a multi-graph alignment technique is introduced to effectively align the evolving distributions of MTS data. Extensive empirical results have demonstrated the state-of-the-art performance of our SEA and SEA++ on public MTS datasets for MTS-UDA. Unsupervised Domain Adaptation (UDA) methods have been successful in reducing label dependency by minimizing the domain discrepancy between a labeled source domain and an unlabeled target domain. However, these methods face challenges when dealing with Multivariate Time-Series (MTS) data. MTS data typically consist of multiple sensors, each with its own unique distribution. This characteristic makes it hard to adapt existing UDA methods, which mainly focus on aligning global features while overlooking the distribution discrepancies at the sensor level, to reduce domain discrepancies for MTS data. To address this issue, a practical domain adaptation scenario is formulated as Multivariate Time-Series Unsupervised Domain Adaptation (MTS-UDA). In this paper, we propose SEnsor Align-
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- Graph Neural Network-Based Anomaly Detection in Multivariate Time SeriesAilin Deng, Bryan HooiAAAI 2021 · 1,306 citations
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