Directional Label Rectification in Adaptive Graph
Keywords:Multivariate Time Series, Label Rectification, Adaptive Graph
With the explosive growth of multivariate time-series data, failure (event) analysis has gained widespread applications. A primary goal for failure analysis is to identify the fault signature, i.e., the unique feature pattern to distinguish failure events. However, the complex nature of multivariate time-series data brings challenge in the detection of fault signature. Given a time series from a failure event, the fault signature and the onset of failure are not necessarily adjacent, and the interval between the signature and failure is usually unknown. The uncertainty of such interval causes the uncertainty in labeling timestamps, thus makes it inapplicable to directly employ any standard supervised algorithms in signature detection. To address this problem, we present a novel directional label rectification model which identifies the fault-relevant timestamps and features in a simultaneous approach. Different from previous graph-based label propagation models using fixed graph, we propose to learn an adaptive graph which is optimal for the label rectification process. We conduct extensive experiments on both synthetic and real world datasets and illustrate the advantage of our model in both effectiveness and efficiency.