A Novel Long- and Short-Term Memory Network with Time Series Data Analysis Capabilities

Abstract EN

Time series data are an extremely important type of data in the real world.

Time series data gradually accumulate over time.

Due to the dynamic growth in time series data, they tend to have higher dimensions and large data scales.

When performing cluster analysis on this type of data, there are shortcomings in using traditional feature extraction methods for processing.

To improve the clustering performance on time series data, this study uses a recurrent neural network (RNN) to train the input data.

First, an RNN called the long short-term memory (LSTM) network is used to extract the features of time series data.

Second, pooling technology is used to reduce the dimensionality of the output features in the last layer of the LSTM network.

Due to the long time series, the hidden layer in the LSTM network cannot remember the information at all times.

As a result, it is difficult to obtain a compressed representation of the global information in the last layer.

Therefore, it is necessary to combine the information from the previous hidden unit to supplement all of the data.

By stacking all the hidden unit information and performing a pooling operation, a dimensionality reduction effect of the hidden unit information is achieved.

In this way, the memory loss caused by an excessively long sequence is compensated.

Finally, considering that many time series data are unbalanced data, the unbalanced K-means (UK-means) algorithm is used to cluster the features after dimensionality reduction.

The experiments were conducted on multiple publicly available time series datasets.

The experimental results show that LSTM-based feature extraction combined with the dimensionality reduction processing of the pooling technology and cluster processing for imbalanced data used in this study has a good effect on the processing of time series data.