Multivariate time-series classification with hierarchical variational graph pooling

In recent years, multivariate time-series classification (MTSC) has attracted considerable attention owing to the advancement of sensing technology. Existing deep-learning-based MTSC techniques, which mostly rely on convolutional or recurrent neural networks, focus primarily on the temporal dependency of a single time series. Based on this, complex pairwise dependencies among multivariate variables can be better described using advanced graph methods, where each variable is regarded as a node in the graph, and their dependencies are regarded as edges. Furthermore, current spatial- temporal modeling (e.g., graph classification) methodologies based on graph neural networks (GNNs) are inherently flat and cannot hierarchically aggregate node information. To address these limitations, we propose a novel graph-pooling-based framework, MTPool, to obtain an expressive global representation of MTS. We first convert MTS slices into graphs using the interactions of variables via a graph structure learning module and obtain the spatial-temporal graph node features via a temporal convolutional module. To obtain global graph-level representation, we design an "encoder-decoder "-based variational graph pooling module to create adaptive centroids for cluster assignments. Then, we com-bine GNNs and our proposed variational graph pooling layers for joint graph representation learning and graph coarsening, after which the graph is progressively coarsened to one node. Finally, a differentiable classifier uses this coarsened representation to obtain the final predicted class. Experiments on ten benchmark datasets showed that MTPool outperforms state-of-the-art strategies in the MTSC task. (C) 2022 Elsevier Ltd. All rights reserved.