Benchmarking Graph Representations and Graph Neural Networks for Multivariate Time Series Classification

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Hauptverfasser: Yang, Wennuo, Wu, Shiling, Zhou, Yuzhi, Luo, Cheng, He, Xilin, Xie, Weicheng, Shen, Linlin, Song, Siyang
Format: Preprint
Veröffentlicht: 2025
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author Yang, Wennuo
Wu, Shiling
Zhou, Yuzhi
Luo, Cheng
He, Xilin
Xie, Weicheng
Shen, Linlin
Song, Siyang
author_facet Yang, Wennuo
Wu, Shiling
Zhou, Yuzhi
Luo, Cheng
He, Xilin
Xie, Weicheng
Shen, Linlin
Song, Siyang
contents Multivariate Time Series Classification (MTSC) enables the analysis if complex temporal data, and thus serves as a cornerstone in various real-world applications, ranging from healthcare to finance. Since the relationship among variables in MTS usually contain crucial cues, a large number of graph-based MTSC approaches have been proposed, as the graph topology and edges can explicitly represent relationships among variables (channels), where not only various MTS graph representation learning strategies but also different Graph Neural Networks (GNNs) have been explored. Despite such progresses, there is no comprehensive study that fairly benchmarks and investigates the performances of existing widely-used graph representation learning strategies/GNN classifiers in the application of different MTSC tasks. In this paper, we present the first benchmark which systematically investigates the effectiveness of the widely-used three node feature definition strategies, four edge feature learning strategies and five GNN architecture, resulting in 60 different variants for graph-based MTSC. These variants are developed and evaluated with a standardized data pipeline and training/validation/testing strategy on 26 widely-used suspensor MTSC datasets. Our experiments highlight that node features significantly influence MTSC performance, while the visualization of edge features illustrates why adaptive edge learning outperforms other edge feature learning methods. The code of the proposed benchmark is publicly available at \url{https://github.com/CVI-yangwn/Benchmark-GNN-for-Multivariate-Time-Series-Classification}.
format Preprint
id arxiv_https___arxiv_org_abs_2501_08305
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Benchmarking Graph Representations and Graph Neural Networks for Multivariate Time Series Classification
Yang, Wennuo
Wu, Shiling
Zhou, Yuzhi
Luo, Cheng
He, Xilin
Xie, Weicheng
Shen, Linlin
Song, Siyang
Machine Learning
68T10
Multivariate Time Series Classification (MTSC) enables the analysis if complex temporal data, and thus serves as a cornerstone in various real-world applications, ranging from healthcare to finance. Since the relationship among variables in MTS usually contain crucial cues, a large number of graph-based MTSC approaches have been proposed, as the graph topology and edges can explicitly represent relationships among variables (channels), where not only various MTS graph representation learning strategies but also different Graph Neural Networks (GNNs) have been explored. Despite such progresses, there is no comprehensive study that fairly benchmarks and investigates the performances of existing widely-used graph representation learning strategies/GNN classifiers in the application of different MTSC tasks. In this paper, we present the first benchmark which systematically investigates the effectiveness of the widely-used three node feature definition strategies, four edge feature learning strategies and five GNN architecture, resulting in 60 different variants for graph-based MTSC. These variants are developed and evaluated with a standardized data pipeline and training/validation/testing strategy on 26 widely-used suspensor MTSC datasets. Our experiments highlight that node features significantly influence MTSC performance, while the visualization of edge features illustrates why adaptive edge learning outperforms other edge feature learning methods. The code of the proposed benchmark is publicly available at \url{https://github.com/CVI-yangwn/Benchmark-GNN-for-Multivariate-Time-Series-Classification}.
title Benchmarking Graph Representations and Graph Neural Networks for Multivariate Time Series Classification
topic Machine Learning
68T10
url https://arxiv.org/abs/2501.08305