S1 Analysis - misantamaria/deepvats-foundation GitHub Wiki
S1 is a synthetic dataset created through
https://github.com/misantamaria/deepvats-foundation/blob/master/nbs/_synthetic_data.ipynb
to analyze the power of the embeding space to show time series segments. As the image above show, it is defined to have four clearly defined segments:
Segment | Start date | End date | Days | Hours | Minutes | Timestamps |
---|---|---|---|---|---|---|
2022-03-01 00:00 | 2022-03-08 11:59 | 7.5 | 180 | 10800 | 540 | |
2022-03-08 12:00 | 2022-03-14 23:59 | 6.5 | 156 | 9360 | 465 | |
2022-03-15 00:00 | 2022-03-24 23:59 | 10 | 240 | 1440 | 720 | |
2022-03-25 00:00 | 2022-03-28 23:59 | 4 | 96 | 57600 | 288 | |
Complete | 2022-03-01 00:00 | 2022-03-28 23:59 | 28 | 672 | 40320 | 2013 |
In the original analysis, the masked autoencoder architecture showed a great performance on detecting all the segments showin gthe changepoints as extreme points in the clusters joining three big clusters between them:
This experimentation was done using, in inference, a window size w = 54
, stride s = 2
and UMAP
as algorithm to project the embeddings. As our previous scalability and stability analysis showed, it is a better option using UMAP followed by PCA in their GPU version. Thus, to test MOMENT on the detection of the segments of S1
we use w = 54
, s = 2
and PCA followed by UMAP.
This are the images for S1 for MOMENT used for the research paper without the preprocessing.
The rest of images are saved at paper_imgs
folder.