An Approach to Data Modeling via Temporal and Spatial Alignment

Abstract

It is important for data modeling to comply with a data observation window of physical variables behind the data. In this paper, a multivariate data alignment method is proposed to follow different time scales and different role effects. First, the length of the sliding windows is determined by the frequency characteristics of the time-series reconstruction. Then, the time series is aligned to the length of the window by a sequence-to-sequence neural network. This neural network is trained by replacing the loss function with dynamic time warping (DTW) in order to prevent the losses of the time series. Finally, the attention mechanism is introduced to adjust the effect of different variables, which ensures that the data model of the matrix is in accord with the intrinsic relation of the actual system. The effectiveness of the approach is demonstrated and validated by the Tennessee Eastman (TE) model.