A Network Science Approach to Granular Time Series Segmentation

Abstract:Time series segmentation assigns a label to each part of a sequence. We formulate dense univariate segmentation as node classification on a graph whose nodes are the original time points. A local window provides node features without setting output granularity. We evaluate the approach on a TSSB-derived inductive benchmark built from disjoint UCR training and test instances. Under one fixed Graph Attention Network (GAT), visibility-based transformations achieve the highest mean ranks among eleven graph constructions. WDPVG, directed NVG, and weighted NVG form a statistically indistinguishable top group after Holm correction. On the 59-dataset Time Series Segmentation Benchmark, WDPVG+GAT reaches a weighted F1 of $0.916$, below seq2point at $0.951$ and statistically indistinguishable from same-feature MLP, random-forest, and 1-NN controls, because at this downsampled resolution each segment is short and the fixed $81$-sample window already spans most of it. At native resolution, where each segment is longer than that window, WDPVG+GAT is less sensitive to feature-window width and remains above the same-feature MLP at every tested window. The graph's advantage over these point-wise classifiers comes from context beyond the local window, which the visibility graph's long-range edges can supply, rather than from better features within it. In a separate resolution sweep, it is statistically tied with a window-searched seq2point while using about $70\times$ fewer parameters and $46\times$ less measured peak memory, although seq2point moves ahead after downsampling. This identifies a practical operating regime for finely sampled series when model size and repeated window tuning matter.

Machine Learning (cs.LG); Signal Processing (eess.SP)

arXiv:2505.17640 [cs.LG]

(or arXiv:2505.17640v3 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2505.17640 Focus to learn more arXiv-issued DOI via DataCite

arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.

Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.

Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.