Abstract
With the rapid advancements in industrial big data, the Internet of Things, and sensor acquisition technologies, the similarity measurement of multivariate time series has emerged as a pivotal research area in data mining and machine learning. To enhance the accuracy and efficacy of multivariate time series similarity measurement, this paper proposes a sliding window approach based on Transformer. Specifically, each dimension of the multivariate time series is processed through sliding windows and input into a Transformer for feature extraction. By using multiple window sizes, the method simultaneously captures localized temporal segment features and identifies local patterns within the time series. Encoded window features for each sample are combined to form a comprehensive feature sequence that represents the global characteristics of the entire time series. These global features are then used to compute the final similarity measure through Dynamic Time Warping (DTW). This approach effectively captures both local and global features of multivariate time series, significantly improving similarity measurement precision. The effectiveness of the proposed method is validated through 1-Nearest Neighbor (1NN) classification experiments, demonstrating superior accuracy and enhanced performance in similarity measurement. The experiments showed that ten of the sixteen datasets had the best performance in terms of classification accuracy.
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