Feature Selection for Multivariate Time Series via Network Pruning
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Abstract (arXiv)
In recent years, there has been an ever increasing amount of multivariate time series (MTS) data in various domains, typically generated by a large family of sensors such as wearable devices. This has led to the development of novel learning methods on MTS data, with deep learning models dominating the most recent advancements. Prior literature has primarily focused on designing new network architectures for modeling temporal dependencies within MTS. However, a less studied challenge is associated with high dimensionality of MTS data. In this paper, we propose a novel neural component, namely Neural Feature Selector (NFS), as an end-2-end solution for feature selection in MTS data. Specifically, NFS is based on decomposed convolution design and includes two modules: firstly each feature stream (a stream corresponds to an univariate series of MTS) within MTS is processed by a temporal CNN independently; then an aggregating CNN combines the processed streams to produce input for other downstream networks. We evaluated the proposed NFS model on four real-world MTS datasets and found that it achieves comparable results with state-of-the-art methods while providing the benefit of feature selection. Our paper also highlights the robustness and effectiveness of feature selection with NFS compared to using recent autoencoder-based methods.
Key facts. Cited by 3 papers in the map (data through 14 Oct 2026). Builds on 15 of its 37 references that are in the map. First posted on arXiv 11 Feb 2021.
Builds on
15 of 37 references.
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Built on by
Citing papers per year: 2023: 1; 2024: 2.
3 papers.
- 2023Embedded feature selection in LSTM networks with multi-objective evolutionary ensemble learning for time series forecastingcited by 1
- 2024Characterizing Disparity Between Edge Models and High-Accuracy Base Models for Vision Taskscited by 1
- 2024Channel Matters: Estimating Channel Influence for Multivariate Time Seriescited by 1
- 2024Channel Matters: Estimating Channel Influence for Multivariate Time Series27 Aug 2024
- 2024Characterizing Disparity Between Edge Models and High-Accuracy Base Models for Vision Tasks13 Jul 2024
- 2023Embedded feature selection in LSTM networks with multi-objective evolutionary ensemble learning for time series forecasting29 Dec 2023