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Time Series Vectorization and Embedding in AI/ML

Taxonomy Hierarchy 🌳

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 Page 1: Time Series Vectorization vs. Embedding
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Time Series Representation

├── Vectorization
│   ├── Deterministic
│   ├── Hand-crafted Features
│   │   ├── Statistical Summary
│   │   ├── FFT
│   │   └── One-hot Encoding
│   ├── Interpretable
│   ├── Sparse Space
│   └── Examples
│       ├── TSFRESH
│       └── Statistical Summary

└── Embedding
    ├── Learning-based
    ├── Latent Representation
    │   ├── Neural Network
    │   └── Deep Learning
    ├── Dense Space
    ├── Semantic Relationship
    └── Examples
        ├── Time2Vec
        ├── Word2Vec-style
        ├── TS2Vec
        └── RNN/Transformer Hidden State


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 Page 2: Comprehensive Guide to Time Series Vectorization
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Time Series Vectorization

├── Feature-based
│   ├── Statistical Moments
│   │   ├── Mean / Median
│   │   ├── Std / Variance
│   │   ├── Skewness / Kurtosis
│   │   └── Quantiles / IQR
│   └── Temporal & Structural
│       ├── Autocorrelation
│       ├── Peaks / Valleys
│       ├── Slope / Trend
│       └── Crossing Rates

├── Frequency-Domain
│   ├── Fourier Transform (FFT)
│   └── Wavelet Transform

├── Model-based
│   ├── ARMA / ARIMA Parameters
│   └── SAX (Symbolic Aggregate Approximation)

├── Automated Libraries
│   ├── TSFRESH
│   └── Catch22

└── Dimensionality Reduction
    ├── PCA
    └── SVD


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 Page 3: Comprehensive Guide to Time Series Embedding
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Time Series Embedding

├── Methodologies
│   ├── Supervised
│   │   ├── LSTM
│   │   └── CNN
│   ├── Unsupervised / Self-Supervised
│   │   ├── Autoencoder (AE)
│   │   ├── Contrastive Learning
│   │   │   ├── TS2Vec
│   │   │   └── TNC
│   │   └── Generative Models
│   │       ├── VAE
│   │       └── GAN
│   ├── Shapelet-based
│   │   └── Learning Shapelets
│   └── Prototype-based
│       └── TapNet

└── Architectures
    ├── Recurrent Neural Networks
    │   ├── RNN
    │   ├── LSTM
    │   └── GRU
    ├── Temporal Convolutional Networks
    │   └── Dilated Causal Convolution
    └── Transformers / Attention
        ├── Informer
        ├── Autoformer
        └── PatchTST


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 Page 4: Modeling Inter-Sensor Interactions in Vectorization
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Inter-Sensor Interaction Vectorization

├── Spatial-Temporal Learning
│   ├── Graph Neural Networks (GNN)
│   │   ├── Static Graph
│   │   └── Dynamic Graph
│   │       └── Adaptive Adjacency Matrix
│   └── Graph Convolutional Networks (GCN)

├── Attention / Transformers
│   ├── Multi-Head Self-Attention
│   │   ├── Temporal Attention
│   │   └── Spatial (Sensor) Attention
│   └── Cross-Dimension Attention
│       └── Cross-Variable Dependency

├── Convolutional Approaches
│   ├── 2D CNN (Time × Sensor Image)
│   │   └── Intersensor Correlation Heatmap
│   │       ├── Pearson Correlation
│   │       └── Mutual Information
│   └── Dilated Convolution

└── Correlation & Decomposition
    ├── Multi-view Vectorization
    │   └── Deep CCA (DCCA)
    └── Tensor Decomposition
        ├── Tucker Decomposition
        └── CP Decomposition

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