Invariant time-series classification

  • Authors:
  • Josif Grabocka;Alexandros Nanopoulos;Lars Schmidt-Thieme

  • Affiliations:
  • Information Systems and Machine Learning Lab, Hildesheim, Germany;University of Eichstaett-Ingolstadt, Germany;Information Systems and Machine Learning Lab, Hildesheim, Germany

  • Venue:
  • ECML PKDD'12 Proceedings of the 2012 European conference on Machine Learning and Knowledge Discovery in Databases - Volume Part II
  • Year:
  • 2012

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Abstract

Time-series classification is a field of machine learning that has attracted considerable focus during the recent decades. The large number of time-series application areas ranges from medical diagnosis up to financial econometrics. Support Vector Machines (SVMs) are reported to perform non-optimally in the domain of time series, because they suffer detecting similarities in the lack of abundant training instances. In this study we present a novel time-series transformation method which significantly improves the performance of SVMs. Our novel transformation method is used to enlarge the training set through creating new transformed instances from the support vector instances. The new transformed instances encapsulate the necessary intra-class variations required to redefine the maximum margin decision boundary. The proposed transformation method utilizes the variance distributions from the intra-class warping maps to build transformation fields, which are applied to series instances using the Moving Least Squares algorithm. Extensive experimentations on 35 time series datasets demonstrate the superiority of the proposed method compared to both the Dynamic Time Warping version of the Nearest Neighbor and the SVMs classifiers, outperforming them in the majority of the experiments.