Early prediction on imbalanced multivariate time series

  • Authors:
  • Guoliang He;Yong Duan;Tieyun Qian;Xu Chen

  • Affiliations:
  • Wuhan University, Wuhan, China;Wuhan University, Wuhan, China;Wuhan University, Wuhan, China;Wuhan University, Wuhan, China

  • Venue:
  • Proceedings of the 22nd ACM international conference on Conference on information & knowledge management
  • Year:
  • 2013

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Abstract

Multivariate time series (MTS) classification is an important topic in time series data mining, and lots of efficient models and techniques have been introduced to cope with it. However, early classification on imbalanced MTS data largely remains an open problem. To deal with this issue, we adopt a multiple under-sampling and dynamical subspace generation method to obtain initial training data, and each training data is used to learn a base learner. Finally, an ensemble classifier is introduced for early classification on imbalanced MTS data. Experimental results show that our proposed methods can achieve effective early prediction on imbalanced MTS data.