Benchmarking Multivariate Time Series Classification Algorithms

Time Series Classification (TSC) involved building predictive models for a discrete target variable from ordered, real valued, attributes. Over recent years, a new set of TSC algorithms have been developed which have made significant improvement over the previous state of the art. The main focus has been on univariate TSC, i.e. the problem where each case has a single series and a class label. In reality, it is more common to encounter multivariate TSC (MTSC) problems where multiple series are associated with a single label. Despite this, much less consideration has been given to MTSC than the univariate case. The UEA archive of 30 MTSC problems released in 2018 has made comparison of algorithms easier. We review recently proposed bespoke MTSC algorithms based on deep learning, shapelets and bag of words approaches. The simplest approach to MTSC is to ensemble univariate classifiers over the multivariate dimensions. We compare the bespoke algorithms to these dimension independent approaches on the 26 of the 30 MTSC archive problems where the data are all of equal length. We demonstrate that the independent ensemble of HIVE-COTE classifiers is the most accurate, but that, unlike with univariate classification, dynamic time warping is still competitive at MTSC.Comment: Data Min Knowl Disc (2020

XTSC-Bench: Quantitative Benchmarking for Explainers on Time Series Classification

Despite the growing body of work on explainable machine learning in time series classification (TSC), it remains unclear how to evaluate different explainability methods. Resorting to qualitative assessment and user studies to evaluate explainers for TSC is difficult since humans have difficulties understanding the underlying information contained in time series data. Therefore, a systematic review and quantitative comparison of explanation methods to confirm their correctness becomes crucial. While steps to standardized evaluations were taken for tabular, image, and textual data, benchmarking explainability methods on time series is challenging due to a) traditional metrics not being directly applicable, b) implementation and adaption of traditional metrics for time series in the literature vary, and c) varying baseline implementations. This paper proposes XTSC-Bench, a benchmarking tool providing standardized datasets, models, and metrics for evaluating explanation methods on TSC. We analyze 3 perturbation-, 6 gradient- and 2 example-based explanation methods to TSC showing that improvements in the explainers' robustness and reliability are necessary, especially for multivariate data.Comment: Accepted at ICMLA 202

Benchmarking optimality of time series classification methods in distinguishing diffusions

Statistical optimality benchmarking is crucial for analyzing and designing time series classification (TSC) algorithms. This study proposes to benchmark the optimality of TSC algorithms in distinguishing diffusion processes by the likelihood ratio test (LRT). The LRT is an optimal classifier by the Neyman-Pearson lemma. The LRT benchmarks are computationally efficient because the LRT does not need training, and the diffusion processes can be efficiently simulated and are flexible to reflect the specific features of real-world applications. We demonstrate the benchmarking with three widely-used TSC algorithms: random forest, ResNet, and ROCKET. These algorithms can achieve the LRT optimality for univariate time series and multivariate Gaussian processes. However, these model-agnostic algorithms are suboptimal in classifying high-dimensional nonlinear multivariate time series. Additionally, the LRT benchmark provides tools to analyze the dependence of classification accuracy on the time length, dimension, temporal sampling frequency, and randomness of the time series

A Neuro-Classification Model for Socio-Technical Systems

This paper presents an original classifier model based on an artificial neural network (ANN) architecture that is able to learn a specific human behavior and can be used in different socio-economic systems. After a training process, the system can identify and classify a human subject using a list of parameters. The model can be further used to analyze and build a safe socio-technical system (STS). A new technique is applied to find an optimal architecture of the neural network. The system shows a good accuracy of the classifications even for a relatively small amount of training data. Starting from a previous result on adaptive forecasting, the model is enhanced by using the retraining technique for an enlarged data set.artificial neural network, training process, classification, socio-technical system

MVPA-Light: a classification and regression toolbox for multi-dimensional data

MVPA-Light is a MATLAB toolbox for multivariate pattern analysis (MVPA). It provides native implementations of a range of classifiers and regression models, using modern optimization algorithms. High-level functions allow for the multivariate analysis of multi-dimensional data, including generalization (e.g., time x time) and searchlight analysis. The toolbox performs cross-validation, hyperparameter tuning, and nested preprocessing. It computes various classification and regression metrics and establishes their statistical significance, is modular and easily extendable. Furthermore, it offers interfaces for LIBSVM and LIBLINEAR as well as an integration into the FieldTrip neuroimaging toolbox. After introducing MVPA-Light, example analyses of MEG and fMRI datasets, and benchmarking results on the classifiers and regression models are presented

Sentiment Analysis for Words and Fiction Characters From The Perspective of Computational (Neuro-)Poetics

Two computational studies provide different sentiment analyses for text segments (e.g., ‘fearful’ passages) and figures (e.g., ‘Voldemort’) from the Harry Potter books (Rowling, 1997 - 2007) based on a novel simple tool called SentiArt. The tool uses vector space models together with theory-guided, empirically validated label lists to compute the valence of each word in a text by locating its position in a 2d emotion potential space spanned by the > 2 million words of the vector space model. After testing the tool’s accuracy with empirical data from a neurocognitive study, it was applied to compute emotional figure profiles and personality figure profiles (inspired by the so-called ‚big five’ personality theory) for main characters from the book series. The results of comparative analyses using different machine-learning classifiers (e.g., AdaBoost, Neural Net) show that SentiArt performs very well in predicting the emotion potential of text passages. It also produces plausible predictions regarding the emotional and personality profile of fiction characters which are correctly identified on the basis of eight character features, and it achieves a good cross-validation accuracy in classifying 100 figures into ‘good’ vs. ‘bad’ ones. The results are discussed with regard to potential applications of SentiArt in digital literary, applied reading and neurocognitive poetics studies such as the quantification of the hybrid hero potential of figures