Ensembles of Randomized Time Series Shapelets Provide Improved Accuracy while Reducing Computational Costs

Shapelets are discriminative time series subsequences that allow generation of interpretable classification models, which provide faster and generally better classification than the nearest neighbor approach. However, the shapelet discovery process requires the evaluation of all possible subsequences of all time series in the training set, making it extremely computation intensive. Consequently, shapelet discovery for large time series datasets quickly becomes intractable. A number of improvements have been proposed to reduce the training time. These techniques use approximation or discretization and often lead to reduced classification accuracy compared to the exact method. We are proposing the use of ensembles of shapelet-based classifiers obtained using random sampling of the shapelet candidates. Using random sampling reduces the number of evaluated candidates and consequently the required computational cost, while the classification accuracy of the resulting models is also not significantly different than that of the exact algorithm. The combination of randomized classifiers rectifies the inaccuracies of individual models because of the diversity of the solutions. Based on the experiments performed, it is shown that the proposed approach of using an ensemble of inexpensive classifiers provides better classification accuracy compared to the exact method at a significantly lesser computational cost

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

Comparative Study of Machine Learning Models on Solar Flare Prediction Problem

Solar flare events are explosions of energy and radiation from the Sun’s surface. These events occur due to the tangling and twisting of magnetic fields associated with sunspots. When Coronal Mass ejections accompany solar flares, solar storms could travel towards earth at very high speeds, disrupting all earthly technologies and posing radiation hazards to astronauts. For this reason, the prediction of solar flares has become a crucial aspect of forecasting space weather. Our thesis utilized the time-series data consisting of active solar region magnetic field parameters acquired from SDO that span more than eight years. The classification models take AR data from an observation period of 12 hours as input to predict the occurrence of flare in next 24 hours. We performed preprocessing and feature selection to find optimal feature space consisting of 28 active region parameters that made our multivariate time series dataset (MVTS). For the first time, we modeled the flare prediction task as a 4-class problem and explored a comprehensive set of machine learning models to identify the most suitable model. This research achieved a state-of-the-art true skill statistic (TSS) of 0.92 with a 99.9% recall of X-/M- class flares on our time series forest model. This was accomplished with the augmented dataset in which the minority class is over-sampled using synthetic samples generated by SMOTE and the majority classes are randomly under-sampled. This work has established a robust dataset and baseline models for future studies in this task, including experiments on remedies to tackle the class imbalance problem such as weighted cost functions and data augmentation. Also the time series classifiers implemented will enable shapelets mining that can provide interpreting ability to domain experts

Random Dilated Shapelet Transform: A New Approach for Time Series Shapelets

Shapelet-based algorithms are widely used for time series classification because of their ease of interpretation, but they are currently outperformed by recent state-of-the-art approaches. We present a new formulation of time series shapelets including the notion of dilation, and we introduce a new shapelet feature to enhance their discriminative power for classification. Experiments performed on 112 datasets show that our method improves on the state-of-the-art shapelet algorithm, and achieves comparable accuracy to recent state-of-the-art approaches, without sacrificing neither scalability, nor interpretability