Convolutional and Deep Learning based techniques for Time Series Ordinal Classification

Time Series Classification (TSC) covers the supervised learning problem where input data is provided in the form of series of values observed through repeated measurements over time, and whose objective is to predict the category to which they belong. When the class values are ordinal, classifiers that take this into account can perform better than nominal classifiers. Time Series Ordinal Classification (TSOC) is the field covering this gap, yet unexplored in the literature. There are a wide range of time series problems showing an ordered label structure, and TSC techniques that ignore the order relationship discard useful information. Hence, this paper presents a first benchmarking of TSOC methodologies, exploiting the ordering of the target labels to boost the performance of current TSC state-of-the-art. Both convolutional- and deep learning-based methodologies (among the best performing alternatives for nominal TSC) are adapted for TSOC. For the experiments, a selection of 18 ordinal problems from two well-known archives has been made. In this way, this paper contributes to the establishment of the state-of-the-art in TSOC. The results obtained by ordinal versions are found to be significantly better than current nominal TSC techniques in terms of ordinal performance metrics, outlining the importance of considering the ordering of the labels when dealing with this kind of problems.Comment: 13 pages, 9 figures, 3 table

A Dictionary-based approach to Time Series Ordinal Classification

Time Series Classification (TSC) is an extensively researched field from which a broad range of real-world problems can be addressed obtaining excellent results. One sort of the approaches performing well are the so-called dictionary-based techniques. The Temporal Dictionary Ensemble (TDE) is the current state-of-the-art dictionary-based TSC approach. In many TSC problems we find a natural ordering in the labels associated with the time series. This characteristic is referred to as ordinality, and can be exploited to improve the methods performance. The area dealing with ordinal time series is the Time Series Ordinal Classification (TSOC) field, which is yet unexplored. In this work, we present an ordinal adaptation of the TDE algorithm, known as ordinal TDE (O-TDE). For this, a comprehensive comparison using a set of 18 TSOC problems is performed. Experiments conducted show the improvement achieved by the ordinal dictionary-based approach in comparison to four other existing nominal dictionary-based techniques