38 research outputs found

    Time series classification with ensembles of elastic distance measures

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    Several alternative distance measures for comparing time series have recently been proposed and evaluated on time series classification (TSC) problems. These include variants of dynamic time warping (DTW), such as weighted and derivative DTW, and edit distance-based measures, including longest common subsequence, edit distance with real penalty, time warp with edit, and move–split–merge. These measures have the common characteristic that they operate in the time domain and compensate for potential localised misalignment through some elastic adjustment. Our aim is to experimentally test two hypotheses related to these distance measures. Firstly, we test whether there is any significant difference in accuracy for TSC problems between nearest neighbour classifiers using these distance measures. Secondly, we test whether combining these elastic distance measures through simple ensemble schemes gives significantly better accuracy. We test these hypotheses by carrying out one of the largest experimental studies ever conducted into time series classification. Our first key finding is that there is no significant difference between the elastic distance measures in terms of classification accuracy on our data sets. Our second finding, and the major contribution of this work, is to define an ensemble classifier that significantly outperforms the individual classifiers. We also demonstrate that the ensemble is more accurate than approaches not based in the time domain. Nearly all TSC papers in the data mining literature cite DTW (with warping window set through cross validation) as the benchmark for comparison. We believe that our ensemble is the first ever classifier to significantly outperform DTW and as such raises the bar for future work in this area

    The great time series classification bake off: a review and experimental evaluation of recent algorithmic advances

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    In the last five years there have been a large number of new time series classification algorithms proposed in the literature. These algorithms have been evaluated on subsets of the 47 data sets in the University of California, Riverside time series classification archive. The archive has recently been expanded to 85 data sets, over half of which have been donated by researchers at the University of East Anglia. Aspects of previous evaluations have made comparisons between algorithms difficult. For example, several different programming languages have been used, experiments involved a single train/test split and some used normalised data whilst others did not. The relaunch of the archive provides a timely opportunity to thoroughly evaluate algorithms on a larger number of datasets. We have implemented 18 recently proposed algorithms in a common Java framework and compared them against two standard benchmark classifiers (and each other) by performing 100 resampling experiments on each of the 85 datasets. We use these results to test several hypotheses relating to whether the algorithms are significantly more accurate than the benchmarks and each other. Our results indicate that only 9 of these algorithms are significantly more accurate than both benchmarks and that one classifier, the Collective of Transformation Ensembles, is significantly more accurate than all of the others. All of our experiments and results are reproducible: we release all of our code, results and experimental details and we hope these experiments form the basis for more rigorous testing of new algorithms in the future

    A Bag-of-Features Framework to Classify Time Series

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    Metabolic connectivity as index of verbal working memory.

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    Positron emission tomography (PET) data are commonly analyzed in terms of regional intensity, while covariant information is not taken into account. Here, we searched for network correlates of healthy cognitive function in resting state PET data. PET with [(18)F]-fluorodeoxyglucose and a test of verbal working memory (WM) were administered to 35 young healthy adults. Metabolic connectivity was modeled at a group level using sparse inverse covariance estimation. Among 13 WM-relevant Brodmann areas (BAs), 6 appeared to be robustly connected. Connectivity within this network was significantly stronger in subjects with above-median WM performance. In respect to regional intensity, i.e., metabolism, no difference between groups was found. The results encourage examination of covariant patterns in FDG-PET data from non-neurodegenerative populations
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