arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1808.04022cs.LGstat.ML
收藏

Interpretable Time Series Classification using All-Subsequence Learning and Symbolic Representations in Time and Frequency Domains

Insight Centre for Data Analytics(洞察数据分析中心);University College Dublin(都柏林大学学院)

Thach Le Nguyen, Severin Gsponer, Iulia Ilie, Georgiana Ifrim

英文摘要:

The time series classification literature has expanded rapidly over the last decade, with many new classification approaches published each year. The research focus has mostly been on improving the accuracy and efficiency of classifiers, while their interpretability has been somewhat neglected. Classifier interpretability has become a critical constraint for many application domains and the introduction of the 'right to explanation' GDPR EU legislation in May 2018 is likely to further emphasize the importance of explainable learning algorithms. In this work we analyse the state-of-the-art for time series classification, and propose new algorithms that aim to maintain the classifier accuracy and efficiency, but keep interpretability as a key design constraint. We present new time series classification algorithms that advance the state-of-the-art by implementing the following three key ideas: (1) Multiple resolutions of symbolic approximations: we combine symbolic representations obtained using different parameters; (2) Multiple domain representations: we combine symbolic approximations in time (e.g., SAX) and frequency (e.g., SFA) domains; (3) Efficient navigation of a huge symbolic-words space: we adapt a symbolic sequence classifier named SEQL, to make it work with multiple domain representations (e.g., SAX-SEQL, SFA-SEQL), and use its greedy feature selection strategy to effectively filter the best features for each representation. We show that a multi-resolution multi-domain linear classifier, SAX-SFA-SEQL, achieves a similar accuracy to the state-of-the-art COTE ensemble, and to a recent deep learning method (FCN), but uses a fraction of the time required by either COTE or FCN. We discuss the accuracy, efficiency and interpretability of our proposed algorithms. To further analyse the interpretability aspect of our classifiers, we present a case study on an ecology benchmark.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑