arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1908.03405cs.LGstat.ML
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TEASER:早期和准确的时间序列分类

TEASER: Early and Accurate Time Series Classification

Humboldt University of Berlin(柏林洪堡大学)

P. Schäfer, U. Leser

摘要:

早期时间序列分类(eTSC)是在尽可能少的测量后以尽可能高的精度对时间序列进行分类的问题。任何eTSC方法最关键的问题是决定何时看到足够的时间序列数据来做出决定:等待更多的数据点通常会使分类问题更容易,但会延迟分类的时间;相反,早期分类必须处理较少的输入数据,通常会导致较低的准确性。最先进的eTSC方法计算固定的最佳决策时间,假设每个时间序列具有相同的定义开始时间(如打开机器)。然而,在许多实际应用中,测量开始于任意时间(如测量患者的心跳),这意味着做出决策的最佳时间在时间序列之间变化很大。我们提出了TEASER,一种新的算法,模型eTSC作为两个两层的分类问题:在第一层,分类器定期评估传入的时间序列计算类概率。然而,这些类别概率仅在第二层分类器确定预测的标签足够可靠时才用作输出标签,这可能发生在不同数量的测量之后。在使用45个基准数据集进行的评估中,TEASER的预测时间比竞争对手早两到三倍,同时达到相同或更高的分类精度。我们进一步展示了TEASER使用真实用例的卓越性能,即能量监测和步态检测。

英文摘要:

Early time series classification (eTSC) is the problem of classifying a time series after as few measurements as possible with the highest possible accuracy. The most critical issue of any eTSC method is to decide when enough data of a time series has been seen to take a decision: Waiting for more data points usually makes the classification problem easier but delays the time in which a classification is made; in contrast, earlier classification has to cope with less input data, often leading to inferior accuracy. The state-of-the-art eTSC methods compute a fixed optimal decision time assuming that every times series has the same defined start time (like turning on a machine). However, in many real-life applications measurements start at arbitrary times (like measuring heartbeats of a patient), implying that the best time for taking a decision varies heavily between time series. We present TEASER, a novel algorithm that models eTSC as a two two-tier classification problem: In the first tier, a classifier periodically assesses the incoming time series to compute class probabilities. However, these class probabilities are only used as output label if a second-tier classifier decides that the predicted label is reliable enough, which can happen after a different number of measurements. In an evaluation using 45 benchmark datasets, TEASER is two to three times earlier at predictions than its competitors while reaching the same or an even higher classification accuracy. We further show TEASER's superior performance using real-life use cases, namely energy monitoring, and gait detection.

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。

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