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arXiv 2008.09172cs.LGeess.SP
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用于时间序列分类的规范区间森林(CIF)分类器

The Canonical Interval Forest (CIF) Classifier for Time Series Classification

University of East Anglia(东英吉利大学)

Matthew Middlehurst, James Large, Anthony Bagnall

摘要:

时间序列分类(TSC)是许多算法组的所在地,这些算法组利用不同种类的判别模式。其中一组描述了使用相位相关间隔进行预测的分类器。时间序列森林(TSF)分类器是最知名的区间方法之一,在训练和预测方面表现出强大的性能和相对速度。然而,其他方法的最新进展已经将TSF抛在了后面。TSF最初使用三个简单的汇总统计量来总结间隔。最近提出了一套由22个时间序列特征组成的“catch 22”特征,以通过一套简洁的、多样的、信息丰富的描述性特征来协助时间序列分析。我们建议结合TSF和catch 22,形成一个新的分类器,典型区间森林(CIF)。我们概述了训练过程的其他增强功能,并扩展了分类器,以包括多变量分类功能。我们证明了一个大的和显着的改进,在TSF和catch 22的准确性,并显示它是与其他算法类的顶级表演者。通过将基于间隔的组件从TSF升级到CIF,我们还展示了结合不同时间序列表示的基于变换的集合(HIVE-COTE)的分层投票集体的显着改进。使用CIF的HIVE-COTE在UCR存档中比我们所知道的任何其他分类器都要准确得多,代表了TSC的最新技术水平。

英文摘要:

Time series classification (TSC) is home to a number of algorithm groups that utilise different kinds of discriminatory patterns. One of these groups describes classifiers that predict using phase dependant intervals. The time series forest (TSF) classifier is one of the most well known interval methods, and has demonstrated strong performance as well as relative speed in training and predictions. However, recent advances in other approaches have left TSF behind. TSF originally summarises intervals using three simple summary statistics. The `catch22' feature set of 22 time series features was recently proposed to aid time series analysis through a concise set of diverse and informative descriptive characteristics. We propose combining TSF and catch22 to form a new classifier, the Canonical Interval Forest (CIF). We outline additional enhancements to the training procedure, and extend the classifier to include multivariate classification capabilities. We demonstrate a large and significant improvement in accuracy over both TSF and catch22, and show it to be on par with top performers from other algorithmic classes. By upgrading the interval-based component from TSF to CIF, we also demonstrate a significant improvement in the hierarchical vote collective of transformation-based ensembles (HIVE-COTE) that combines different time series representations. HIVE-COTE using CIF is significantly more accurate on the UCR archive than any other classifier we are aware of and represents a new state of the art for TSC.

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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