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arXiv 2102.11487cs.LG
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时间序列的早期分类何时有意义?

When is Early Classification of Time Series Meaningful?

University of California Riverside(加州大学河滨分校)

Renjie Wu, Audrey Der, Eamonn J. Keogh

摘要:

自二十年前提出以来,人们对时间序列的早期分类问题越来越感兴趣。这个问题将经典的时间序列分类推广到只看到目标模式的一些前缀后,我们是否可以以足够的准确度和置信度对时间序列子序列进行分类。这样做的想法是,较早的分类将使我们能够在一个有可能进行一些实际干预的领域立即采取行动。例如,这种干预可能是发出警报或在汽车中应用刹车。在这项工作中,我们提出了一个令人惊讶的主张。尽管有几十篇关于时间序列早期分类的论文,但尚不清楚它们中的任何一篇是否能在现实世界中发挥作用。问题不在于算法本身,而在于模糊和不明确的问题描述。基本上,所有算法都对问题做出了隐含的和毫无根据的假设,这将确保它们会受到假阳性和假阴性的困扰,即使它们的结果表明它们可以获得近乎完美的结果。我们将用新的见解和实验解释我们的发现,并向社区提供建议。

英文摘要:

Since its introduction two decades ago, there has been increasing interest in the problem of early classification of time series. This problem generalizes classic time series classification to ask if we can classify a time series subsequence with sufficient accuracy and confidence after seeing only some prefix of a target pattern. The idea is that the earlier classification would allow us to take immediate action, in a domain in which some practical interventions are possible. For example, that intervention might be sounding an alarm or applying the brakes in an automobile. In this work, we make a surprising claim. In spite of the fact that there are dozens of papers on early classification of time series, it is not clear that any of them could ever work in a real-world setting. The problem is not with the algorithms per se but with the vague and underspecified problem description. Essentially all algorithms make implicit and unwarranted assumptions about the problem that will ensure that they will be plagued by false positives and false negatives even if their results suggested that they could obtain near-perfect results. We will explain our findings with novel insights and experiments and offer recommendations to the community.

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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