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arXiv 2201.12048cs.LG
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FreshPRINCE:一种基于变换的简单流水线时间序列分类器

The FreshPRINCE: A Simple Transformation Based Pipeline Time Series Classifier

School of Computing Sciences, University of East Anglia(东英吉利大学计算科学学院)

Matthew Middlehurst, Anthony Bagnall

AI总结:

针对时间序列分类,提出基于TSFresh特征提取和旋转森林分类器的简单流水线FreshPRINCE,在UCR数据集上表现优于DTW最近邻,可作为合理基准。

摘要:

近年来,针对时间序列分类(TSC)提出的算法在准确性方面取得了显著进展。然而,对于不太熟悉该研究领域的实际从业者和数据科学家来说,一个常见的问题是,被认为是最先进算法的复杂性是否真的有必要。很多时候,首先建议的方法是简单的汇总统计或其他时间序列特征提取方法(如TSFresh)构成的流水线,这本身就是一个合理的问题;在针对多种问题类型泛化的TSC算法出版物中,我们很少看到这些方法被考虑或进行比较。我们使用基于向量的分类器(这些分类器在当前最先进的时间序列分类器中已被证明对连续属性有效)来试验基本特征提取器。我们在UCR时间序列数据集存档上测试这些方法,以探究TSC文献是否忽视了这些方法的有效性。我们发现,由TSFresh后接旋转森林分类器组成的流水线(我们将其命名为FreshPRINCE)表现最佳。它虽未达到最先进水平,但比带动态时间规整的最近邻方法准确得多,并代表了未来比较的合理基准。

英文摘要:

There have recently been significant advances in the accuracy of algorithms proposed for time series classification (TSC). However, a commonly asked question by real world practitioners and data scientists less familiar with the research topic, is whether the complexity of the algorithms considered state of the art is really necessary. Many times the first approach suggested is a simple pipeline of summary statistics or other time series feature extraction approaches such as TSFresh, which in itself is a sensible question; in publications on TSC algorithms generalised for multiple problem types, we rarely see these approaches considered or compared against. We experiment with basic feature extractors using vector based classifiers shown to be effective with continuous attributes in current state-of-the-art time series classifiers. We test these approaches on the UCR time series dataset archive, looking to see if TSC literature has overlooked the effectiveness of these approaches. We find that a pipeline of TSFresh followed by a rotation forest classifier, which we name FreshPRINCE, performs best. It is not state of the art, but it is significantly more accurate than nearest neighbour with dynamic time warping, and represents a reasonable benchmark for future comparison.

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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