论文标题
时间序列分类的规范间隔森林(CIF)分类器
The Canonical Interval Forest (CIF) Classifier for Time Series Classification
论文作者
论文摘要
时间序列分类(TSC)是许多利用各种歧视性模式的算法组的所在地。这些组之一描述了使用相关间隔预测的分类器。时间序列森林(TSF)分类器是最著名的间隔方法之一,并且在训练和预测方面表现出了很强的性能和相对速度。但是,其他方法的最新进展已将TSF留在后面。 TSF最初使用三个简单的摘要统计数据总结间隔。最近提出了22个时间序列功能的“ catch22”功能集,以通过一组简明而有益的描述性特征来帮助时间序列分析。我们建议组合TSF和Catch22形成一个新的分类器,即规范间隔森林(CIF)。我们概述了培训程序的其他增强功能,并将分类器扩展到包括多元分类功能。我们在TSF和CATCH22上都证明了准确性的巨大和显着提高,并与其他算法类别的高表现者相当。通过将基于间隔的组件从TSF升级到CIF,我们还展示了结合了不同时间序列表示形式的基于转换的合奏(HIVE-COTE)的分层投票(HIVE-COTE)。使用CIF的Hive-cote在UCR档案库上比我们知道的任何其他分类器都更准确,并且代表了TSC的新技术。
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.