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A Bag-of-Features Framework to Classify Time Series
Nov. 2013 (vol. 35 no. 11)
pp. 2796-2802
M. G. Baydogan, Security & Defense Syst. Initiative, Tempe, AZ, USA
G. Runger, Sch. of Comput., Inf. & Decision Syst. Eng., Arizona State Univ., Tempe, AZ, USA
E. Tuv, Logic Technol. Dev., Intel, Chandler, AZ, USA
Time series classification is an important task with many challenging applications. A nearest neighbor (NN) classifier with dynamic time warping (DTW) distance is a strong solution in this context. On the other hand, feature-based approaches have been proposed as both classifiers and to provide insight into the series, but these approaches have problems handling translations and dilations in local patterns. Considering these shortcomings, we present a framework to classify time series based on a bag-of-features representation (TSBF). Multiple subsequences selected from random locations and of random lengths are partitioned into shorter intervals to capture the local information. Consequently, features computed from these subsequences measure properties at different locations and dilations when viewed from the original series. This provides a feature-based approach that can handle warping (although differently from DTW). Moreover, a supervised learner (that handles mixed data types, different units, etc.) integrates location information into a compact codebook through class probability estimates. Additionally, relevant global features can easily supplement the codebook. TSBF is compared to NN classifiers and other alternatives (bag-of-words strategies, sparse spatial sample kernels, shapelets). Our experimental results show that TSBF provides better results than competitive methods on benchmark datasets from the UCR time series database.
Index Terms:
Time series analysis,Feature extraction,Radio frequency,Error analysis,Support vector machines,Training,Histograms,codebook,Supervised learning,feature extraction
M. G. Baydogan, G. Runger, E. Tuv, "A Bag-of-Features Framework to Classify Time Series," IEEE Transactions on Pattern Analysis and Machine Intelligence, vol. 35, no. 11, pp. 2796-2802, Nov. 2013, doi:10.1109/TPAMI.2013.72
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