Broad fuzzy cognitive map systems for time series classification

Abstract

Time series classification (TSC) is a crucial and challenging problem in sequential analysis. However, most of the existing best-performing methods are time-consuming, even if coping with small-scale datasets. Broad learning systems (BLS) have shown low time complexity and high accuracy in handling various tasks and have been applied to many fields. However, none of the BLS-based methods is suitable to tackle TSC due to (1) unsuitable structure in capturing temporal information of time series; (2) low interpretability in representing the evolving relations among states along time. Thus, this paper develops a broad fuzzy cognitive map system (BFCMS) to address time series classification efficiently, which consists of the sparse autoencoder (SAE) based feature extraction block, the high-order fuzzy cognitive map (HFCM) based spatiotemporal information aggregation block, and one multilayer perceptron (MLP) based prediction layer. The feature extraction block is designed to capture the underlying core evolving patterns, and the spatiotemporal information aggregation block is developed to model the underlying causal relationships and contextual dependencies. These two blocks are designed to overcome the limitations of BLS. MLP is applied to map the feature representation to the label of time series based on the aggregated feature representations from these two blocks. In addition, BFCMS develops three incremental learning strategies for fast updating in broad expansion without a retraining procedure if the model deems to be expanded. We compared BFCMS with other state-of-the-art baselines on 26 datasets. The experimental results demonstrate the superiority of BFCMS. Concretely, BFCMS achieves a lower training cost with on-par classification accuracy.