CALIMERA: A new early time series classification method

Abstract

Early time series classification is a variant of the time series classification task, in which a label must be assigned to the incoming time series as quickly as possible without necessarily screening through the whole sequence. It needs to be realized on the algorithmic level by fusing a decision-making method that detects the right moment to stop and a classifier that assigns a class label. The contribution addressed in this paper is twofold. Firstly, we present a new method for finding the best moment to perform an action (terminate/continue). Secondly, we propose a new learning scheme using classifier calibration to estimate classification accuracy. The new approach, called CALIMERA, is formalized as a cost minimization problem. Using two benchmark methodologies for early time series classification, we have shown that the proposed model achieves better results than the current state-of-the-art. Two most serious competitors of CALIMERA are ECONOMY and TEASER. The empirical comparison showed that the new method achieved a higher accuracy than TEASER for 35 out of 45 datasets and it outperformed ECONOMY in 20 out of 34 datasets.