Abstract
Time series classification (TSC) arises in many fields and has a wide range of applications. Here, we adopt the bag-of-words (BoW) framework to classify time series. Our algorithm first samples local subsequences from time series at feature-point locations when available. It then builds local descriptors, and models their distribution by Gaussian mixture models (GMM), and at last it computes a Fisher Vector (FV) to encode each time series. The encoded FV representations of time series are readily used by existing classifiers, e.g., SVM, for training and prediction. In our work, we focus on detecting better feature points and crafting better local representations, while using existing techniques to learn codebook and encode time series. Specifically, we develop an efficient and effective peak and valley detection algorithm from real-case time series data. Subsequences are sampled from these peaks and valleys, instead of sampled randomly or uniformly as was done previously. Then, two local descriptors, Histogram of Oriented Gradients (HOG-1D) and Dynamic time warping-Multidimensional scaling (DTW-MDS), are designed to represent sampled subsequences. Both descriptors complement each other, and their fused representation is shown to be more descriptive than individual ones. We test our approach extensively on 43 UCR time series datasets, and obtain significantly improved classification accuracies over existing approaches, including NNDTW and shapelet transform.
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More From: IEEE Transactions on Knowledge and Data Engineering
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