Feature selection for classification of oscillating time series

Abstract

AbstractWe propose a forward sequential feature selection scheme based on k‐means clustering algorithm to derive the feature subset that classifies best the time series data base, according to the criterion of the corrected Rand index. Moreover, we investigate the effect of the standardization scheme on the feature selection and propose a standardization given by the transform to standard Gaussian distribution. Our interest in this work is in classification of oscillating dynamical systems on the basis of measures computed on time series from these systems. The features to be selected are measures of linear and non‐linear analysis of time series, such as auto‐correlation and Lyapunov exponents, as well as oscillation characteristics, such as the mean magnitude of peaks. Simulations on known oscillating deterministic and stochastic systems showed that, for repeated realizations of the same classification task, the proposed feature selection scheme selected very often the same best feature subset, giving high classification accuracy for any standardization. We found that, regardless of the standardization, the highest classification accuracy could be obtained with a small feature subset, containing most frequently an oscillating‐related feature. The same setting was applied to records of epileptic electroencephalogram signals, giving varying results and dependent on the standardization.