论文标题

Freshprince:一个简单的基于转换的管道时间序列分类器

The FreshPRINCE: A Simple Transformation Based Pipeline Time Series Classifier

论文作者

Middlehurst, Matthew, Bagnall, Anthony

论文摘要

最近提出的时间序列分类算法的准确性(TSC)取得了重大进步。但是,现实世界实践者和数据科学家对研究主题不太熟悉的一个普遍提出的问题是,认为被认为是艺术状态的算法的复杂性是否真的是必要的。很多时候,提出的第一种方法是简单的摘要统计信息或其他时间序列提取方法,例如TSFRESH,这本身就是一个明智的问题。在针对多种问题类型的TSC算法的出版物中,我们很少看到这些方法被考虑或比较。我们使用基于矢量的分类器进行基本特征提取器进行实验,这些分类器显示出在当前最新时间序列分类器中具有连续属性的有效属性。我们在UCR时间序列数据集档案中测试了这些方法,以查看TSC文献是否忽略了这些方法的有效性。我们发现,TSFRESH的管道随后是旋转森林分类器,我们称其为Freshprince,表现最好。它不是技术的状态,但它比具有动态时间扭曲的最近的邻居要准确得多,并且代表了将来比较的合理基准。

There have recently been significant advances in the accuracy of algorithms proposed for time series classification (TSC). However, a commonly asked question by real world practitioners and data scientists less familiar with the research topic, is whether the complexity of the algorithms considered state of the art is really necessary. Many times the first approach suggested is a simple pipeline of summary statistics or other time series feature extraction approaches such as TSFresh, which in itself is a sensible question; in publications on TSC algorithms generalised for multiple problem types, we rarely see these approaches considered or compared against. We experiment with basic feature extractors using vector based classifiers shown to be effective with continuous attributes in current state-of-the-art time series classifiers. We test these approaches on the UCR time series dataset archive, looking to see if TSC literature has overlooked the effectiveness of these approaches. We find that a pipeline of TSFresh followed by a rotation forest classifier, which we name FreshPRINCE, performs best. It is not state of the art, but it is significantly more accurate than nearest neighbour with dynamic time warping, and represents a reasonable benchmark for future comparison.

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