Efficient Temporal Kernels between Feature Sets for Time Series Classification

Romain Tavenard; Simon Malinowski; Laetitia Chapel; Adeline Bailly; Heider Sanchez; Benjamin Bustos

Efficient Temporal Kernels between Feature Sets for Time Series Classification

Romain Tavenard ^{1, 2, 3} Simon Malinowski ^{4, 5} Laetitia Chapel ^{6, 2} Adeline Bailly ^{2, 3, 1} Heider Sanchez ⁷ Benjamin Bustos ⁷

1 UR2 - Université de Rennes 2

2 OBELIX - Environment observation with complex imagery

UBS - Université de Bretagne Sud, IRISA-D5 - SIGNAUX ET IMAGES NUMÉRIQUES, ROBOTIQUE

3 LETG - Rennes - Littoral, Environnement, Télédétection, Géomatique

LETG - Littoral, Environnement, Télédétection, Géomatique

4 UR1 - Université de Rennes 1

5 LinkMedia - Creating and exploiting explicit links between multimedia fragments

Inria Rennes – Bretagne Atlantique , IRISA_D6 - MEDIA ET INTERACTIONS

6 UBS Vannes - Université de Bretagne Sud - Vannes

7 University of Chile [Santiago]

Abstract : In the time-series classification context, the majority of the most accurate core methods are based on the Bag-of-Words framework, in which sets of local features are first extracted from time series. A dictionary of words is then learned and each time series is finally represented by a histogram of word occurrences. This representation induces a loss of information due to the quantization of features into words as all the time series are represented using the same fixed dictionary. In order to overcome this issue, we introduce in this paper a kernel operating directly on sets of features. Then, we extend it to a time-compliant kernel that allows one to take into account the temporal information. We apply this kernel in the time series classification context. Proposed kernel has a quadratic complexity with the size of input feature sets, which is problematic when dealing with long time series. However, we show that kernel approximation techniques can be used to define a good trade-off between accuracy and complexity. We experimentally demonstrate that the proposed kernel can significantly improve the performance of time series classification algorithms based on Bag-of-Words.

Keywords : Time series classification

Type de document :

Communication dans un congrès

European Conference on Machine Learning and Principles and Practice of Knowledge Discovery, Sep 2017, Skopje, Macedonia. 2017

Domaine :

Sciences de l'Homme et Société / Méthodes et statistiques

Liste complète des métadonnées

Littérature citée [29 références] Voir Masquer Télécharger

https://halshs.archives-ouvertes.fr/halshs-01561461
Contributeur : Romain Tavenard <>
Soumis le : mercredi 12 juillet 2017 - 17:40:53
Dernière modification le : mercredi 16 mai 2018 - 11:24:14
Document(s) archivé(s) le : jeudi 25 janvier 2018 - 04:07:33

paper.pdf

Fichiers produits par l'(les) auteur(s)

supplementary_material.pdf Fichiers produits par l'(les) auteur(s)

Efficient Temporal Kernels between Feature Sets for Time Series Classification

Fichiers

Identifiants

Collections

Citation

Exporter

Métriques

536

478

Contact

Efficient Temporal Kernels between Feature Sets for Time Series Classification

Fichiers

Identifiants

Collections

Citation

Exporter

Partager

Métriques

536

478

Contact