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 UMR 6554

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

Document type :

Conference papers

Domain :

Humanities and Social Sciences / Methods and statistics

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https://halshs.archives-ouvertes.fr/halshs-01561461
Contributor : Romain Tavenard <>
Submitted on : Wednesday, July 12, 2017 - 5:40:53 PM
Last modification on : Friday, September 13, 2019 - 9:48:07 AM
Long-term archiving on: Thursday, January 25, 2018 - 4:07:33 AM

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Efficient Temporal Kernels between Feature Sets for Time Series Classification

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Efficient Temporal Kernels between Feature Sets for Time Series Classification

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