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TS-CHIEF

swMATH ID: 32511
Software Authors: Shifaz, Ahmed; Pelletier, Charlotte; Petitjean, François; Webb, Geoffrey I.
Description: TS-CHIEF: a scalable and accurate forest algorithm for time series classification. Time Series Classification (TSC) has seen enormous progress over the last two decades. HIVE-COTE (Hierarchical Vote Collective of Transformation-based Ensembles) is the current state of the art in terms of classification accuracy. HIVE-COTE recognizes that time series data are a specific data type for which the traditional attribute-value representation, used predominantly in machine learning, fails to provide a relevant representation. HIVE-COTE combines multiple types of classifiers: each extracting information about a specific aspect of a time series, be it in the time domain, frequency domain or summarization of intervals within the series. However, HIVE-COTE (and its predecessor, FLAT-COTE) is often infeasible to run on even modest amounts of data. For instance, training HIVE-COTE on a dataset with only 1500 time series can require 8 days of CPU time. It has polynomial runtime with respect to the training set size, so this problem compounds as data quantity increases. We propose a novel TSC algorithm, TS-CHIEF (Time Series Combination of Heterogeneous and Integrated Embedding Forest), which rivals HIVE-COTE in accuracy but requires only a fraction of the runtime. TS-CHIEF constructs an ensemble classifier that integrates the most effective embeddings of time series that research has developed in the last decade. It uses tree-structured classifiers to do so efficiently. We assess TS-CHIEF on 85 datasets of the University of California Riverside (UCR) archive, where it achieves state-of-the-art accuracy with scalability and efficiency. We demonstrate that TS-CHIEF can be trained on 130 k time series in 2 days, a data quantity that is beyond the reach of any TSC algorithm with comparable accuracy.
Homepage: https://arxiv.org/abs/1906.10329
Source Code:  https://github.com/dotnet54/TS-CHIEF
Keywords: time series; classification; metrics; bag of words; transformation; forest; scalable
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Cited in: 5 Documents

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