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A Dictionary-Based Approach to Time Series Ordinal Classification

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Advances in Computational Intelligence (IWANN 2023)

Abstract

Time Series Classification (TSC) is an extensively researched field from which a broad range of real-world problems can be addressed obtaining excellent results. One sort of the approaches performing well are the so-called dictionary-based techniques. The Temporal Dictionary Ensemble (TDE) is the current state-of-the-art dictionary-based TSC approach. In many TSC problems we find a natural ordering in the labels associated with the time series. This characteristic is referred to as ordinality, and can be exploited to improve the methods performance. The area dealing with ordinal time series is the Time Series Ordinal Classification (TSOC) field, which is yet unexplored. In this work, we present an ordinal adaptation of the TDE algorithm, known as ordinal TDE (O-TDE). For this, a comprehensive comparison using a set of 18 TSOC problems is performed. Experiments conducted show the improvement achieved by the ordinal dictionary-based approach in comparison to four other existing nominal dictionary-based techniques.

This work has been partially subsidised by “Agencia Española de Investigación (España)” (grant ref.: PID2020-115454GB-C22/AEI/10.13039/501100011033). David Guijo-Rubio’s research has been subsidised by the University of Córdoba through grants to Public Universities for the requalification of the Spanish university system of the Ministry of Universities, financed by the European Union - NextGenerationEU (grant reference: UCOR01MS).

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Notes

  1. 1.

    https://www.timeseriesclassification.com/dataset.php.

  2. 2.

    http://tseregression.org/.

  3. 3.

    https://es.finance.yahoo.com/.

  4. 4.

    https://www.ndbc.noaa.gov/.

  5. 5.

    https://github.com/aeon-toolkit/aeon.

  6. 6.

    http://www.uco.es/grupos/ayrna/tsoc-dictionaries-iwann.

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Ayllón-Gavilán, R., Guijo-Rubio, D., Gutiérrez, P.A., Hervás-Martínez, C. (2023). A Dictionary-Based Approach to Time Series Ordinal Classification. In: Rojas, I., Joya, G., Catala, A. (eds) Advances in Computational Intelligence. IWANN 2023. Lecture Notes in Computer Science, vol 14135. Springer, Cham. https://doi.org/10.1007/978-3-031-43078-7_44

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  • DOI: https://doi.org/10.1007/978-3-031-43078-7_44

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