The Canonical Interval Forest {(CIF)} Classifier for Time Series Classification

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Abstract

Time series classification (TSC) is home to a number of algorithm groups that utilise different kinds of discriminatory patterns. One of these groups describes classifiers that predict using phase dependant intervals. The time series forest (TSF) classifier is one of the most well known interval methods, and has demonstrated strong performance as well as relative speed in training and predictions. However, recent advances in other approaches have left TSF behind. TSF originally summarises intervals using three simple summary statistics. The `catch22' feature set of 22 time series features was recently proposed to aid time series analysis through a concise set of diverse and informative descriptive characteristics. We propose combining TSF and catch22 to form a new classifier, the Canonical Interval Forest (CIF). We outline additional enhancements to the training procedure, and extend the classifier to include multivariate classification capabilities. We demonstrate a large and significant improvement in accuracy over both TSF and catch22, and show it to be on par with top performers from other algorithmic classes. By upgrading the interval-based component from TSF to CIF, we also demonstrate a significant improvement in the hierarchical vote collective of transformation-based ensembles (HIVE-COTE) that combines different time series representations. HIVE-COTE using CIF is significantly more accurate on the UCR archive than any other classifier we are aware of and represents a new state of the art for TSC.
Original languageEnglish
Title of host publicationProceedings - 2020 IEEE International Conference on Big Data, Big Data 2020
EditorsXintao Wu, Chris Jermaine, Li Xiong, Xiaohua Tony Hu, Olivera Kotevska, Siyuan Lu, Weijia Xu, Srinivas Aluru, Chengxiang Zhai, Eyhab Al-Masri, Zhiyuan Chen, Jeff Saltz
PublisherThe Institute of Electrical and Electronics Engineers (IEEE)
Pages188-195
Number of pages8
ISBN (Electronic)978-1-7281-6251-5
ISBN (Print)978-1-7281-6252-2
DOIs
Publication statusPublished - 19 Mar 2021
Event2020 IEEE International Conference on Big Data - Atlanta, United States
Duration: 10 Dec 202013 Dec 2020

Conference

Conference2020 IEEE International Conference on Big Data
Country/TerritoryUnited States
CityAtlanta
Period10/12/2013/12/20

Keywords

  • Classification
  • Ensembles
  • HIVE-COTE
  • Multivariate
  • Time series

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