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TEASER: early and accurate time series classification - 2020

Teaser: Early And Accurate Time Series Classification

Early and accurate time series classification | S - Logix

Research Area:  Machine Learning


Early time series classification (eTSC) is the problem of classifying a time series after as few measurements as possible with the highest possible accuracy. The most critical issue of any eTSC method is to decide when enough data of a time series has been seen to take a decision: Waiting for more data points usually makes the classification problem easier but delays the time in which a classification is made; in contrast, earlier classification has to cope with less input data, often leading to inferior accuracy. The state-of-the-art eTSC methods compute a fixed optimal decision time assuming that every times series has the same defined start time (like turning on a machine). However, in many real-life applications measurements start at arbitrary times (like measuring heartbeats of a patient), implying that the best time for taking a decision varies widely between time series. We present TEASER, a novel algorithm that models eTSC as a two-tier classification problem: In the first tier, a classifier periodically assesses the incoming time series to compute class probabilities. However, these class probabilities are only used as output label if a second-tier classifier decides that the predicted label is reliable enough, which can happen after a different number of measurements. In an evaluation using 45 benchmark datasets, TEASER is two to three times earlier at predictions than its competitors while reaching the same or an even higher classification accuracy. We further show TEASERs superior performance using real-life use cases, namely energy monitoring, and gait detection.

early time series classification
input data
second-tier classifier
energy monitoring
gait detection

Author(s) Name:  Patrick Schäfer & Ulf Leser

Journal name:  Data Mining and Knowledge Discovery

Conferrence name:  

Publisher name:  Springer

DOI:  10.1007/s10618-020-00690-z

Volume Information:  volume 34, pages 1336–1362 (2020)