A Metric Learning-Based Univariate Time Series Classification Method

High-dimensional time series classification is a serious problem. A similarity measure based on distance is one of the methods for time series classification. This paper proposes a metric learning-based univariate time series classification method (ML-UTSC), which uses a Mahalanobis matrix on metric...

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Main Authors: Kuiyong Song, Nianbin Wang, Hongbin Wang
Format: Article
Language:English
Published: MDPI AG 2020-05-01
Series:Information
Subjects:
Online Access:https://www.mdpi.com/2078-2489/11/6/288
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author Kuiyong Song
Nianbin Wang
Hongbin Wang
author_facet Kuiyong Song
Nianbin Wang
Hongbin Wang
author_sort Kuiyong Song
collection DOAJ
description High-dimensional time series classification is a serious problem. A similarity measure based on distance is one of the methods for time series classification. This paper proposes a metric learning-based univariate time series classification method (ML-UTSC), which uses a Mahalanobis matrix on metric learning to calculate the local distance between multivariate time series and combines Dynamic Time Warping(DTW) and the nearest neighbor classification to achieve the final classification. In this method, the features of the univariate time series are presented as multivariate time series data with a mean value, variance, and slope. Next, a three-dimensional Mahalanobis matrix is obtained based on metric learning in the data. The time series is divided into segments of equal intervals to enable the Mahalanobis matrix to more accurately describe the features of the time series data. Compared with the most effective measurement method, the related experimental results show that our proposed algorithm has a lower classification error rate in most of the test datasets.
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spelling doaj.art-dadf540e13ff442abb4e21348547d1cf2023-11-20T02:05:14ZengMDPI AGInformation2078-24892020-05-0111628810.3390/info11060288A Metric Learning-Based Univariate Time Series Classification MethodKuiyong Song0Nianbin Wang1Hongbin Wang2College of Computer Science and Technology, Harbin Engineering University, Harbin 150000, ChinaCollege of Computer Science and Technology, Harbin Engineering University, Harbin 150000, ChinaCollege of Computer Science and Technology, Harbin Engineering University, Harbin 150000, ChinaHigh-dimensional time series classification is a serious problem. A similarity measure based on distance is one of the methods for time series classification. This paper proposes a metric learning-based univariate time series classification method (ML-UTSC), which uses a Mahalanobis matrix on metric learning to calculate the local distance between multivariate time series and combines Dynamic Time Warping(DTW) and the nearest neighbor classification to achieve the final classification. In this method, the features of the univariate time series are presented as multivariate time series data with a mean value, variance, and slope. Next, a three-dimensional Mahalanobis matrix is obtained based on metric learning in the data. The time series is divided into segments of equal intervals to enable the Mahalanobis matrix to more accurately describe the features of the time series data. Compared with the most effective measurement method, the related experimental results show that our proposed algorithm has a lower classification error rate in most of the test datasets.https://www.mdpi.com/2078-2489/11/6/288Mahalanobismetric learningmultivariabletime seriesunivariate
spellingShingle Kuiyong Song
Nianbin Wang
Hongbin Wang
A Metric Learning-Based Univariate Time Series Classification Method
Information
Mahalanobis
metric learning
multivariable
time series
univariate
title A Metric Learning-Based Univariate Time Series Classification Method
title_full A Metric Learning-Based Univariate Time Series Classification Method
title_fullStr A Metric Learning-Based Univariate Time Series Classification Method
title_full_unstemmed A Metric Learning-Based Univariate Time Series Classification Method
title_short A Metric Learning-Based Univariate Time Series Classification Method
title_sort metric learning based univariate time series classification method
topic Mahalanobis
metric learning
multivariable
time series
univariate
url https://www.mdpi.com/2078-2489/11/6/288
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AT nianbinwang ametriclearningbasedunivariatetimeseriesclassificationmethod
AT hongbinwang ametriclearningbasedunivariatetimeseriesclassificationmethod
AT kuiyongsong metriclearningbasedunivariatetimeseriesclassificationmethod
AT nianbinwang metriclearningbasedunivariatetimeseriesclassificationmethod
AT hongbinwang metriclearningbasedunivariatetimeseriesclassificationmethod