Interval feature transformation for time series classification using perceptually important points

Abstract

A novel feature reconstruction method, referred to as interval feature transformation (IFT), is proposed for time series classification. The IFT uses perceptually important points to segment the series dynamically into subsequences of unequal length, and then extract interval features from each time series subsequence as a feature vector. The IFT distinguishes the best top-k discriminative feature vectors from a data set by information gain. Utilizing these discriminative feature vectors, transformation is applied to generate new k-dimensional data which are lower-dimensional representations of the original data. In order to verify the effectiveness of this method, we use the transformed data in conjunction with some traditional classifiers to solve time series classification problems and make comparative experiments to several state-of-the-art algorithms. Experiment results verify the effectiveness, noise robustness and interpretability of the IFT.