Time series classification under more realistic assumptions

Abstract

Most literature on time series classification assumes that the beginning and ending points of the pattern of interest can be correctly identified, both during the training phase and later deployment. In this work, we argue that this assumption is unjustified, and this has in many cases led to unwarranted optimism about the performance of the proposed algorithms. As we shall show, the task of correctly extracting individual gait cycles, heartbeats, gestures, behaviors, etc., is generally much more difficult than the task of actually classifying those patterns. We propose to mitigate this problem by introducing an alignment-free time series classification framework. The framework requires only very weakly annotated data, such as "in this ten minutes of data, we see mostly normal heartbeats..," and by generalizing the classic machine learning idea of data editing to streaming/continuous data, allows us to build robust, fast and accurate classifiers. We demonstrate on several diverse real-world problems that beyond removing unwarranted assumptions and requiring essentially no human intervention, our framework is both significantly faster and significantly more accurate than current state-of-the-art approaches.