Time series classification based on arima and adaboost

Abstract

In this paper, a novel time series classification approach, which using auto regressive integrated moving average model (ARIMA) features and Adaptive Boosting (AdaBoost) classifications. ARIMA is particularly suitable for distinguishing time series signal and Adaboost is suitable for features classification. The simulation results have shown that the algorithm is feasible. And this method is more accurate than many existing method in multiple time series problems.