Multivariate time series (MTS) arise when multiple interconnected sensors record data over time. Dealing with this high-dimensional data is challenging for every classifier for at least two aspects: First, a MTS is not only characterized by individual feature values, but also by the co-occurrence of features in different dimensions. Second, this typically adds large amounts of irrelevant data and noise. We present our novel MTS classifier WEASEL+MUSE (Word ExtrAction for time SEries cLassification + MUltivariate Symbols and dErivatives) which addresses both challenges. WEASEL+MUSE builds a multivariate feature vector, first using a sliding-window approach applied to each dimension of the MTS, then extracts discrete features per window and dimension. The feature vector is subsequently fed through feature selection, removing non-discriminative features, and analysed by a machine learning classifier. The novelty of WEASEL+MUSE lies in its specific way of extracting and filtering multivariate features from MTS by encoding context information into each feature, resulting in a small, yet very discriminative feature set useful for MTS classification. Based on a popular benchmark of @math MTS datasets, we found that WEASEL+MUSE is the most accurate domain agnostic classifier, when compared to the state of the art. The outstanding robustness of WEASEL+MUSE is further confirmed based on motion gesture recognition data, where it out-of-the-box achieved similar accuracies as domain-specific methods.
@cite_22 applies the shapelet discovery method to MTS classification. The major limiting factor for shapelet discovery is the time to find discriminative subsequences, which becomes even more demanding when dealing with MTS. UFS solves this by extracting random shapelets. On this transformed data, a linear SVM or a Random Forest is trained. Unfortunately, the code is not available to allow for reproducibility
@cite_22
2152542198 2066224818 2546490537 2029731618
Time series shapelets are discriminative subsequences and their similarity to a time series can be used for time series classification. Since the discovery of time series shapelets is costly in terms of time, the applicability on long or multivariate time series is difficult. In this work we propose Ultra-Fast Shapelets that uses a number of random shapelets. It is shown that Ultra-Fast Shapelets yield the same prediction quality as current state-of-the-art shapelet-based time series classifiers that carefully select the shapelets by being by up to three orders of magnitudes. Since this method allows a ultra-fast shapelet discovery, using shapelets for long multivariate time series classification becomes feasible. A method for using shapelets for multivariate time series is proposed and Ultra-Fast Shapelets is proven to be successful in comparison to state-of-the-art multivariate time series classifiers on 15 multivariate time series datasets from various domains. Finally, time series derivatives that have proven to be useful for other time series classifiers are investigated for the shapelet-based classifiers. It is shown that they have a positive impact and that they are easy to integrate with a simple preprocessing step, without the need of adapting the shapelet discovery algorithm. Multivariate time series (MTS) classification has gained importance with the increase in the number of temporal datasets in different domains (such as medicine, finance, multimedia, etc.). Similarity-based approaches, such as nearest-neighbor classifiers, are often used for univariate time series, but MTS are characterized not only by individual attributes, but also by their relationships. Here we provide a classifier based on a new symbolic representation for MTS (denoted as SMTS) with several important elements. SMTS considers all attributes of MTS simultaneously, rather than separately, to extract information contained in the relationships. Symbols are learned from a supervised algorithm that does not require pre-defined intervals, nor features. An elementary representation is used that consists of the time index, and the values (and first differences for numerical attributes) of the individual time series as columns. That is, there is essentially no feature extraction (aside from first differences) and the local series values are fused to time position through the time index. The initial representation of raw data is quite simple conceptually and operationally. Still, a tree-based ensemble can detect interactions in the space of the time index and time values and this is exploited to generate a high-dimensional codebook from the terminal nodes of the trees. Because the time index is included as an attribute, each MTS is learned to be segmented by time, or by the value of one of its attributes. The codebook is processed with a second ensemble where now implicit feature selection is exploited to handle the high-dimensional input. The constituent properties produce a distinctly different algorithm. Moreover, MTS with nominal and missing values are handled efficiently with tree learners. Experiments demonstrate the effectiveness of the proposed approach in terms of accuracy and computation times in a large collection multivariate (and univariate) datasets. Creation and selection of relevant features for machine learning applications (including image classification) is typically a process requiring significant involvement of domain knowledge. It is thus desirable to cover at least part of that process with semi-automated techniques capable of discovering and visualizing those geometric characteristics of images that are potentially relevant to the classification objective. In this work, we propose to utilize multi-scale singular value decomposition (MSVD) along with approximate nearest neighbors algorithm: both have been recently realized using the randomized approach, and can be efficiently run on large, high-dimensional datasets (sparse or dense). We apply this technique to create a multi-scale view of every point in a publicly available set of LIDAR data of riparian images, with classification objective being separating ground from vegetation. We perform “centralized MSVD” for every point and its neighborhood generated by an approximate nearest neighbor algorithm. After completion of this procedure, the original set of 3-dimensional data is augmented by 36 dimensions generated by MSVD (in three different scales), which is then processed using a novel discretization pre-processing method and the SVM classification algorithm with RBF kernel. The result is two times better that the one previously obtained (in terms of its classification error level). The generic nature of the MSVD mechanism and standard mechanisms used for classification (SVM) suggest a wider utility of the proposed approach for other problems as well. We address the task of learning a semantic segmentation from weakly supervised data. Our aim is to devise a system that predicts an object label for each pixel by making use of only image level labels during training – the information whether a certain object is present or not in the image. Such coarse tagging of images is faster and easier to obtain as opposed to the tedious task of pixelwise labeling required in state of the art systems. We cast this task naturally as a multiple instance learning (MIL) problem. We use Semantic Texton Forest (STF) as the basic framework and extend it for the MIL setting. We make use of multitask learning (MTL) to regularize our solution. Here, an external task of geometric context estimation is used to improve on the task of semantic segmentation. We report experimental results on the MSRC21 and the very challenging VOC2007 datasets. On MSRC21 dataset we are able, by using 276 weakly labeled images, to achieve the performance of a supervised STF trained on pixelwise labeled training set of 56 images, which is a significant reduction in supervision needed.