论文标题

使用线性模型和多分辨率多域符号表示的可解释时间序列分类

Interpretable Time Series Classification using Linear Models and Multi-resolution Multi-domain Symbolic Representations

论文作者

Nguyen, Thach Le, Gsponer, Severin, Ilie, Iulia, O'Reilly, Martin, Ifrim, Georgiana

论文摘要

在过去的十年中,时间序列分类文献迅速扩大,每年都会发布许多新的分类方法。先前的研究主要集中在提高分类器的准确性和效率上,而解释性被忽略了。分类器的这一方面对于许多应用领域变得至关重要,2018年欧盟GDPR立法的引入很可能进一步强调可解释的学习算法的重要性。当前,使用基于大型合奏(COTE)或深神经网络(FCN)的非常复杂的模型来实现最先进的分类精度。这些方法在时间或空间方面不高,难以解释,并且不能应用于可变长度时间序列,需要将原始序列预处理到集合固定长度。在本文中,我们提出了新的时间序列分类算法来解决这些差距。我们的方法基于时间序列,有效序列挖掘算法和线性分类模型的符号表示。我们的线性模型与深度学习模型一样准确,但在运行时间和内存方面更有效,可以使用可变的时间序列,可以通过突出原始时间序列中的歧视性符号特征来解释。我们表明,我们的多分辨率多域线性分类器(MTSS-SEQL+LR)达到了与最先进的Cote集合的相似精度,以及最近的深度学习方法(FCN,Resnet),但使用了Cote或Deep Models所需的时间和记忆。为了进一步分析分类器的可解释性,我们介绍了作者收集的人类运动数据集的案例研究。我们发布所有结果,源代码和数据,以鼓励可重复性。

The time series classification literature has expanded rapidly over the last decade, with many new classification approaches published each year. Prior research has mostly focused on improving the accuracy and efficiency of classifiers, with interpretability being somewhat neglected. This aspect of classifiers has become critical for many application domains and the introduction of the EU GDPR legislation in 2018 is likely to further emphasize the importance of interpretable learning algorithms. Currently, state-of-the-art classification accuracy is achieved with very complex models based on large ensembles (COTE) or deep neural networks (FCN). These approaches are not efficient with regard to either time or space, are difficult to interpret and cannot be applied to variable-length time series, requiring pre-processing of the original series to a set fixed-length. In this paper we propose new time series classification algorithms to address these gaps. Our approach is based on symbolic representations of time series, efficient sequence mining algorithms and linear classification models. Our linear models are as accurate as deep learning models but are more efficient regarding running time and memory, can work with variable-length time series and can be interpreted by highlighting the discriminative symbolic features on the original time series. We show that our multi-resolution multi-domain linear classifier (mtSS-SEQL+LR) achieves a similar accuracy to the state-of-the-art COTE ensemble, and to recent deep learning methods (FCN, ResNet), but uses a fraction of the time and memory required by either COTE or deep models. To further analyse the interpretability of our classifier, we present a case study on a human motion dataset collected by the authors. We release all the results, source code and data to encourage reproducibility.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源