10.1.1.19.1542 - P a tternE x trac t ion fo rT im eS er ie...

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Unformatted text preview: P a tternE x trac t ion fo rT im eS er ie sC la ss ica t ion P ierreG eu rts y U n iv ers ityo fL iege ,D epa rtm en to fE lectr ica landC om pu terE ng in eer ing In st itu tM on teo re ,Sa rt-T ilm anB ,BL iege ,B e lg ium [email protected] y R esea rch fe llow ,FNR S A b strac t . In th ispap er ,w ep ropo sesom en ew too lstoa llowm ach in e lea rn ingc la ss ierstocop ew ith t im eser iesda ta .W ersta rgu etha t m any t im e-ser iesc la ss ica t ionp rob lem scanb eso lv edbyd etect ingand com b in ing loca lp rop ert ieso rpa ttern s in t im eser ies .T h en ,a techn iqu e isp ropo sed tondpa ttern sw h icha reu se fu lfo rc la ss ica t ion .T h ese pa ttern sa recom b in ed tobu ild in terp retab lec la ss ica t ion ru les .E xp er- im en ts ,ca rr iedou ton sev era la rt ic ia land rea lp rob lem s ,h igh ligh tth e in teresto fth eapp roachbo th in term so fin terp retab ilityandaccu racy o fth e indu ced c la ss iers . In trodu c t ion N ow aday s ,m ach in e lea rn inga lgo r ithm sa reb ecom ingv erym a tu reandw e llun- d erstood .U n fo rtuna te ly ,m o sto fth eex ist inga lgo r ithm s( ifno ta ll)a red ed ica ted to s im p leda ta (num er ica lo rsym bo lic )anda reno tadap ted toexp lo itre la t ion- sh ip sam onga ttr ibu tes(su cha s fo rexam p legeom e tr ico rtem po ra lstru c tu res) . Y e t ,a lo to fp rob lem sw ou ldb eso lv ed ea s ily ifw ecou ld tak e in toaccoun tsu ch re la t ion sh ip s ,e .g .tem po ra ls igna lsc la ss ica t ion .W h ilea labo r iou sapp lica t ion o fex ist ing techn iqu esw illg iv esa t is fy ing resu lts inm anyca ses(ou rexp er im en ts con rm th is) ,w eb e liev etha ta lo to fim p rov em en tcou ldb ega in edbyd es ign- ing sp ec ica lgo r ithm s ,a t lea st in term so fin terp re tab ilityand s im p lic ityo fth e m od e l,bu tp robab lya lso in term so faccu racy . In th ispap er ,th ep rob lem o ft im es igna lsc la ss ica t ion istack ledbym ean s o fth eex trac t iono fd iscr im ina t iv epa ttern s from tem po ra ls igna ls .It isa ssum ed tha tc la ss ica t ioncou ldb edon ebycom b in ing inam o reo r lesscom p lexw ay su chpa ttern s .F o rth ea im o fin terp re tab ility ,d ec is ion treesa reu seda spa t- terncom b in ers .T h erstsec t ion fo rm a llyd en esth ep rob lem o fm u lt iva r ia te t im e-ser iesc la ss ica t ionandg iv essom eexam p leso fp rob lem s .R e la tedw o rk in th em ach in e lea rn ingcomm un ity isd iscu ssedh erea sw e ll.In th en ex tsec t ion , w eexp er im en tw ith tw o/na iv e" se tso ffea tu res ,o ftenu seda srstm ean sto hand let im eser iesw ith trad it iona la lgo r ithm s .T h eth ird sec t ion isd evo ted to th ed escr ip t iono fou ra lgo r ithmw h ich isba sedonpa ttern ex trac t ion .T h e la st sec t ionp resen tsexp er im en tsw ith th ism e thod .F ina lly ,w econ c lud ew ith som e comm en tsand fu tu rew o rkd irec t ion s . L .D eR aed tandA .S ieb es(E d s .) :PKDD,LNA I,pp .-, . @ Sp r inger-V er lagB er linH e id e lb erg...
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This note was uploaded on 09/21/2009 for the course CS 580 taught by Professor Fdfdf during the Spring '09 term at University of Toronto.

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10.1.1.19.1542 - P a tternE x trac t ion fo rT im eS er ie...

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