Piecewise Chebyshev Factorization based Nearest Neighbour Classification for Time Series

Qinglin Cai, Ling Chen, Jianling Sun

2015

Abstract

In the research field of time series analysis and mining, the nearest neighbour classifier (1NN) based on dynamic time warping distance (DTW) is well known for its high accuracy. However, the high computational complexity of DTW can lead to the expensive time consumption of classification. An effective solution is to compute DTW in the piecewise approximation space (PA-DTW), which transforms the raw data into the feature space based on segmentation, and extracts the discriminatory features for similarity measure. However, most of existing piecewise approximation methods need to fix the segment length, and focus on the simple statistical features, which would influence the precision of PA-DTW. To address this problem, we propose a novel piecewise factorization model for time series, which uses an adaptive segmentation method and factorizes the subsequences with the Chebyshev polynomials. The Chebyshev coefficients are extracted as features for PA-DTW measure (ChebyDTW), which are able to capture the fluctuation information of time series. The comprehensive experimental results show that ChebyDTW can support the accurate and fast 1NN classification.

Paper Citation

in Harvard Style

Cai Q., Chen L. and Sun J. (2015). Piecewise Chebyshev Factorization based Nearest Neighbour Classification for Time Series . In Proceedings of the 7th International Joint Conference on Knowledge Discovery, Knowledge Engineering and Knowledge Management - Volume 1: KDIR, (IC3K 2015) ISBN 978-989-758-158-8, pages 84-91. DOI: 10.5220/0005611900840091

in Bibtex Style

@conference{kdir15,
author={Qinglin Cai and Ling Chen and Jianling Sun},
title={Piecewise Chebyshev Factorization based Nearest Neighbour Classification for Time Series},
booktitle={Proceedings of the 7th International Joint Conference on Knowledge Discovery, Knowledge Engineering and Knowledge Management - Volume 1: KDIR, (IC3K 2015)},
year={2015},
pages={84-91},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005611900840091},
isbn={978-989-758-158-8},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 7th International Joint Conference on Knowledge Discovery, Knowledge Engineering and Knowledge Management - Volume 1: KDIR, (IC3K 2015)
TI - Piecewise Chebyshev Factorization based Nearest Neighbour Classification for Time Series
SN - 978-989-758-158-8
AU - Cai Q.
AU - Chen L.
AU - Sun J.
PY - 2015
SP - 84
EP - 91
DO - 10.5220/0005611900840091