Bag-Of-SFA-Symbols in Vector Space (BOSS VS)

Please always quote using this URN: urn:nbn:de:0297-zib-54984
  • Time series classification mimics the human understanding of similarity. When it comes to larger datasets, state of the art classifiers reach their limits in terms of unreasonable training or testing times. One representative example is the 1-nearest-neighbor DTW classifier (1-NN DTW) that is commonly used as the benchmark to compare to and has several shortcomings: it has a quadratic time and it degenerates in the presence of noise. To reduce the computational complexity lower bounding techniques or recently a nearest centroid classifier have been introduced. Still, execution times to classify moderately sized datasets on a single core are in the order of hours. We present our Bag-Of-SFA-Symbols in Vector Space (BOSS VS) classifier that is robust and accurate due to invariance to noise, phase shifts, offsets, amplitudes and occlusions. We show that it is as accurate while being multiple orders of magnitude faster than state of the art classifiers. Using the BOSS VS allows for mining massive time series datasets and real-time analytics.

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Author:Patrick Schäfer
Document Type:ZIB-Report
Tag:Classification; Data Mining; Time Series
MSC-Classification:68-XX COMPUTER SCIENCE (For papers involving machine computations and programs in a specific mathematical area, see Section -04 in that area)
CCS-Classification:H. Information Systems / H.3 INFORMATION STORAGE AND RETRIEVAL / H.3.3 Information Search and Retrieval
Date of first Publication:2015/05/08
Series (Serial Number):ZIB-Report (15-30)
ISSN:1438-0064

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