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Back to Basics: A Sanity Check on Modern Time Series Classification Algorithms

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Advanced Analytics and Learning on Temporal Data (AALTD 2023)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 14343))

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Abstract

The state-of-the-art in time series classification has come a long way, from the 1NN-DTW algorithm to the ROCKET family of classifiers. However, in the current fast-paced development of new classifiers, taking a step back and performing simple baseline checks is essential. These checks are often overlooked, as researchers are focused on establishing new state-of-the-art results, developing scalable algorithms, and making models explainable. Nevertheless, there are many datasets that look like time series at first glance, but classic algorithms such as tabular methods with no time ordering may perform better on such problems. For example, for spectroscopy datasets, tabular methods tend to significantly outperform recent time series methods. In this study, we compare the performance of tabular models using classic machine learning approaches (e.g., Ridge, LDA, RandomForest) with the ROCKET family of classifiers (e.g., Rocket, MiniRocket, MultiRocket). Tabular models are simple and very efficient, while the ROCKET family of classifiers are more complex and have state-of-the-art accuracy and efficiency among recent time series classifiers. We find that tabular models outperform the ROCKET family of classifiers on approximately 19% of univariate and 28% of multivariate datasets in the UCR/UEA benchmark and achieve accuracy within 10% points on about 50% of datasets. Our results suggest that it is important to consider simple tabular models as baselines when developing time series classifiers. These models are very fast, can be as effective as more complex methods and may be easier to understand and deploy.

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Notes

  1. 1.

    http://www.timeseriesclassification.com.

  2. 2.

    https://github.com/mlgig/TabularModelsforTSC.

  3. 3.

    https://scikit-learn.org/stable/supervised_learning.html.

  4. 4.

    https://www.aeon-toolkit.org/en/latest/api_reference/classification.html.

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Acknowledgement

This publication has emanated from research supported in part by a grant from Science Foundation Ireland through the VistaMilk SFI Research Centre (SFI/16/RC/3835) and the Insight Centre for Data Analytics (12/RC/2289 P2). For the purpose of Open Access, the author has applied a CC BY public copyright licence to any Author Accepted Manuscript version arising from this submission. We would like to thank the reviewers for their constructive feedback. We would also like to thank all the researchers that have contributed open source code and datasets to the UEA MTSC Archive and especially, we want to thank the groups at UEA and UCR who continue to maintain and expand the archive.

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Correspondence to Bhaskar Dhariyal .

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Appendix

Appendix

(See Tables 10, 11 and 12).

Table 8. Data dictionary for Multivariate time series classification.
Table 9. Data dictionary for Univariate time series classification.
Table 10. Accuracy of tabular and time series methods on UTSC datasets.
Table 11. Computation time (in minutes) for univariate datasets.
Table 12. Computation time (in minutes) for multivariate datasets.

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Dhariyal, B., Le Nguyen, T., Ifrim, G. (2023). Back to Basics: A Sanity Check on Modern Time Series Classification Algorithms. In: Ifrim, G., et al. Advanced Analytics and Learning on Temporal Data. AALTD 2023. Lecture Notes in Computer Science(), vol 14343. Springer, Cham. https://doi.org/10.1007/978-3-031-49896-1_14

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  • DOI: https://doi.org/10.1007/978-3-031-49896-1_14

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