Abstract
The amount of data available in time series is recently increasing in an exponential way, making difficult time series preprocessing and analysis. This paper adapts different methods for time series representation, which are based on time series segmentation. Specifically, we consider a particle swarm optimization algorithm (PSO) and its barebones exploitation version (BBePSO). Moreover, a new variant of the BBePSO algorithm is proposed, which takes into account the positions of the particles throughout the generations, where those close in time are given more importance. This methodology is referred to as weighted BBePSO (WBBePSO). The solutions obtained by all the algorithms are finally hybridised with a local search algorithm, combining simple segmentation strategies (Top-Down and Bottom-Up). WBBePSO is tested in 13 time series and compared against the rest of algorithms, showing that it leads to the best results and obtains consistent representations.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Esling, P., Agon, C.: Time-series data mining. ACM Comput. Surv. (CSUR) 45, 12 (2012)
Durán-Rosal, A.M., Gutiérrez-Peña, P.A., Martínez-Estudillo, F.J., Hervás-Martínez, C.: Time Series representation by a novel hybrid segmentation algorithm. In: Martínez-Álvarez, F., Troncoso, A., Quintián, H., Corchado, E. (eds.) HAIS 2016. LNCS (LNAI), vol. 9648, pp. 163–173. Springer, Cham (2016). https://doi.org/10.1007/978-3-319-32034-2_14
Ferreira, L.N., Zhao, L.: Time series clustering via community detection in networks. Inf. Sci. 326, 227–242 (2016)
Zhao, J., Itti, L.: Classifying time series using local descriptors with hybrid sampling. IEEE Trans. Knowl. Data Eng. 28, 623–637 (2016)
Chen, M.Y., Chen, B.T.: A hybrid fuzzy time series model based on granular computing for stock price forecasting. Inf. Sci. 294, 227–241 (2015)
Pérez-Ortiz, M., Durán-Rosal, A., Gutiérrez, P., Sánchez-Monedero, J., Nikolaou, A., Fernández-Navarro, F., Hervás-Martínez, C.: On the use of evolutionary time series analysis for segmenting paleoclimate data. Neurocomputing (2017)
Nikolaou, A., Gutiérrez, P.A., Durán, A., Dicaire, I., Fernández-Navarro, F., Hervás-Martínez, C.: Detection of early warning signals in paleoclimate data using a genetic time series segmentation algorithm. Clim. Dyn. 44, 1919–1933 (2015)
Gong, X., Si, Y.W., Fong, S., Biuk-Aghai, R.P.: Financial time series pattern matching with extended UCR suite and support vector machine. Expert Syst. Appl. 55, 284–296 (2016)
Keogh, E.J., Chu, S., Hart, D., Pazzani, M.: Segmenting time series: a survey and novel approach. In: Data Mining in Time Series Databases, pp. 1–22 (2004)
Chakrabarti, K., Keogh, E., Mehrotra, S., Pazzani, M.: Locally adaptive dimensionality reduction for indexing large time series databases. ACM Trans. Database Syst. (TODS) 27, 188–228 (2002)
Kennedy, J.: Bare bones particle swarms. In: Proceedings of the Swarm Intelligence Symposium, SIS 2003, pp. 80–87. IEEE (2003)
Okulewicz, M.I., Mandziuk, J.: A particle swarm optimization hyper-heuristic for the dynamic vehicle routing problem. In: 7th BIOMA Conference, pp. 215–227 (2016)
Zhang, M., Xin, M., Yang, J.: Adaptive multi-cue based particle swarm optimization guided particle filter tracking in infrared videos. Neurocomputing 122, 163–171 (2013). Advances in cognitive and ubiquitous computing
Kennedy, J., Eberhart, R.: Particle swarm optimization. In: 1995 Proceedings of the IEEE International Conference on Neural Networks, vol. 4, pp. 1942–1948 (1995)
Moody, G., Mark, R.: The impact of the MIT-BIH arrhythmia database. Eng. Med. Biol. Mag. 20, 45–50 (2001)
National Buoy Data Center: National Oceanic and Atmospheric Administration of the USA (NOAA) (2015). http://www.ndbc.noaa.gov/
Chen, Y., Keogh, E., Hu, B., Begum, N., Bagnall, A., Mueen, A., Batista, G.: The UCR time series classification archive (2015). www.cs.ucr.edu/~eamonn/time_series_data/
Clerc, M., Kennedy, J.: The particle swarm-explosion, stability, and convergence in a multidimensional complex space. IEEE Trans. Evol. Comput. 6, 58–73 (2002)
Friedman, M.: A comparison of alternative tests of significance for the problem of m rankings. Ann. Math. Stat. 11, 86–92 (1940)
Demšar, J.: Statistical comparisons of classifiers over multiple data sets. J. Mach. Learn. Res. 7, 1–30 (2006)
Acknowledgement
This work has been subsidized by the projects TIN2017-85887-C2-1-P, TIN2014-54583-C2-1-R and TIN2015-70308-REDT of the Spanish Ministry of Economy and Competitiveness (MINECO), and FEDER funds (FEDER EU). The research of Antonio M. Durán-Rosal and David Guijo-Rubio have been subsidized by the FPU Predoctoral Program of the Spanish Ministry of Education, Culture and Sport (MECD), grant references FPU14/03039 and FPU16/02128.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2018 Springer International Publishing AG, part of Springer Nature
About this paper
Cite this paper
Durán-Rosal, A.M., Guijo-Rubio, D., Gutiérrez, P.A., Hervás-Martínez, C. (2018). Hybrid Weighted Barebones Exploiting Particle Swarm Optimization Algorithm for Time Series Representation. In: Korošec, P., Melab, N., Talbi, EG. (eds) Bioinspired Optimization Methods and Their Applications. BIOMA 2018. Lecture Notes in Computer Science(), vol 10835. Springer, Cham. https://doi.org/10.1007/978-3-319-91641-5_11
Download citation
DOI: https://doi.org/10.1007/978-3-319-91641-5_11
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-91640-8
Online ISBN: 978-3-319-91641-5
eBook Packages: Computer ScienceComputer Science (R0)