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Classificationtreesfortimeseries指导老师:褚挺进、李扬、张拔群组员:王肖南、吕志鹏、胡小宁、郑冰IntroductionTimeseriesclassificationhasbeenthesubjectofextensiveresearchinthelastseveralyears.1、Afirstcategoryofproposalconsistsofmappingthetimeseriestoanewdescriptionspacewhereconventionalclassifierscanbeapplied.2、Asecondclassofworksproposesnewheuristics,generallystartingwiththetimeseriessegmentationtoextractprototypesthatbestcharacterizethetimeseriesclasses.3、AthirdcategorymaybedistinguishedthatconsistsofthehiddenMarkovmodels,whichisfrequentlyusedforspeechrecognitionandsignalprocessing.TheworkofYamadaetal.Yamadaetal.proposestwosplittests.Thefirsttest,calledthestandard-examplesplittest,usesanexhaustivesearchtoselectoneexistingtimeseries(calledthestandardtimeseries)Thesecondproposedsplittest,whichiscalledthecluster-examplesplittest,performsanexhaustivesearchfortwostandardtimeseries.TheworkofBalakrishnanandMadigan

BalakrishnanandMadiganlookforapairofreferencetimeseriesthatbestbisectsthesetoftimeseriesaccordingtoaclustering-goodnesscriterion.Forthetimeseriesproximities,boththeEuclideandistanceandthedynamictimewarpingareusedtocomparetheefficiencyoftheobtainedclassificationtrees.SomeremarksFirst,asformanydistance-basedapproaches,theEuclideandistanceandthedynamictimewarpingareconsideredforthetimeseriespromimities.Thestandardmeasuresarevalues-basedmetricsandignorethebehaviorsofthetimeseries.Second,theproposedsplitsusethesamemetrictodivideallthenodes,butthepeculiaritiesofthetimeseriesmaychangefromonenodetoanother.Finally,thetimeseriesdistancesarecalculatedusingthewholetimeseriesvalues,eventhoughthediscriminationisdeterminedbyparticularsubsequences.ThestudyofthispaperThispaperfocusesonadistance-basedapproachtoextendingclassificationtreestotemporaldata.Anewsplitcriterionbasedontimeseriesproximitiesisintroduced.1、Thecriterionreliesonanadaptivetimeseriesmetrictocoverbothbehaviorsandvaluesproximities.2、Thecriterioninvolvestheautomaticextractionofthemostdiscriminatingsubsequences.3、Throughtheexperimentsperformedinthisstudy,Weshowthatthepropsedtreeoutperformstemporaltreesusingstandardtimeseriesdistancesandperformswellcomparaedtoothercompetitivetimeseriesclassifiers.TherestofpaperisorganizedasfollowsSection3,themajormetricsfortimeseriesarepresentinanovelunifiedformalism.Section4presentsthenewtimeseriesclassificationtree,providesthemainalgorithmsanddiscussestheircomplexity.Section5,theproposedclassificationtreeisperformedonsixpublicandthreenewsimulatesdatasets.Section6,theinducedtreesarecomparedtotemporaltreeusingstandarddistancesandcomparedtoothercompetitivetimeseriesclassifier.3.Timeseriesmetrics3.1Values-basedmetrics3.2Behavior-basedmetrics3.3Valuesandbehaviorbasedmetrics3.1Values-basedmetrics时间序列长度不一致:dynamictimewarping时间序列长度一致:Euclideandistance

Euclideandistance:dynamictimewarping:

dynamictimewarping:

两者比较:

dynamictimewarping:Euclideandistance:

3.2Behavior-basedmetricsUntilrecently,manyapplicationsindifferentdomains(e.g.,speechrecognition,systemdesigncontrol,functionalMRI,microarraysandgeneexpressionanalysis)haveusedthePearsoncorrelationcoefficientasabehaviorproximitymeasurebetweensignals.

时间序列长度一致:

时间序列长度不一致:3.3Valuesandbehaviorbasedmetrics

C(r):Co(r):k的取值:[0:6]4.Timeseriesclassificationtrees*theuseofanadaptivemetric.*theinvolvementoftheautomaticextractionofthemostdiscriminatingsubsequences.*theinvolvementoftheautomaticextractionofthemo

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