An Experimental Evaluation of Nearest Neighbour Time Series Classification

Bagnall, Anthony and Lines, Jason (2014) An Experimental Evaluation of Nearest Neighbour Time Series Classification.

[img]
Preview
PDF (cmp-c14-01) - Draft Version
Download (256kB) | Preview

Abstract

Data mining research into time series classification (TSC) has focussed on alternative distance measures for nearest neighbour classifiers. It is standard practice to use 1-NN with Euclidean or dynamic time warping (DTW) distance as a straw man for comparison. As part of a wider investigation into elastic distance measures for TSC~\cite{lines14elastic}, we perform a series of experiments to test whether this standard practice is valid. Specifically, we compare 1-NN classifiers with Euclidean and DTW distance to standard classifiers, examine whether the performance of 1-NN Euclidean approaches that of 1-NN DTW as the number of cases increases, assess whether there is any benefit of setting $k$ for $k$-NN through cross validation whether it is worth setting the warping path for DTW through cross validation and finally is it better to use a window or weighting for DTW. Based on experiments on 77 problems, we conclude that 1-NN with Euclidean distance is fairly easy to beat but 1-NN with DTW is not, if window size is set through cross validation.

Item Type: Article
Uncontrolled Keywords: time series classification,dynamic time warping
Faculty \ School: Faculty of Science > School of Computing Sciences
Faculty of Science
Related URLs:
Depositing User: Pure Connector
Date Deposited: 25 Jul 2014 15:22
Last Modified: 06 Oct 2019 00:16
URI: https://ueaeprints.uea.ac.uk/id/eprint/49611
DOI:

Actions (login required)

View Item View Item