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Papers

HYDRA: Competing convolutional kernels for fast and accurate time series classification

2022-03-25 · Angus Dempster, Daniel F. Schmidt, Geoffrey I. Webb

We demonstrate a simple connection between dictionary methods for time series classification, which involve extracting and counting symbolic patterns in time series, and methods based on transforming input time series using convolutional kernels, namely ROCKET and its variants. We show that by adjusting a single hyperparameter it is possible to move by degrees between models resembling dictionary methods and models resembling ROCKET. We present HYDRA, a simple, fast, and accurate dictionary method for time series classification using competing convolutional kernels, combining key aspects of both ROCKET and conventional dictionary methods. HYDRA is faster and more accurate than the most accurate existing dictionary methods, and can be combined with ROCKET and its variants to further improve the accuracy of these methods.

📄 PDF Abstract BibTeX arXiv:2203.13652

Code (1)

angus924/hydra 공식 구현 pytorch

Tasks

Time SeriesTime Series AnalysisTime Series Anomaly DetectionTime Series Classification

Methods 이 논문이 사용한 방법론

ROCKET Linear classifier using random convolutional kernels applied to time series.

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