A Brief Survey of Time Series Classification Algorithms
Dedicated algorithms specially designed for classifying time series
Published in
10 min readSep 22, 2020
A common task for time series machine learning is classification. Given a set of time series with class labels, can we train a model to accurately predict the class of new time series?
There are many algorithms dedicated to time series classification! This means you don’t have wrangle your data into a scikit-learn classifier or to turn to deep learning to solve every time series classification task.
In this article, I will introduce five categories of time series classification algorithms with details of specific algorithms. These specific algorithms have been shown to perform better on average than a baseline classifier (KNN) over a large number of different datasets [1].
- Distance-based (KNN with dynamic time warping)
- Interval-based (TimeSeriesForest)
- Dictionary-based (BOSS, cBOSS)
- Frequency-based (RISE — like TimeSeriesForest but with other features)
- Shapelet-based (Shapelet Transform…
