Jorge Marco-Blanco

Jorge Marco-Blanco, Rubén Cuevas

Time-series classification is essential across diverse domains, including medical diagnosis, industrial monitoring, financial forecasting, and human activity recognition. The Rocket algorithm has emerged as a simple yet powerful method, achieving state-of-the-art performance through random convolutional kernels applied to time-series data, followed by non-linear transformation. Its architecture approximates a one-hidden-layer convolutional neural network while eliminating parameter training, ensuring computational efficiency. Despite its empirical success, fundamental questions about its theoretical foundations remain unexplored. We bridge theory and practice by formalizing Rocket's random convolutional filters within the compressed sensing framework, proving that random projections preserve discriminative patterns in time-series data. This analysis reveals relationships between kernel parameters and input signal characteristics, enabling more principled approaches to algorithm configuration. Moreover, we demonstrate that its non-linearity, based on the proportion of positive values after convolutions, expresses the inherent sparsity of time-series data. Our theoretical investigation also proves that Rocket satisfies two critical conditions: translation invariance and noise robustness. These findings enhance interpretability and provide guidance for parameter optimization in extreme cases, advancing both theoretical understanding and practical application of time-series classification.

Jorge Marco-Blanco, Rubén Cuevas

Time series data, spanning applications ranging from climatology to finance to healthcare, presents significant challenges in data mining due to its size and complexity. One open issue lies in time series clustering, which is crucial for processing large volumes of unlabeled time series data and unlocking valuable insights. Traditional and modern analysis methods, however, often struggle with these complexities. To address these limitations, we introduce R-Clustering, a novel method that utilizes convolutional architectures with randomly selected parameters. Through extensive evaluations, R-Clustering demonstrates superior performance over existing methods in terms of clustering accuracy, computational efficiency and scalability. Empirical results obtained using the UCR archive demonstrate the effectiveness of our approach across diverse time series datasets. The findings highlight the significance of R-Clustering in various domains and applications, contributing to the advancement of time series data mining.