When is Early Classification of Time Series Meaningful?
This work critiques a foundational issue in time series analysis, highlighting that current approaches may be ineffective for practical applications like alarms or autonomous systems, making it incremental in exposing flaws rather than proposing new solutions.
The paper argues that existing early time series classification methods are fundamentally flawed due to vague problem definitions and unwarranted assumptions, leading to poor real-world performance despite claims of near-perfect results.
Since its introduction two decades ago, there has been increasing interest in the problem of early classification of time series. This problem generalizes classic time series classification to ask if we can classify a time series subsequence with sufficient accuracy and confidence after seeing only some prefix of a target pattern. The idea is that the earlier classification would allow us to take immediate action, in a domain in which some practical interventions are possible. For example, that intervention might be sounding an alarm or applying the brakes in an automobile. In this work, we make a surprising claim. In spite of the fact that there are dozens of papers on early classification of time series, it is not clear that any of them could ever work in a real-world setting. The problem is not with the algorithms per se but with the vague and underspecified problem description. Essentially all algorithms make implicit and unwarranted assumptions about the problem that will ensure that they will be plagued by false positives and false negatives even if their results suggested that they could obtain near-perfect results. We will explain our findings with novel insights and experiments and offer recommendations to the community.