LGApr 15, 2021

HIVE-COTE 2.0: a new meta ensemble for time series classification

arXiv:2104.07551v1327 citations
Originality Incremental advance
AI Analysis

This work addresses time series classification for researchers and practitioners, representing an incremental update to an existing state-of-the-art method.

The authors tackled the problem of time series classification by proposing HIVE-COTE 2.0, a meta ensemble that improves accuracy over the state-of-the-art, achieving significant gains on 112 univariate and 26 multivariate datasets.

The Hierarchical Vote Collective of Transformation-based Ensembles (HIVE-COTE) is a heterogeneous meta ensemble for time series classification. HIVE-COTE forms its ensemble from classifiers of multiple domains, including phase-independent shapelets, bag-of-words based dictionaries and phase-dependent intervals. Since it was first proposed in 2016, the algorithm has remained state of the art for accuracy on the UCR time series classification archive. Over time it has been incrementally updated, culminating in its current state, HIVE-COTE 1.0. During this time a number of algorithms have been proposed which match the accuracy of HIVE-COTE. We propose comprehensive changes to the HIVE-COTE algorithm which significantly improve its accuracy and usability, presenting this upgrade as HIVE-COTE 2.0. We introduce two novel classifiers, the Temporal Dictionary Ensemble (TDE) and Diverse Representation Canonical Interval Forest (DrCIF), which replace existing ensemble members. Additionally, we introduce the Arsenal, an ensemble of ROCKET classifiers as a new HIVE-COTE 2.0 constituent. We demonstrate that HIVE-COTE 2.0 is significantly more accurate than the current state of the art on 112 univariate UCR archive datasets and 26 multivariate UEA archive datasets.

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