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It is of great significance to identify the characteristics of time series to qualify their similarity. We define six types of triadic time-series motifs and investigate the motif occurrence profiles extracted from logistic map, chaotic logistic map, chaotic Henon map, chaotic Ikeda map, hyperchaotic generalized Henon map and hyperchaotic folded-tower map. Based on the similarity of motif profiles, we further propose to estimate the similarity coefficients between different time series and classify these time series with high accuracy. We further apply the motif analysis method to the UCR Time Series Classification Archive and provide evidence of good classification ability for some data sets. Our analysis shows that the proposed triadic time series motif analysis performs better than the classic dynamic time wrapping method in classifying time series for certain data sets investigated in this work.
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We introduce the concept of time series motifs for time series analysis. Time series motifs consider not only the spatial information of mutual visibility but also the temporal information of relative magnitude between the data points. We study the profiles of the six triadic time series. The six motif occurrence frequencies are derived for uncorrelated time series, which are approximately linear functions of the length of the time series. The corresponding motif profile thus converges to a constant vector $(0.2,0.2,0.1,0.2,0.1,0.2)$. These analytical results have been verified by numerical simulations. For fractional Gaussian noises, numerical simulations unveil the nonlinear dependence of motif occurrence frequencies on the Hurst exponent. Applications of the time series motif analysis uncover that the motif occurrence frequency distributions are able to capture the different dynamics in the heartbeat rates of healthy subjects, congestive heart failure (CHF) subjects, and atrial fibrillation (AF) subjects and in the price fluctuations of bullish and bearish markets. Our method shows its potential power to classify different types of time series and test the time irreversibility of time series.
A highly comparative, feature-based approach to time series classification is introduced that uses an extensive database of algorithms to extract thousands of interpretable features from time series. These features are derived from across the scientific time-series analysis literature, and include summaries of time series in terms of their correlation structure, distribution, entropy, stationarity, scaling properties, and fits to a range of time-series models. After computing thousands of features for each time series in a training set, those that are most informative of the class structure are selected using greedy forward feature selection with a linear classifier. The resulting feature-based classifiers automatically learn the differences between classes using a reduced number of time-series properties, and circumvent the need to calculate distances between time series. Representing time series in this way results in orders of magnitude of dimensionality reduction, allowing the method to perform well on very large datasets containing long time series or time series of different lengths. For many of the datasets studied, classification performance exceeded that of conventional instance-based classifiers, including one nearest neighbor classifiers using Euclidean distances and dynamic time warping and, most importantly, the features selected provide an understanding of the properties of the dataset, insight that can guide further scientific investigation.
Conventionally, pairwise relationships between nodes are considered to be the fundamental building blocks of complex networks. However, over the last decade the overabundance of certain sub-network patterns, so called motifs, has attracted high attention. It has been hypothesized, these motifs, instead of links, serve as the building blocks of network structures. Although the relation between a networks topology and the general properties of the system, such as its function, its robustness against perturbations, or its efficiency in spreading information is the central theme of network science, there is still a lack of sound generative models needed for testing the functional role of subgraph motifs. Our work aims to overcome this limitation. We employ the framework of exponential random graphs (ERGMs) to define novel models based on triadic substructures. The fact that only a small portion of triads can actually be set independently poses a challenge for the formulation of such models. To overcome this obstacle we use Steiner Triple Systems (STS). These are partitions of sets of nodes into pair-disjoint triads, which thus can be specified independently. Combining the concepts of ERGMs and STS, we suggest novel generative models capable of generating ensembles of networks with non-trivial triadic Z-score profiles. Further, we discover inevitable correlations between the abundance of triad patterns, which occur solely for statistical reasons and need to be taken into account when discussing the functional implications of motif statistics. Moreover, we calculate the degree distributions of our triadic random graphs analytically.
Recent few-shot learning works focus on training a model with prior meta-knowledge to fast adapt to new tasks with unseen classes and samples. However, conventional time-series classification algorithms fail to tackle the few-shot scenario. Existing few-shot learning methods are proposed to tackle image or text data, and most of them are neural-based models that lack interpretability. This paper proposes an interpretable neural-based framework, namely textit{Dual Prototypical Shapelet Networks (DPSN)} for few-shot time-series classification, which not only trains a neural network-based model but also interprets the model from dual granularity: 1) global overview using representative time series samples, and 2) local highlights using discriminative shapelets. In particular, the generated dual prototypical shapelets consist of representative samples that can mostly demonstrate the overall shapes of all samples in the class and discriminative partial-length shapelets that can be used to distinguish different classes. We have derived 18 few-shot TSC datasets from public benchmark datasets and evaluated the proposed method by comparing with baselines. The DPSN framework outperforms state-of-the-art time-series classification methods, especially when training with limited amounts of data. Several case studies have been given to demonstrate the interpret ability of our model.
Multivariate time series naturally exist in many fields, like energy, bioinformatics, signal processing, and finance. Most of these applications need to be able to compare these structured data. In this context, dynamic time warping (DTW) is probably the most common comparison measure. However, not much research effort has been put into improving it by learning. In this paper, we propose a novel method for learning similarities based on DTW, in order to improve time series classification. Making use of the uniform stability framework, we provide the first theoretical guarantees in the form of a generalization bound for linear classification. The experimental study shows that the proposed approach is efficient, while yielding sparse classifiers.
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