Can automated smoothing significantly improve benchmark time series classification algorithms?
Can automated smoothing significantly improve benchmark time series classification algorithms?
复制标题
自动平滑可以显着改善基准时间序列分类算法吗？
DOI：
10.1007/978-3-030-29859-3_5
复制
发表时间：
2018
期刊：
影响因子：
--
通讯作者：
A. Bagnall
中科院分区：
文献类型：
--
作者：
J. Large;Paul Southam;A. Bagnall
tl;dr: no, it cannot, at least not on average on the standard archive problems. We assess whether using six smoothing algorithms (moving average, exponential smoothing, Gaussian filter, Savitzky-Golay filter, Fourier approximation and a recursive median sieve) could be automatically applied to time series classification problems as a preprocessing step to improve the performance of three benchmark classifiers (1-Nearest Neighbour with Euclidean and Dynamic Time Warping distances, and Rotation Forest). We found no significant improvement over unsmoothed data even when we set the smoothing parameter through cross validation. We are not claiming smoothing has no worth. It has an important role in exploratory analysis and helps with specific classification problems where domain knowledge can be exploited. What we observe is that the automatic application does not help and that we cannot explain the improvement of other time series classification algorithms over the baseline classifiers simply as a function of the absence of smoothing.
