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A Method for Early Classification of Imbalanced Multivariate Time Series Data

A time-series, multi-variable technology, applied in the direction of electrical digital data processing, special data processing applications, instruments, etc., can solve problems such as exploration, unbalanced time-series data classification and prediction in advance, achieve good early stage, strengthen interpretability, Effects on Solving Classification Problems

Inactive Publication Date: 2018-01-12
WUHAN UNIV
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Problems solved by technology

[0009] However, the advance prediction of imbalanced time series data classification has not been explored in the existing research

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  • A Method for Early Classification of Imbalanced Multivariate Time Series Data
  • A Method for Early Classification of Imbalanced Multivariate Time Series Data
  • A Method for Early Classification of Imbalanced Multivariate Time Series Data

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Embodiment Construction

[0039] In order to facilitate those of ordinary skill in the art to understand and implement the present invention, the present invention will be described in further detail below in conjunction with the accompanying drawings and embodiments. It should be understood that the implementation examples described here are only used to illustrate and explain the present invention, and are not intended to limit this invention.

[0040] Aiming at the classification problem of unbalanced multivariate time series in early forecasting, the present invention proposes an effective method for constructing sub-classifiers by combining under-sampling and variable subspaces, and then integrating the sub-classifiers. By under-sampling the large category data in the training set, combining with the small category data to form multiple sub-training sets, extracting and selecting the kernel features of the variables in the sub-training set in the random variable subspace, and constructing rules bas...

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Abstract

The invention discloses a method for early classification of unbalanced multivariate time series data. First, to solve the problem of unbalanced data size between classes, according to the imbalance ratio, the undersampling of the large class category data set is divided into multiple subsets, which are combined with the small class category data to form multiple sub-training sets. Secondly, the kernel features are extracted and selected for each sub-training set, and a rule-based sub-classifier is constructed using the kernel features. Among them, in order to solve the problem of unbalanced data scale of sub-concepts within a class, the feature selection process is implemented by clustering to ensure the diversity of kernel features. Finally, based on each sub-classifier, the weight of the classification effect of the sub-classifier on the data in the training set is calculated to construct an integrated classifier. The classifier of the present invention can aim at the multivariate time series classification problem of the unbalanced data set, and achieve higher accuracy and better earlyness.

Description

technical field [0001] The invention belongs to the technical field of time series data mining, and in particular relates to a method for early classification of unbalanced multivariate time series data. Background technique [0002] In recent years, in the field of time series mining, the multivariate time series data classification problem has become a hot topic, and it is widely used in multimedia, medicine, manufacturing industry, financial applications and other fields. Since the time series itself is time-sensitive, it is particularly important to predict the category of time series data in advance, and it plays a very important role in the fields of medicine, industry, commerce and military. For example, in the analysis of certain diseases in medicine, if the abnormalities are judged as early as possible in the process of monitoring time series data such as electrocardiograms and electroencephalograms, early diagnosis and effective treatment of related diseases can be...

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Application Information

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Patent Type & Authority Patents(China)
IPC IPC(8): G06F17/30
Inventor 何国良段勇李元香周国富
Owner WUHAN UNIV
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