Topological Time-series Classification

This item may be protected under Title 17 of the U.S. Copyright Law. It is made available by UMBC for non-commercial research and education. For permission to publish or reproduce, please see http://aok.lib.umbc.edu/specoll/repro.php or contact Special Collections at speccoll(at)umbc.edu
Distribution Rights granted to UMBC by the author.
Access limited to the UMBC community. Item may possibly be obtained via Interlibrary Loan thorugh a local library, pending author/copyright holder's permission.

Subjects

Machine Learning
Time-series Classification
Topological Data Analysis

Abstract

We establish a strong connection between Topological Data Analysis (TDA)and the field of time-series classification. This is accomplished via two novel contri- butions. The first is a method for extracting topological information from a time series in a manner which circumvents the expensive computation normally required. The second is an adaption of an existing topological summary to create an efficient topological time-series pooling operator. Taken together, these insights enable a new classifier, TopRocket (Topological Random Convolutional Kernel Transform). Using standard comparison methods, TopRocket ranks second among all univariate time-series classifiers. Further, TopRocket is the best performing scalable classifier. As a final contribution, we provide the fastest available implementation of the algo- rithm for computing time-series sublevel set persistence. This provides a foundation for further investigation of TDA for time-series classification. This work lies at the intersection of TDA and machine learning, where suc- cess is dependent on efficiently extracting topological information from data and using that information with downstream models. For this purpose, we develop an efficient, data-based, topological summary, the Betti pooling operator. We rigor- ously demonstrate the utility of TopRocket by evaluating its performance against the University of California Riverside (UCR) Time Series Archive, a widely used benchmark collection of data sets. TopRocket is the first TDA-based classifier to obtain state-of-the art results on any similarly competitive problem. We strongly believe that TDA will play a central role in the future of machine learning.

Topological Time-series Classification

Files

Links to Files

Permanent Link

Collections

Author/Creator

Author/Creator ORCID

Date

Type of Work

Department

Program

Citation of Original Publication

Rights

Subjects

Abstract