Nearest-neighbor-based approach to time-series classification

摘要

Many interesting applications involve predictions based on a time-series sequence or a set of time-series sequences, which are referred to as time-series classification problems. Prior classification analysis research predominately focuses on constructing a classification model from training instances that involve non-time-series attributes. Direct application of traditional classification analysis techniques to time-series classification problems requires the transformation of time-series attributes into non-time-series ones by applying some statistical operations (e.g., average, sum, variance). However, such statistical-transformation-based approach often results in information loss and, in turn, imperils classification effectiveness. In this study, we propose a time-series classification technique based on the k-nearest-neighbor (kNN) classification approach. Using churn prediction of the mobile telecommunications industry as an evaluation application, our empirical evaluation results show that the proposed kNN-based time-series classification (kNN-TSC) technique achieves better performance (measured by miss and false alarm rates) than the statistical-transformation-based approach does.