Monash University, UEA, UCR Time Series Extrinsic Regression Archive
arxiv(2020)
摘要
Time series research has gathered lots of interests in the last decade,
especially for Time Series Classification (TSC) and Time Series Forecasting
(TSF). Research in TSC has greatly benefited from the University of California
Riverside and University of East Anglia (UCR/UEA) Time Series Archives. On the
other hand, the advancement in Time Series Forecasting relies on time series
forecasting competitions such as the Makridakis competitions, NN3 and NN5
Neural Network competitions, and a few Kaggle competitions. Each year,
thousands of papers proposing new algorithms for TSC and TSF have utilized
these benchmarking archives. These algorithms are designed for these specific
problems, but may not be useful for tasks such as predicting the heart rate of
a person using photoplethysmogram (PPG) and accelerometer data. We refer to
this problem as Time Series Extrinsic Regression (TSER), where we are
interested in a more general methodology of predicting a single continuous
value, from univariate or multivariate time series. This prediction can be from
the same time series or not directly related to the predictor time series and
does not necessarily need to be a future value or depend heavily on recent
values. To the best of our knowledge, research into TSER has received much less
attention in the time series research community and there are no models
developed for general time series extrinsic regression problems. Most models
are developed for a specific problem. Therefore, we aim to motivate and support
the research into TSER by introducing the first TSER benchmarking archive. This
archive contains 19 datasets from different domains, with varying number of
dimensions, unequal length dimensions, and missing values. In this paper, we
introduce the datasets in this archive and did an initial benchmark on existing
models.
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关键词
time series,university,uea
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