Fast and Accurate Time Series Classification Through Supervised Interval Search

Time series classification (TSC) aims to predict the class label of a given time series. Modern applications such as appliance modelling require to model an abundance of long time series, which makes it difficult to use many state-of-the-art TSC techniques due to their high computational cost and lack of interpretable outputs. To address these challenges, we propose a novel TSC method: the Supervised Time Series Forest (STSF). STSF improves the classification efficiency by examining only a (set of) sub-series of the original time series, and its tree-based structure allows for interpretable outcomes. STSF adapts a top-down approach to search for relevant sub-series in three different time series representations prior to training any tree classifier, where the relevance of a sub-series is measured by feature ranking metrics (i.e., supervision signals). Experiments on extensive real datasets show that STSF achieves comparable accuracy to state-of-the-art TSC methods while being significantly more efficient, enabling TSC for long time series.