Early classification on time series

Zhengzheng Xing, Jian Pei, Philip S. Yu

Abstract: In this paper, we formulate the problem of early classification of time series data, which is important in some time-sensitive applications such as health informatics. We introduce a novel concept of MPL (minimum prediction length) and develop ECTS (early classification on time series), an effective 1-nearest neighbor classification method. ECTS makes early predictions and at the same time retains the accuracy comparable with that of a 1NN classifier using the full-length time series. Our empirical study using benchmark time series data sets shows that ECTS works well on the real data sets where 1NN classification is effective.