Data Augmentation with Suboptimal Warping for Time-Series Classification

• Main Authors: Krzysztof Kamycki, Tomasz Kapuscinski, Mariusz Oszust
• Format: Article
• Language: English
• Published: MDPI AG 2019-12-01
• Series: Sensors
• Subjects: multivariate time-series; data augmentation; time-series classification; machine learning
• Online Access: https://www.mdpi.com/1424-8220/20/1/98

In this paper, a novel data augmentation method for time-series classification is proposed. In the introduced method, a new time-series is obtained in warped space between suboptimally aligned input examples of different lengths. Specifically, the alignment is carried out constraining the warping path and reducing its flexibility. It is shown that the resultant synthetic time-series can form new class boundaries and enrich the training dataset. In this work, the comparative evaluation of the proposed augmentation method against related techniques on representative multivariate time-series datasets is presented. The performance of methods is examined using the nearest neighbor classifier with the dynamic time warping (NN-DTW), LogDet divergence-based metric learning with triplet constraints (LDMLT), and the recently introduced time-series cluster kernel (NN-TCK). The impact of the augmentation on the classification performance is investigated, taking into account entire datasets and cases with a small number of training examples. The extensive evaluation reveals that the introduced method outperforms related augmentation algorithms in terms of the obtained classification accuracy.