Time series features and fuzzy memberships combination for time series classification

Abstract

Time series classification is an increasingly attractive field with the appearance of new problems in an expanding digitalized world. Most of the proposals in the state-of-the-art have focused just on improving the results’ performance, leaving interpretability on a secondary level. The available interpretable proposals do not provide competitive results, which is an issue to be addressed. This paper introduces a new fuzzy feature-based time series classification method, which joins the ability of time series features to capture essential information about the time series with Fuzzy logic. This proposal allows the fuzzy-based approach to incorporate global information about the behavior of time series in the membership calculation with the aim of improving the performance and interpretability of the results by using an interpretable classifier. The proposed method has been evaluated over the 112 state-of-the-art time series classification datasets from the UCR repository, and the results obtained show a better performance. Furthermore, the combination of time series features and fuzzy memberships has also increased the interpretability of final models.