Title
ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels
Abstract
Most methods for time series classification that attain state-of-the-art accuracy have high computational complexity, requiring significant training time even for smaller datasets, and are intractable for larger datasets. Additionally, many existing methods focus on a single type of feature such as shape or frequency. Building on the recent success of convolutional neural networks for time series classification, we show that simple linear classifiers using random convolutional kernels achieve state-of-the-art accuracy with a fraction of the computational expense of existing methods. Using this method, it is possible to train and test a classifier on all 85 'bake off' datasets in the UCR archive in < 2 h, and it is possible to train a classifier on a large dataset of more than one million time series in approximately 1 h.
Year
DOI
Venue
2020
10.1007/s10618-020-00701-z
DATA MINING AND KNOWLEDGE DISCOVERY
Keywords
DocType
Volume
Scalable,Time series classification,Random,Convolution
Journal
34.0
Issue
ISSN
Citations 
SP5
1384-5810
8
PageRank 
References 
Authors
0.57
40
3
Name
Order
Citations
PageRank
Dempster Angus180.57
François Petitjean247434.26
Geoffrey I. Webb39912.05