Scalable Univariate and Multivariate Time-Series Classifiers with Deep Learning Methods Exploiting Symbolic Representations
Time-series classification (TSC) is an important task across sciences. Symbolic representations (especially SFA) are very effective at combating noise. In this paper, we employ symbolic representations to create state-of-the-art time-series classifiers, with the aim to advance scalability without sacrificing accuracy. First, we create a graph representation of the time series based on SFA words. We use this representation together with graph kernels and an SVM classifier to create a scalable time-series classifier. Next, we use the graph representation together with a Graph Convolutional Neural Network to test how it fares against state-of-the-art time-series classifiers. Additionally, we devised deep neural networks exploiting the SFA representation, inspired by the text classification domain, to study how they fare against state-of-the-art classifiers. The proposed deep learning classifiers have been adapted and evaluated for the multivariate time-series case and also against state-of-the-art time-series classification algorithms based on symbolic representations.
Authors
- George A. Vouros (ORCID: https://orcid.org/0000-0001-5451-622X)
- Apostolos Glenis
Institutions
- University of Piraeus (GR)
Publication Details
- Journal
- Computers
- Published
- 2025-12-17
- DOI
- https://doi.org/10.3390/computers14120563
- Primary Topic
- Time Series Analysis and Forecasting
- Type
- article
- Field-Weighted Citation Impact
- 0.00