Decision forest: An algorithm for classifying multivariate time series

Ning He*, Le Yang Li, Osamu Yoshie


研究成果: Article査読

2 被引用数 (Scopus)


Nowadays with time series accounting for an increasingly large fraction of world's supply of data, there has been an explosion of interest in mining time series data. This paper proposes an approach of creating a new data structure automatically, for multivariate time series classifi cation. For more accurate and comprehensive classifi cation, induction of valuable rules named soft discretisation decision forest is illustrated comparing with other machine learning methods such as traditional neural network, SVM and nearest neighbour algorithms. Moreover, some real time series instances from the training dataset will be selected as class dedicated patterns. And a splitting stage using fuzzy theory is prepared for comparing attributes of time series. The ideas of authors are confi rmed by simulation results with a set of Japanese vowel time series capably.

ジャーナルInternational Journal of Business Intelligence and Data Mining
出版ステータスPublished - 2012 10月

ASJC Scopus subject areas

  • 管理情報システム
  • 統計学、確率および不確実性
  • 情報システムおよび情報管理


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