Time series transductive classification on imbalanced data sets: an experimental study

Graph-based semi-supervised learning (SSL) algorithms perform well on a variety of domains, such as digit recognition and text classification, when the data lie on a low-dimensional manifold. However, it is surprising that these methods have not been effectively applied on time series classification tasks. In this paper, we provide a comprehensive empirical comparison of state-of-the-art graph-based SSL algorithms with respect to graph construction and parameter selection. Specifically, we focus in this paper on the problem of time series transductive classification on imbalanced data sets. Through a comprehensive analysis using recently proposed empirical evaluation models, we confirm some of the hypotheses raised on previous work and show that some of them may not hold in the time series domain. From our results, we suggest the use of the Gaussian Fields and Harmonic Functions algorithm with the mutual k-nearest neighbors graph weighted by the RBF kernel, setting k = 20 on general tasks of time series transductive classification on imbalanced data sets.São Paulo Research Foundation (FAPESP) (grants 2011/17698-5 and 2012/50714-7