CEEMD-MultiRocket: Integrating CEEMD with Improved MultiRocket for Time Series Classification

Time series classification (TSC) is always a very important research topic in many real-world application domains. MultiRocket has been shown to be an efficient approach for TSC, by adding multiple pooling operators and a first-order difference transformation. To classify time series with higher accuracy, this study proposes a hybrid ensemble learning algorithm combining Complementary Ensemble Empirical Mode Decomposition (CEEMD) with improved MultiRocket, namely CEEMD-MultiRocket. Firstly, we utilize the decomposition method CEEMD to decompose raw time series into three sub-series: two Intrinsic Mode Functions (IMFs) and one residue. Then, the selection of these decomposed sub-series is executed on the known training set by comparing the classification accuracy of each IMF with that of raw time series using a given threshold. Finally, we optimize convolution kernels and pooling operators, and apply our improved MultiRocket to the raw time series, the selected decomposed sub-series and the first-order difference of the raw time series to generate the final classification results. Experiments were conducted on 109 datasets from the UCR time series repository to assess the classification performance of our CEEMD-MultiRocket. The extensive experimental results demonstrate that our CEEMD-MultiRocket has the second-best average rank on classification accuracy against a spread of the state-of-the-art (SOTA) TSC models. Specifically, CEEMD-MultiRocket is significantly more accurate than MultiRocket even though it requires a relatively long time, and is competitive with the currently most accurate model, HIVE-COTE 2.0, only with 1.4% of the computing load of the latter.

Automated summary

This study proposes a hybrid ensemble learning algorithm, CEEMD-MultiRocket, which combines Complementary Ensemble Empirical Mode Decomposition (CEEMD) with an improved MultiRocket for accurate time series classification. The method decomposes the raw time series into IMFs and a residue using CEEMD, and selects the decomposed sub-series based on their classification accuracy compared to the raw time series. The improved MultiRocket is then applied to the selected sub-series and the first-order difference of the raw time series to generate the final classification results.