A Baseline for Early Classification of Time Series in An Open World

Abstract

Early classification of time series aims to accurately predict the class label of a time series as early as possible, which is significant but challenging in many time-sensitive applications. Existing early classification methods hold a basic closed-world assumption that the classifier must have seen the classes of test samples. However, new samples that do not belong to any trained class may appear in the real world. In this paper, we first address the early classification in an open world and design two detectors to identify which known class or unknown class a sample belongs to. Specifically, based on the observed data, an early known-class detector is designed to determine the known-class confidence and an early unknown-class detector is designed to determine the unknown-class confidence according to the Minimum Reliable Length (MRL) and the Weibull distribution of each class. Experimental results evaluated on real-world datasets demonstrate that the proposed model can identify samples of unknown and known classes accurately and early.