Time-series classification with SAFE: Simple and fast segmented word embedding-based neural time series classifier

Dictionary-based classifiers are an essential group of approaches in the field of time series classification. Their distinctive characteristic is that they transform time series into segments made of symbols (words) and then classify time series using these words. Dictionary-based approaches are suitable for datasets containing time series of unequal length. The prevalence of dictionary-based methods inspired the research in this paper. We propose a new dictionary-based classifier called SAFE. The new approach transforms the raw numeric data into a symbolic representation using the Simple Symbolic Aggregate approXimation (SAX) method. We then partition the symbolic time series into a sequence of words. Then we employ the word embedding neural model known in Natural Language Processing to train the classifying mechanism. The proposed scheme was applied to classify 30 benchmark datasets and compared with a range of state-of-the-art time series classifiers. The name SAFE comes from our observation that this method is safe to use. Empirical experiments have shown that SAFE gives excellent results: it is always in the top 5%-10% when we rank the classification accuracy of state-of-the-art algorithms for various datasets. Our method ranks third in the list of state-of-the-art dictionary-based approaches (after the WEASEL and BOSS methods).