Feature Engineering for Machine Learning and Data Analytics 2018
DOI: 10.1201/9781315181080-4
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Feature-Based Time-Series Analysis

Abstract: This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of feature-based representations for time series that have been developed to aid interpretable insights into time-series structure. Particular emphasis is given to emerging research that facilitates wide comparison of feature-based representations that allow us to understand the pr… Show more

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Cited by 94 publications
(81 citation statements)
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“…The results above demonstrate that Fourier spectral properties of rs-fMRI are strongly correlated with connectivity strength, s. But the time-series analysis literature is vast and interdisciplinary [59]; could other statistical summaries of BOLD dynamics exhibit stronger relationships to s? To investigated this possibility, we used the hctsa toolbox [46,47] to perform a comprehensive data-driven comparison of the performance of 6062 different time-series features.…”
Section: Diverse Properties Of Bold Dynamics Are Informative Of Nodmentioning
confidence: 84%
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“…The results above demonstrate that Fourier spectral properties of rs-fMRI are strongly correlated with connectivity strength, s. But the time-series analysis literature is vast and interdisciplinary [59]; could other statistical summaries of BOLD dynamics exhibit stronger relationships to s? To investigated this possibility, we used the hctsa toolbox [46,47] to perform a comprehensive data-driven comparison of the performance of 6062 different time-series features.…”
Section: Diverse Properties Of Bold Dynamics Are Informative Of Nodmentioning
confidence: 84%
“…Generating summaries of activity dynamics at individual brain areas also yields spatial maps that can be related to other datasets, such as macroscale maps of microstructural variation [36,68] straightforwardly. While univariate analysis of the BOLD signal is promising, a common problem in analyzing univariate time series is selecting an appropriate analysis method or summary statistic to compute [59]. The neuroimaging literature has most commonly focused on linear autocorrelation properties, either measured directly from the autocorrelation function or via the Fourier power spectrum.…”
Section: Discussionmentioning
confidence: 99%
“…There is an overall high correlation in performance across datasets, with a range of average performance (unbalanced classification rate on the given train-test partition a ub tot ): catch22 (69%), Euclidean 1-NN (71%), and DTW 1-NN (74%). The most interesting datasets are those for which one of the two approaches (shape-based or feature-based) markedly outperforms the other, as in these cases there is a clear advantage to tailoring your classification method to the structure of the data [12]; selected examples are annotated in Fig. 6B).…”
Section: Performance Comparisonmentioning
confidence: 99%
“…There is no single representation that is best for all time-series datasets, but rather, the optimal representation depends on the structure of the dataset and the questions being asked of it [12]. In this section we characterize the properties of selected datasets that show a strong preference for either featurebased or shape-based classification, as highlighted in Fig.…”
Section: Characteristics Of Datasets That Favor Feature-or Shape-basementioning
confidence: 99%
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