A soft computing framework for classifying time series based on fuzzy sets of events

• It is not always possible to decide whether or not a part of a time series is an event.
• The use of event certainty is necessary and useful in those cases.
• This framework is an evolution of an earlier one used for classifying time series.
• Our new proposal takes into account the concept of event certainty.
• The new framework improves the time series classification results of its predecessor.

Time series are sequences of data gathered over a period of time that emerge in different domains and whose analysis requires the application of specialized techniques, like, for example, data mining. Many existing time series data mining techniques, like the discrete Fourier transform (DFT), offer solutions for analysing whole time series. Often, however, it is more important to analyse certain regions of interest, known as events, rather than whole time series. Event identification is a highly complex task, as it is not always possible to determine with absolute certainty whether or not a segment of a time series is an event. In such cases, the best practice is to establish the certainty of this segment being a time series event, thus outputting a fuzzy set of events.In this paper we propose a framework that is capable of identifying events and establishing the degree of certainty that a domain expert would assign to the identified events based on a previous training process assisted by a panel of experts. Having identified the events, the proposed framework can be used to classify time series. This is done by means of a process that combines time series comparison and time series reference model generation by analysing the events contained in the respective time series and the certainties of the identified events. The proposed framework is an evolution of an earlier framework that we developed which did not apply soft computing techniques to identify and manage the time series events.We have used our framework to classify times series generated in the electroencephalography (EEG) area. EEG is a neurological exploration used to diagnose nervous system disorders. The performance of the framework was evaluated in terms of classification accuracy. The results confirmed that, thanks to the use of soft computing techniques, the new framework substantially improves the time series classification results of its predecessor.