Utilizing Temporal Patterns for Estimating Uncertainty in Interpretable Early Decision Making

author: Zoran Obradovic, Department of Computer and Information Sciences, Temple University
published: Oct. 7, 2014,   recorded: August 2014,   views: 1631


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Early classification of time series is prevalent in many time-sensitive applications such as, but not limited to, early warning of disease outcome and early warning of crisis in stock market. For example, early diagnosis allows physicians to design appropriate therapeutic strategies at early stages of diseases. However, practical adaptation of early classification of time series requires an easy to understand explanation (interpretability) and a measure of confidence of the prediction results (uncertainty estimates). These two aspects were not jointly addressed in previous time series early classification studies, such that a difficult choice of selecting one of these aspects is required. In this study, we propose a simple and yet effective method to provide uncertainty estimates for an interpretable early classification method. The question we address here is "how to provide estimates of uncertainty in regard to interpretable early prediction." In our extensive evaluation on twenty time series datasets we showed that the proposed method has several advantages over the state-of-the-art method that provides reliability estimates in early classification. Namely, the proposed method is more effective than the state-of-the-art method, is simple to implement, and provides interpretable results.

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