Genetic Algorithms and Support Vector Machines for Time Series Classification

Abstract

We introduce an algorithm for classifying time series data. Since our initial application is for lightning data, we call the algorithm Zeus. Zeus is a hybrid algorithm that employs evolutionary computation for feature extraction, and a support vector machine for the final backend classification. Support vector machines have a reputation for classifying in high-dimensional spaces without overfitting, so the utility of reducing dimensionality with an intermediate feature selection step has been questioned. We address this question by testing Zeus on a lightning classification task using data acquired from the Fast On-orbit Recording of Transient Events (FORTE) satellite.