Time Series Classification using Fuzzy Cognitive Maps

Abstract

This paper presents a time-series classification method based on fuzzy cognitive maps. We advocate that fuzzy cognitive maps provide a sound representation of time series, and we can construct a classification mechanism based on them. The classifier has to distinguish maps constructed for time series belonging to different classes. The proposed classification procedure evaluates similarity of fuzzy cognitive maps, and it is done by comparing weight matrices based on the same set of concepts. A weight matrix describes relationships between concepts in a map. Concepts represent the underlying data, because they are extracted via a data-driven clustering procedure. Each data point of a time series is related to each concept, and we evaluate the strength of relationships with a membership function. This paper investigates performance of the proposed approach on a suite of real-world datasets. We compare classification accuracy of our method with 37 state-of-the-art time-series classification methods. Experiments show that the proposed method is performing well. In many cases, it is better than its competitors.