Classical Time Series Classification algorithms are dominated by feature engineering strategies. One of the most prominent of these transforms is ROCKET, which achieves strong performance through random kernel features. We introduce SPROCKET (Selected Prototype Random Convolutional Kernel Transform), which implements a new feature engineering strategy based on prototypes. On a majority of the UCR and UEA Time Series Classification archives, SPROCKET achieves performance comparable to existing convolutional algorithms and the new MR-HY-SP ( MultiROCKET-HYDRA-SPROCKET) ensemble's average accuracy ranking exceeds HYDRA-MR, the previous best convolutional ensemble's performance. These experimental results demonstrate that prototype-based feature transformation can enhance both accuracy and robustness in time series classification.

Shapelets are discriminative subsequences, originally embedded in shapelet-based decision trees but have since been extended to shapelet-based transformations. We propose Castor, a simple, efficient, and accurate time series classification algorithm that utilizes shapelets to transform time series. The transformation organizes shapelets into groups with varying dilation and allows the shapelets to compete over the time context to construct a diverse feature representation. By organizing the shapelets into groups, we enable the transformation to transition between levels of competition, resulting in methods that more closely resemble distance-based transformations or dictionary-based transformations. We demonstrate, through an extensive empirical investigation, that Castor yields transformations that result in classifiers that are significantly more accurate than several state-of-the-art classifiers. In an extensive ablation study, we examine the effect of choosing hyperparameters and suggest accurate and efficient default values.

A time series is a sequence of sequentially ordered real values in time. Time series classification (TSC) is the task of assigning a time series to one of a set of predefined classes, usually based on a model learned from examples. Dictionary-based methods for TSC rely on counting the frequency of certain patterns in time series and are important components of the currently most accurate TSC ensembles. One of the early dictionary-based methods was WEASEL, which at its time achieved SotA results while also being very fast. However, it is outperformed both in terms of speed and accuracy by other methods. Furthermore, its design leads to an unpredictably large memory footprint, making it inapplicable for many applications. In this paper, we present WEASEL 2.0, a complete overhaul of WEASEL based on two recent advancements in TSC: Dilation and ensembling of randomized hyper-parameter settings. These two techniques allow WEASEL 2.0 to work with a fixed-size memory footprint while at the same time improving accuracy. Compared to 15 other SotA methods on the UCR benchmark set, WEASEL 2.0 is significantly more accurate than other dictionary methods and not significantly worse than the currently best methods. Actually, it achieves the highest median accuracy over all data sets, and it performs best in 5 out of 12 problem classes. We thus believe that WEASEL 2.0 is a viable alternative for current TSC and also a potentially interesting input for future ensembles.

Rocket and MiniRocket, while two of the fastest methods for time series classification, are both somewhat less accurate than the current most accurate methods (namely, HIVE-COTE and its variants). We show that it is possible to significantly improve the accuracy of MiniRocket (and Rocket), with some additional computational expense, by expanding the set of features produced by the transform, making MultiRocket (for MiniRocket with Multiple Features) overall the single most accurate method on the datasets in the UCR archive, while still being orders of magnitude faster than any algorithm of comparable accuracy other than its precursors.