|Table of Contents|

Imbalanced Time Series Multi-Classification MethodBased on Two-Steps Algorithm(PDF)

南京师范大学学报（工程技术版）[ISSN:1006-6977/CN:61-1281/TN]

Issue:
2019年03期
Page:
8-
Research Field:
计算机工程
Publishing date:

Info

Title:
Imbalanced Time Series Multi-Classification MethodBased on Two-Steps Algorithm
Author(s):
Chen Liming; Huang Shiru; Xiu Baoxin; Zhou Yun
Science and Technology on Information Systems Engineering Laboratory,National University of Defense Technology,Changsha 410073,China
Keywords:
imbalance; time series; multi-classification; two-steps algorithm
PACS:
TP311
DOI:
10.3969/j.issn.1672-1292.2019.03.002
Abstract:
This paper proposes a multi-classification method of imbalanced time series based on two-steps classification algorithm,and takes the 15-minutes trading data of“Shanghai Stock Exchange 50 index”as an example to conduct an experimental test and analysis. The results show that,in most cases,the two-steps classification algorithm has a higher accuracy,recall rate and F1 value than the single algorithm,and that it can solve the problem of multiple classification of unbalanced time series more effectively.

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Last Update: 2019-09-30