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Time series classification (TSC) is very commonly used for modeling digital clinical measures. Time Series Classification (TSC) involves building predictive models that output a target variable or label from inputs of longitudinal or sequential observations across some time period. These inputs could be from a single variable or multiple variables measured across time, where the measurements can be ordinal or numerical (discrete or continuous).
Time series data are a very common form of data, containing information about the (changing) state of any variable. Some common examples include stock market prices and temperature values across some period of time. Time series modeling tasks include classification, regression, and forecasting. There are unique challenges that come with modeling time series, given that measurements obtained in real-life settings are subject to random noise, and that any measurement at a particular point in time could be related to or influenced by measurements at other points in time [1]. Given this nature of time series data, it is impractical to simply utilize established machine learning algorithms such as logistic regression, support vector machine, or random forest on the raw time series datasets because these data violate the basic assumptions of those models. In recent years, two vastly different camps of time series classification techniques have emerged: deep-learning-based models vs non-deep-learning-based models. While deep learning models are extremely powerful and show great promise in classification performance and generalizability, they also present challenges in the areas of hyperparameter tuning, training, and model complexity decisions.
Overall, the statistical modeling classifiers and feature engineering methods performed the best and most consistently for all input signal types. Wavelet transformation is consistently and widely used and achieving great performances as a preprocessing method, feature extraction method, or as an integral part of index development.