TSCF: An Improved Deep Forest Model for Time Series Classification

The deep forest presents a novel approach that yields competitive performance when compared to deep neural networks. Nevertheless, there are limited studies on the application of deep forest to time series classification (TSC) tasks, and the direct use of deep forest cannot effectively capture the relevant characteristics of time series. For that, this paper proposes time series cascade forest (TSCF), a model specifically designed for TSC tasks. TSCF relies on four base classifiers, i.e., random forest, completely random forest, random shapelet forest, and diverse representation canonical interval forest, allowing for feature learning on the original data from three granularities: point, subsequence, and summary statistics calculated based on intervals. The major contribution of this work, is to define an ensemble and deep classifier that significantly outperforms the individual classifiers and the original deep forest. Experimental results show that TSCF outperforms other forest-based algorithms for solving TSC problems.