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Machine Learning in Classification Time Series with Fractal Properties

Author

Listed:
  • Lyudmyla Kirichenko

    (Department of Applied mathematics, Kharkiv National University of Radio Electronics, Kharkiv 61166, Ukraine)

  • Tamara Radivilova

    (Department of Infocommunication Engineering, Kharkiv National University of Radio Electronics, Kharkiv 61166, Ukraine)

  • Vitalii Bulakh

    (Department of Applied mathematics, Kharkiv National University of Radio Electronics, Kharkiv 61166, Ukraine)

Abstract

The article presents a novel method of fractal time series classification by meta-algorithms based on decision trees. The classification objects are fractal time series. For modeling, binomial stochastic cascade processes are chosen. Each class that was singled out unites model time series with the same fractal properties. Numerical experiments demonstrate that the best results are obtained by the random forest method with regression trees. A comparative analysis of the classification approaches, based on the random forest method, and traditional estimation of self-similarity degree are performed. The results show the advantage of machine learning methods over traditional time series evaluation. The results were used for detecting denial-of-service (DDoS) attacks and demonstrated a high probability of detection.

Suggested Citation

  • Lyudmyla Kirichenko & Tamara Radivilova & Vitalii Bulakh, 2018. "Machine Learning in Classification Time Series with Fractal Properties," Data, MDPI, vol. 4(1), pages 1-13, December.
    • Handle: RePEc:gam:jdataj:v:4:y:2018:i:1:p:5-:d:193728
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    References listed on IDEAS

    as
    1. Gérard Biau & Erwan Scornet, 2016. "A random forest guided tour," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(2), pages 197-227, June.
    2. Kantelhardt, Jan W. & Zschiegner, Stephan A. & Koscielny-Bunde, Eva & Havlin, Shlomo & Bunde, Armin & Stanley, H.Eugene, 2002. "Multifractal detrended fluctuation analysis of nonstationary time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 316(1), pages 87-114.
    3. Gérard Biau & Erwan Scornet, 2016. "Rejoinder on: A random forest guided tour," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(2), pages 264-268, June.
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    Cited by:

    1. Seerat Fatima, 2024. "Codebook-Based Feature Engineering for Human Activity Recognition Using Multimodal Sensory Data," International Journal of Innovations in Science & Technology, 50sea, vol. 6(7), pages 56-69, October.

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