{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/oversampling-for-imbalanced-time-series-data","title":"Minority Oversampling for Imbalanced Time Series Classification","arxiv_id":"2004.06373","date":"2020-04-14","proceeding":null,"authors":["Tuanfei Zhu","Cheng Luo","Jing Li","Siqi Ren","Zhihong Zhang"],"abstract":"Many important real-world applications involve time-series data with skewed distribution. Compared to conventional imbalance learning problems, the classification of imbalanced time-series data is more challenging due to high dimensionality and high inter-variable correlation. This paper proposes a structure preserving Oversampling method to combat the High-dimensional Imbalanced Time-series classification (OHIT). OHIT first leverages a density-ratio based shared nearest neighbor clustering algorithm to capture the modes of minority class in high-dimensional space. It then for each mode applies the shrinkage technique of large-dimensional covariance matrix to obtain accurate and reliable covariance structure. Finally, OHIT generates the structure-preserving synthetic samples based on multivariate Gaussian distribution by using the estimated covariance matrices. Experimental results on several publicly available time-series datasets (including unimodal and multimodal) demonstrate the superiority of OHIT against the state-of-the-art oversampling algorithms in terms of F1, G-mean, and AUC.","url_abs":"https://arxiv.org/abs/2004.06373v5","url_pdf":"https://arxiv.org/pdf/2004.06373v5.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"oversampling-for-imbalanced-time-series-data","repo_url":"https://github.com/zhutuanfei/OHIT","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"classification-1","task_name":"Classification"},{"task_slug":"clustering","task_name":"Clustering"},{"task_slug":"classification","task_name":"General Classification"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"},{"task_slug":"time-series-classification","task_name":"Time Series Classification"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":"https://app.syntology.ai/?focus=2004.06373","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}