Multi-Class Imbalanced Learning for Time Series Problem : An Industrial Case Study

Abstract: Classification problems with multiple classes and imbalanced sample sizes present a new challenge than the binary classification problems. Methods have been proposed to handle imbalanced learning, however most of them are specifically designed for binary classification problems. Multi-class imbalance imposes additional challenges when applied to time series classification problems, such as weather classification. In this thesis, we introduce, apply and evaluate a new algorithm for handling multi-class imbalanced problems involving time series data. Our proposed algorithm is designed to handle both multi-class imbalance and time series classification problems and is inspired by the Imbalanced Fuzzy-Rough Ordered Weighted Average Nearest Neighbor Classification algorithm. The feasibility of our proposed algorithm is studied through an empirical evaluation performed on a telecom use-case at Ericsson, Sweden where data from commercial microwave links is used for weather classification. Our proposed algorithm is compared to the currently used model at Ericsson which is a one-dimensional convolutional neural network, as well as three other deep learning models. The empirical evaluation indicates that the performance of our proposed algorithm for weather classification is comparable to that of the current solution. Our proposed algorithm and the current solution are the two best performing models of the study.