OSTSC: Over Sampling for Time Series Classification

Oversampling of imbalanced univariate time series classification data using integrated ESPO and ADASYN methods. Enhanced Structure Preserving Oversampling (ESPO) is used to generate a large percentage of the synthetic minority samples from univariate labeled time series under the modeling assumption that the predictors are Gaussian. ESPO estimates the covariance structure of the minority-class samples and applies a spectral filer to reduce noise. Adaptive Synthetic (ADASYN) sampling approach is a nearest neighbor interpolation approach which is subsequently applied to the ESPO samples. This code is ported from a 'MATLAB' implementation by Cao et al. <doi:10.1109/TKDE.2013.37> and adapted for use with Recurrent Neural Networks implemented in 'TensorFlow'.

Package details

AuthorMatthew Dixon [ctb], Diego Klabjan [ctb], Lan Wei [aut, trl, cre]
MaintainerLan Wei <[email protected]>
URL https://github.com/lweicdsor/OSTSC
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the OSTSC package in your browser

Any scripts or data that you put into this service are public.

OSTSC documentation built on Dec. 4, 2017, 5:04 p.m.