# Proximity Forest 2.0: A new effective and scalable similarity-based classifier for time series

arXiv: https://arxiv.org/abs/2304.05800 · HTML: https://mlsanity.com/paper/2304.05800/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Builds on 22 of its 60 references that are in the map.
- First posted on arXiv 12 Apr 2023.

## Builds on (most cited first, 22 of 22)

- [Deep learning for time series classification: a review](https://mlsanity.com/paper/1809.04356/) (2018)
- [InceptionTime: Finding AlexNet for Time Series Classification](https://mlsanity.com/paper/1909.04939/) (2019)
- [Time Series Classification from Scratch with Deep Neural Networks: A Strong Baseline](https://mlsanity.com/paper/1611.06455/) (2016)
- [ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels](https://mlsanity.com/paper/1910.13051/) (2019)
- [MINIROCKET: A Very Fast (Almost) Deterministic Transform for Time Series Classification](https://mlsanity.com/paper/2012.08791/) (2020)
- [Benchmarking Multivariate Time Series Classification Algorithms](https://mlsanity.com/paper/2007.13156/) (2020)
- [HIVE-COTE 2.0: a new meta ensemble for time series classification](https://mlsanity.com/paper/2104.07551/) (2021)
- [catch22: CAnonical Time-series CHaracteristics](https://mlsanity.com/paper/1901.10200/) (2019)
- [MultiRocket: Multiple pooling operators and transformations for fast and effective time series classification](https://mlsanity.com/paper/2102.00457/) (2021)
- [TS-CHIEF: A Scalable and Accurate Forest Algorithm for Time Series Classification](https://mlsanity.com/paper/1906.10329/) (2019)
- [HYDRA: Competing convolutional kernels for fast and accurate time series classification](https://mlsanity.com/paper/2203.13652/) (2022)
- [The Canonical Interval Forest (CIF) Classifier for Time Series Classification](https://mlsanity.com/paper/2008.09172/) (2020)
- [Proximity Forest: An effective and scalable distance-based classifier for time series](https://mlsanity.com/paper/1808.10594/) (2018)
- [Interpretable Time Series Classification using Linear Models and Multi-resolution Multi-domain Symbolic Representations](https://mlsanity.com/paper/2006.01667/) (2020)
- [The Temporal Dictionary Ensemble (TDE) Classifier for Time Series Classification](https://mlsanity.com/paper/2105.03841/) (2021)
- [From BOP to BOSS and Beyond: Time Series Classification with Dictionary Based Classifiers](https://mlsanity.com/paper/1809.06751/) (2018)
- [Time series classification for varying length series](https://mlsanity.com/paper/1910.04341/) (2019)
- [Elastic Similarity and Distance Measures for Multivariate Time Series](https://mlsanity.com/paper/2102.10231/) (2021)
- [Elastic bands across the path: A new framework and methods to lower bound DTW](https://mlsanity.com/paper/1808.09617/) (2018)
- [Early Abandoning and Pruning for Elastic Distances including Dynamic Time Warping](https://mlsanity.com/paper/2102.05221/) (2021)
- [Tight lower bounds for Dynamic Time Warping](https://mlsanity.com/paper/2102.07076/) (2021)
- [Parameterizing the cost function of Dynamic Time Warping with application to time series classification](https://mlsanity.com/paper/2301.10350/) (2023)

## Built on by (most cited first, 5 of 5)

- [QUANT: A Minimalist Interval Method for Time Series Classification](https://mlsanity.com/paper/2308.00928/) (2023)
- [Forest Proximities for Time Series](https://mlsanity.com/paper/2410.03098/) (2024)
- [Time series classification with random convolution kernels: pooling operators and input representations matter](https://mlsanity.com/paper/2409.01115/) (2024)
- [Convolutional and Deep Learning based techniques for Time Series Ordinal Classification](https://mlsanity.com/paper/2306.10084/) (2023)
- [Soft-MSM: Differentiable Context-Aware Elastic Alignment for Time Series](https://mlsanity.com/paper/2605.00069/) (2026)

## Abstract (arXiv)

Time series classification (TSC) is a challenging task due to the diversity of types of feature that may be relevant for different classification tasks, including trends, variance, frequency, magnitude, and various patterns. To address this challenge, several alternative classes of approach have been developed, including similarity-based, features and intervals, shapelets, dictionary, kernel, neural network, and hybrid approaches. While kernel, neural network, and hybrid approaches perform well overall, some specialized approaches are better suited for specific tasks. In this paper, we propose a new similarity-based classifier, Proximity Forest version 2.0 (PF 2.0), which outperforms previous state-of-the-art similarity-based classifiers across the UCR benchmark and outperforms state-of-the-art kernel, neural network, and hybrid methods on specific datasets in the benchmark that are best addressed by similarity-base methods. PF 2.0 incorporates three recent advances in time series similarity measures -- (1) computationally efficient early abandoning and pruning to speedup elastic similarity computations; (2) a new elastic similarity measure, Amerced Dynamic Time Warping (ADTW); and (3) cost function tuning. It rationalizes the set of similarity measures employed, reducing the eight base measures of the original PF to three and using the first derivative transform with all similarity measures, rather than a limited subset. We have implemented both PF 1.0 and PF 2.0 in a single C++ framework, making the PF framework more efficient.
