Federated Time Series Classification with ROCKET features

This paper proposes FROCKS, a federated time series classification method using ROCKET features. Our approach dynamically adapts the models’ features by selecting and exchanging the best-performing ROCKET kernels from a federation of clients. Specifically, the server gathers the best-performing kernels of the clients together with the associated model parameters, and it performs a weighted average if a kernel is best-performing for more than one client. We compare the proposed method with state-of-the-art approaches on the UCR archive binary classification datasets and show superior performance on most datasets.