A shapelet transform for time series classification

  • Authors:
  • Jason Lines;Luke M. Davis;Jon Hills;Anthony Bagnall

  • Affiliations:
  • University of East Anglia, Norwich, United Kingdom;University of East Anglia, Norwich, United Kingdom;University of East Anglia, Norwich, United Kingdom;University of East Anglia, Norwich, United Kingdom

  • Venue:
  • Proceedings of the 18th ACM SIGKDD international conference on Knowledge discovery and data mining
  • Year:
  • 2012

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Abstract

The problem of time series classification (TSC), where we consider any real-valued ordered data a time series, presents a specific machine learning challenge as the ordering of variables is often crucial in finding the best discriminating features. One of the most promising recent approaches is to find shapelets within a data set. A shapelet is a time series subsequence that is identified as being representative of class membership. The original research in this field embedded the procedure of finding shapelets within a decision tree. We propose disconnecting the process of finding shapelets from the classification algorithm by proposing a shapelet transformation. We describe a means of extracting the k best shapelets from a data set in a single pass, and then use these shapelets to transform data by calculating the distances from a series to each shapelet. We demonstrate that transformation into this new data space can improve classification accuracy, whilst retaining the explanatory power provided by shapelets.