Learning DTW-Shapelets for Time-Series Classification


Shapelets are discriminative patterns in time series, that best predict the target variable when their distances to the respective time series are used as features for a classifier. Since the shapelet is simply any time series of some length less than or equal to the length of the shortest time series in our data set, there is an enormous amount of possible shapelets present in the data. Initially, shapelets were found by extracting numerous candidates and evaluating them for their prediction quality. Then, Grabocka et al. [2] proposed a novel approach of learning time series shapelets called LTS. A new mathematical formalization of the task via a classification objective function was proposed and a tailored stochastic gradient learning was applied. It enabled learning near-to-optimal shapelets without the overhead of trying out lots of candidates. The Euclidean distance measure was used as distance metric in the proposed approach. As a limitation, it is not able to learn a single shapelet, that can be representative of different subsequences of time series, which are just warped along time axis. To consider these cases, we propose to use Dynamic Time Warping (DTW) as a distance measure in the framework of LTS. The proposed approach was evaluated on 11 real world data sets from the UCR repository and a synthetic data set created by ourselves. The experimental results show that the proposed approach outperforms the existing methods on these data sets.

DOI: 10.1145/2888451.2888456

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@inproceedings{Shah2016LearningDF, title={Learning DTW-Shapelets for Time-Series Classification}, author={Mit Shah and Josif Grabocka and Nicolas Schilling and Martin Wistuba and Lars Schmidt-Thieme}, booktitle={CODS}, year={2016} }