Efficient Shapelet Discovery for Time Series Classification
Guozhong Li, Byron Koon Kau Choi, Jianliang Xu, Sourav Saha Bhowmick, Kwok Pan Chun, Grace Lai-Hung Wong · IEEE Transactions on Knowledge and Data Engineering · 2020
Time-series shapelets are discriminative subsequences, recently found effective for time series classification (tsc). It is evident that the quality of shapelets is crucial to the accuracy oftsc. However, major research has focused on building accurate models from some shapelet candidates. To determine such candidates, existing studies are surprisingly simple, e.g., enumerating subsequences of some fixed lengths, or randomly selecting some subsequences as shapelet candidates. The major bulk of computation is then on building the model from the candidates. In this paper, we propose a novelefficient shapelet discoverymethod, calledbspcover, to discover a set of high-quality shapelet candidates for model building. Specifically,bspcovergenerates abundant candidates via Symbolic Aggregate approXimation with sliding window, then prunes identical and highly similar candidates viaBloom filters, andsimilarity matching, respectively. We next propose a$p$p-Cover algorithmto efficiently determine discriminative shapelet candidates that maximally represent each time-series class. Finally, any existing shapelet learning method can be adopted to build a classification model. We have conducted extensive experiments with well-known time-series datasets and representative state-of-the-art methods. Results show thatbspcoverspeeds up the state-of-the-art methods by more than 70 times, and the accuracy is often comparable to or higher than existing works.