Time Series Classification with Shapelet and Canonical Features

Abstract

Shapelet-based time series classification methods are widely adopted models for time series classification tasks. However, the high computational cost greatly limits the practicability of the Shapelet-based methods. What is more, traditional Shapelet can only describe the overall shape characteristics of subsequences under the Euclidean distance metric, so it is vulnerable to noise. Other than Shapelet, there are other types of discriminative information contained in the subsequences. To deal with the aforementioned problems, an accurate and efficient time series classification algorithm, named Shapelet with Canonical Time Series Features, is proposed in this paper. The proposed algorithm is based on the following three key strategies: (1) randomly selecting Shapelet and limiting the scope of Shapelet to improve efficiency; (2) embedding multiple canonical time series features in Shapelet to improve the adaptability of the algorithm to different classification problems and make up for the accuracy loss caused by the random selection of Shapelet; and (3) building a random forest classifier based on the new feature representations to ensure the generalization ability of the algorithm. Experimental results on 112 UCR time series datasets show that the proposed algorithm is more accurate than the STC algorithm which is based on Shapelet exact search and the Shapelet transform technique, as well as many other types of state-of-the-art time series classification algorithms. Moreover, extensive experimental comparisons verify the significant advantages of the proposed algorithm in terms of efficiency.

Keywords

• time series
• Shapelet
• canonical time series features
• classification