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.
The minimum distance of the time-series to a set of shapelets can be categorized as a data transformation (dimensionality reduction) and is named as shapelet-transformed data REF .
A shapelet transform for time series classification
KDD
Computer Science