Title
Learning time-series shapelets
Abstract
Shapelets are discriminative sub-sequences of time series that best predict the target variable. For this reason, shapelet discovery has recently attracted considerable interest within the time-series research community. Currently shapelets are found by evaluating the prediction qualities of numerous candidates extracted from the series segments. In contrast to the state-of-the-art, this paper proposes a novel perspective in terms of learning shapelets. A new mathematical formalization of the task via a classification objective function is proposed and a tailored stochastic gradient learning algorithm is applied. The proposed method enables learning near-to-optimal shapelets directly without the need to try out lots of candidates. Furthermore, our method can learn true top-K shapelets by capturing their interaction. Extensive experimentation demonstrates statistically significant improvement in terms of wins and ranks against 13 baselines over 28 time-series datasets.
Year
DOI
Venue
2014
10.1145/2623330.2623613
KDD
Keywords
Field
DocType
data mining,shapelets,supervised feature extraction,time-series classification
Data mining,Pattern recognition,Computer science,Artificial intelligence,Discriminative model,Machine learning,Time series classification
Conference
Citations 
PageRank 
References 
38
1.18
15
Authors
4
Name
Order
Citations
PageRank
Josif Grabocka110614.69
Nicolas Schilling2999.24
Martin Wistuba315419.66
Lars Schmidt-Thieme43802216.58