Efficient Learning Interpretable Shapelets for Accurate Time Series Classification

Abstract

Recently, time series classification with shapelets, due to their high discriminative ability and good interpretability, has attracted considerable interests within the research community. Previously, shapelet generating approaches extracted shapelets from training time series or learned shapelets with many parameters. Although they can achieve higher accuracy than other approaches, they still confront some challenges. First, searching or learning shapelets in the raw time series space incurs a huge computation cost. For example, it may cost several hours to deal with only hundreds of time series. Second, they must determine how many shapelets are needed beforehand, which is difficult without prior knowledge. To overcome these challenges, in this paper, we propose a novel algorithm to learn shapelets. We first discover shapelet candidates from the Piecewise Aggregate Approximation (PAA) word space, which is much more efficient than searching in the raw time series space. Moreover, the concept of coverage is proposed to measure the quality of candidates, based on which we design a method to compute the optimal number of shapelets. After that, we apply the logistic regression classifier to adjust the shapelets. Extensive experimentation on 15 datasets demonstrates that our algorithm is more accurate against 6 baselines and outperforms 2 orders of magnitude in terms of efficiency. Moreover, our algorithm has fewer redundant shape-like shapelets and is more convenient to interpret classification decisions.