Learning DTW-Preserving Shapelets
Résumé
Dynamic Time Warping (DTW) is one of the best similarity measures for time series, and it has extensively been used in retrieval, classification or mining applications. It is a costly measure, and applying it to numerous and/or very long times series is difficult in practice. Recently, Shapelet Transform (ST) proved to enable accurate supervised classification of time series. ST learns small subsequences that well discriminate classes, and transforms the time series into vectors lying in a metric space. In this paper, we adopt the ST framework in a novel way: we focus on learning, without class label information, shapelets such that Euclidean distances in the ST-space approximate well the true DTW.
Our approach leads to an ubiquitous representation of time series in a metric space, where any machine learning method (supervised or unsupervised) and indexing system can operate efficiently.2017-
Domaines
Méthodes et statistiquesOrigine | Fichiers produits par l'(les) auteur(s) |
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