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Communication Dans Un Congrès Année : 2022

CDPS: Constrained DTW-Preserving Shapelets

Résumé

The analysis of time series for clustering and classification is becoming ever more popular because of the increasingly ubiquitous nature of IoT, satellite constellations, and handheld and smart-wearable devices, etc. The presence of phase shift, differences in sample dura- tion, and/or compression and dilation of a signal means that Euclidean distance is unsuitable in many cases. As such, several similarity mea- sures specific to time-series have been proposed, Dynamic Time Warping (DTW) being the most popular. Nevertheless, DTW does not respect the axioms of a metric and therefore Learning DTW-Preserving Shapelets (LDPS) have been developed to regain these properties by using the con- cept of shapelet transform. LDPS learns an unsupervised representation that models DTW distances using Euclidean distance in shapelet space. This article proposes constrained DTW-preserving shapelets (CDPS), in which a limited amount of user knowledge is available in the form of must link and cannot link constraints, to guide the representation such that it better captures the user’s interpretation of the data rather than the algorithm’s bias. Subsequently, any unconstrained algorithm can be applied, e.g. K-means clustering, k-NN classification, etc, to ob- tain a result that fulfils the constraints (without explicit knowledge of them). Furthermore, this representation is generalisable to out-of-sample data, overcoming the limitations of standard transductive constrained- clustering algorithms. CLDPS is shown to outperform the state-of-the- art constrained-clustering algorithms on multiple time-series datasets.
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Dates et versions

hal-03736948 , version 1 (22-07-2022)

Identifiants

Citer

Hussein El Amouri, Thomas Lampert, Pierre Gançarski, Clément Mallet. CDPS: Constrained DTW-Preserving Shapelets. European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases 2022, Jun 2022, Strasbourg, France. ⟨10.1007/978-3-031-26387-3_2⟩. ⟨hal-03736948⟩
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