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.
Domaines
Apprentissage [cs.LG]Origine | Fichiers produits par l'(les) auteur(s) |
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