Time series (TS) occur in many scientific and commercial applications, ranging from earth surveillance to industry automation to the smart grids. An important type of TS analysis is classification, which can, for instance, improve energy load forecasting in smart grids by detecting the types of electronic devices based on their energy consumption profiles recorded by automatic sensors. Such sensor-driven applications are very often characterized by (a) very long TS and (b) very large TS datasets needing classification. However, current methods to time series classification (TSC) cannot cope with such data volumes at acceptable accuracy; they are either scalable but offer only inferior classification quality, or they achieve state-of-the-art classification quality but cannot scale to large data volumes. In this paper, we present WEASEL (Word ExtrAction for time SEries cLassification), a novel TSC method which is both fast and accurate. Like other state-of-the-art TSC methods, WEASEL transforms time series into feature vectors, using a sliding-window approach, which are then analyzed through a machine learning classifier. The novelty of WEASEL lies in its specific method for deriving features, resulting in a much smaller yet much more discriminative feature set. On the popular UCR benchmark of 85 TS datasets, WEASEL is more accurate than the best current non-ensemble algorithms at orders-of-magnitude lower classification and training times, and it is almost as accurate as ensemble classifiers, whose computational complexity makes them inapplicable even for mid-size datasets. The outstanding robustness of WEASEL is also confirmed by experiments on two real smart grid datasets, where it out-of-the-box achieves almost the same accuracy as highly tuned, domain-specific methods.
In contrast, classifiers rely on comparing features generated from substructures of TS. The most successful approaches can be grouped as either using shapelets or bag-of-patterns (BOP). are defined as TS subsequences that are maximally representative of a class. @cite_8 a decision tree is built on the distance to a set of shapelets. The Shapelet Transform (ST) @cite_41 @cite_7 , which is the most accurate shapelet approach according to a recent evaluation @cite_40 , uses the distance to the shapelets as input features for an ensemble of different classification methods. In the Learning Shapelets (LS) approach @cite_26 , optimal shapelets are synthetically generated. The drawback of shapelet methods is the high computational complexity resulting in rather long training and classification times.
@cite_26 @cite_7 @cite_8 @cite_41 @cite_40
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We explore a new approach to shape recognition based on a virtually infinite family of binary features (queries) of the image data, designed to accommodate prior information about shape invariance and regularity. Each query corresponds to a spatial arrangement of several local topographic codes (or tags), which are in themselves too primitive and common to be informative about shape. All the discriminating power derives from relative angles and distances among the tags. The important attributes of the queries are a natural partial ordering corresponding to increasing structure and complexity; semi-invariance, meaning that most shapes of a given class will answer the same way to two queries that are successive in the ordering; and stability, since the queries are not based on distinguished points and substructures. No classifier based on the full feature set can be evaluated, and it is impossible to determine a priori which arrangements are informative. Our approach is to select informative features and build tree classifiers at the same time by inductive learning. In effect, each tree provides an approximation to the full posterior where the features chosen depend on the branch that is traversed. Due to the number and nature of the queries, standard decision tree construction based on a fixed-length feature vector is not feasible. Instead we entertain only a small random sample of queries at each node, constrain their complexity to increase with tree depth, and grow multiple trees. The terminal nodes are labeled by estimates of the corresponding posterior distribution over shape classes. An image is classified by sending it down every tree and aggregating the resulting distributions. The method is applied to classifying handwritten digits and synthetic linear and nonlinear deformations of three hundred L AT E X symbols. Stateof-the-art error rates are achieved on the National Institute of Standards and Technology database of digits. The principal goal of the experiments on L AT E X symbols is to analyze invariance, generalization error and related issues, and a comparison with artificial neural networks methods is presented in this context. Shapelets are discriminative patterns in time series, that best predict the target variable when their distances to the respective time series are used as features for a classifier. Since the shapelet is simply any time series of some length less than or equal to the length of the shortest time series in our data set, there is an enormous amount of possible shapelets present in the data. Initially, shapelets were found by extracting numerous candidates and evaluating them for their prediction quality. Then, [2] proposed a novel approach of learning time series shapelets called LTS. A new mathematical formalization of the task via a classification objective function was proposed and a tailored stochastic gradient learning was applied. It enabled learning near-to-optimal shapelets without the overhead of trying out lots of candidates. The Euclidean distance measure was used as distance metric in the proposed approach. As a limitation, it is not able to learn a single shapelet, that can be representative of different subsequences of time series, which are just warped along time axis. To consider these cases, we propose to use Dynamic Time Warping (DTW) as a distance measure in the framework of LTS. The proposed approach was evaluated on 11 real world data sets from the UCR repository and a synthetic data set created by ourselves. The experimental results show that the proposed approach outperforms the existing methods on these data sets. Time series shapelets are discriminative subsequences and their similarity to a time series can be used for time series classification. Since the discovery of time series shapelets is costly in terms of time, the applicability on long or multivariate time series is difficult. In this work we propose Ultra-Fast Shapelets that uses a number of random shapelets. It is shown that Ultra-Fast Shapelets yield the same prediction quality as current state-of-the-art shapelet-based time series classifiers that carefully select the shapelets by being by up to three orders of magnitudes. Since this method allows a ultra-fast shapelet discovery, using shapelets for long multivariate time series classification becomes feasible. A method for using shapelets for multivariate time series is proposed and Ultra-Fast Shapelets is proven to be successful in comparison to state-of-the-art multivariate time series classifiers on 15 multivariate time series datasets from various domains. Finally, time series derivatives that have proven to be useful for other time series classifiers are investigated for the shapelet-based classifiers. It is shown that they have a positive impact and that they are easy to integrate with a simple preprocessing step, without the need of adapting the shapelet discovery algorithm. Shapelets are discriminative subsequences of time series, usually embedded in shapelet-based decision trees. The enumeration of time series shapelets is, however, computationally costly, which in addition to the inherent difficulty of the decision tree learning algorithm to effectively handle high-dimensional data, severely limits the applicability of shapelet-based decision tree learning from large (multivariate) time series databases. This paper introduces a novel tree-based ensemble method for univariate and multivariate time series classification using shapelets, called the generalized random shapelet forest algorithm. The algorithm generates a set of shapelet-based decision trees, where both the choice of instances used for building a tree and the choice of shapelets are randomized. For univariate time series, it is demonstrated through an extensive empirical investigation that the proposed algorithm yields predictive performance comparable to the current state-of-the-art and significantly outperforms several alternative algorithms, while being at least an order of magnitude faster. Similarly for multivariate time series, it is shown that the algorithm is significantly less computationally costly and more accurate than the current state-of-the-art.