Time series classification is a task that aims at classifying chronological data. It is used in a diverse range of domains such as meteorology, medicine and physics. In the last decade, many algorithms have been built to perform this task with very appreciable accuracy. However, applications where time series have uncertainty has been under-explored. Using uncertainty propagation techniques, we propose a new uncertain dissimilarity measure based on Euclidean distance. We then propose the uncertain shapelet transform algorithm for the classification of uncertain time series. The large experiments we conducted on state of the art datasets show the effectiveness of our contribution. The source code of our contribution and the datasets we used are all available on a public repository.
University of Science and Technology of China(中国科学技术大学)
In the research area of time series classification, the ensemble shapelet transform algorithm is one of state-of-the-art algorithms for classification. However, its high time complexity is an issue to hinder its application since its base classifier shapelet transform includes a high time complexity of a distance calculation and shapelet selection. Therefore, in this paper we introduce a novel algorithm, i.e. short isometric shapelet transform, which contains two strategies to reduce the time complexity. The first strategy of SIST fixes the length of shapelet based on a simplified distance cal…
University of Oxford(牛津大学);The Alan Turing Institute(艾伦·图灵研究所)
The shapelet transform is a form of feature extraction for time series, in which a time series is described by its similarity to each of a collection of `shapelets'. However it has previously suffered from a number of limitations, such as being limited to regularly-spaced fully-observed time series, and having to choose between efficient training and interpretability. Here, we extend the method to continuous time, and in doing so handle the general case of irregularly-sampled partially-observed multivariate time series. Furthermore, we show that a simple regularisation penalty may be used to t…
Autonomous detection of desired events from large databases using time series classification is becoming increasingly important in civil engineering as a result of continued long-term health monitoring of a large number of engineering structures encompassing buildings, bridges, towers, and offshore platforms. In this context, this paper proposes the application of a relatively new time series representation named "Shapelet transform", which is based on local similarity in the shape of the time series subsequences. In consideration of the individual attributes distinctive to time series signals…
Johannes Gutenberg University Mainz(美因茨约翰内斯·古腾堡大学)
Subsequence-based time series classification algorithms provide accurate and interpretable models, but training these models is extremely computation intensive. The asymptotic time complexity of subsequence-based algorithms remains a higher-order polynomial, because these algorithms are based on exhaustive search for highly discriminative subsequences. Pattern sampling has been proposed as an effective alternative to mitigate the pattern explosion phenomenon. Therefore, we employ pattern sampling to extract discriminative features from discretized time series data. A weighted trie is created b…
Shapelets are phase independent subsequences designed for time series classification. We propose three adaptations to the Shapelet Transform (ST) to capture multivariate features in multivariate time series classification. We create a unified set of data to benchmark our work on, and compare with three other algorithms. We demonstrate that multivariate shapelets are not significantly worse than other state-of-the-art algorithms.
Univ. Orléans(奥尔良大学);INSA Centre Val de Loire(中央-卢瓦尔河谷国立应用科学学院);Worldline(源讯世界线)
Shapelet-based algorithms are widely used for time series classification because of their ease of interpretation, but they are currently outperformed by recent state-of-the-art approaches. We present a new formulation of time series shapelets including the notion of dilation, and we introduce a new shapelet feature to enhance their discriminative power for classification. Experiments performed on 112 datasets show that our method improves on the state-of-the-art shapelet algorithm, and achieves comparable accuracy to recent state-of-the-art approaches, without sacrificing neither scalability, …
Time serie classification is used in a diverse range of domain such as meteorology, medicine and physics. It aims to classify chronological data. Many accurate approaches have been built during the last decade and shapelet transformation is one of them. However, none of these approaches does take data uncertainty into account. Using uncertainty propagation techiniques, we propose a new dissimilarity measure based on euclidean distance. We also show how to use this new measure to adapt shapelet transformation to uncertain time series classification. An experimental assessment of our contributio…
ELM (Extreme Learning Machine) is a single hidden layer feed-forward network, where the weights between input and hidden layer are initialized randomly. ELM is efficient due to its utilization of the analytical approach to compute weights between hidden and output layer. However, ELM still fails to output the semantic classification outcome. To address such limitation, in this paper, we propose a diversified top-k shapelets transform framework, where the shapelets are the subsequences i.e., the best representative and interpretative features of each class. As we identified, the most challenge …
Stockholm University(斯德哥尔摩大学);Aalto University(阿尔托大学)
Time series classification has received great attention over the past decade with a wide range of methods focusing on predictive performance by exploiting various types of temporal features. Nonetheless, little emphasis has been placed on interpretability and explainability. In this paper, we formulate the novel problem of explainable time series tweaking, where, given a time series and an opaque classifier that provides a particular classification decision for the time series, we want to find the minimum number of changes to be performed to the given time series so that the classifier changes…
Infectious disease forecasting for ongoing epidemics has been traditionally performed, communicated, and evaluated as numerical targets - 1, 2, 3, and 4 week ahead cases, deaths, and hospitalizations. While there is great value in predicting these numerical targets to assess the burden of the disease, we argue that there is also value in communicating the future trend (description of the shape) of the epidemic -- for instance, if the cases will remain flat or a surge is expected. To ensure what is being communicated is useful we need to be able to evaluate how well the predicted shape matches …
University of Notre Dame(圣母大学);University of Genoa(热那亚大学)
Detection of thunderstorms is important to the wind hazard community to better understand extreme winds field characteristics and associated wind induced load effects on structures. This paper contributes to this effort by proposing a new course of research that uses machine learning techniques, independent of wind statistics based parameters, to autonomously identify and separate thunderstorms from large databases containing high frequency sampled continuous wind speed measurements. In this context, the use of Shapelet transform is proposed to identify key individual attributes distinctive to…
With the wider availability of sensor technology, a number of Structural Health Monitoring (SHM) systems are deployed to monitor civil infrastructure. The continuous monitoring provides valuable information about the structure that can help in providing a decision support system for retrofits and other structural modifications. However, when the sensors are exposed to harsh environmental conditions, the data measured by the SHM systems tend to be affected by multiple anomalies caused by faulty or broken sensors. Given a deluge of high-dimensional data collected continuously over time, research…
University of Science and Technology of China(中国科学技术大学);Tsinghua University(清华大学)
Physiological signals are high-dimensional time series of great practical values in medical and healthcare applications. However, previous works on its classification fail to obtain promising results due to the intractable data characteristics and the severe label sparsity issues. In this paper, we try to address these challenges by proposing a more effective and interpretable scheme tailored for the physiological signal classification task. Specifically, we exploit the time series shapelets to extract prominent local patterns and perform interpretable sequence discretization to distill the wh…
Active learning is the iterative construction of a classification model through targeted labeling, enabling significant labeling cost savings. As most research on active learning has been carried out before transformer-based language models ("transformers") became popular, despite its practical importance, comparably few papers have investigated how transformers can be combined with active learning to date. This can be attributed to the fact that using state-of-the-art query strategies for transformers induces a prohibitive runtime overhead, which effectively nullifies, or even outweighs the d…
IBM Research GmbH(IBM研究院(瑞士));University of Cambridge(剑桥大学)
Organic synthesis is one of the key stumbling blocks in medicinal chemistry. A necessary yet unsolved step in planning synthesis is solving the forward problem: given reactants and reagents, predict the products. Similar to other work, we treat reaction prediction as a machine translation problem between SMILES strings of reactants-reagents and the products. We show that a multi-head attention Molecular Transformer model outperforms all algorithms in the literature, achieving a top-1 accuracy above 90% on a common benchmark dataset. Our algorithm requires no handcrafted rules, and accurately p…