Transfer learning is a common practice that alleviates the need for extensive data to train neural networks. It is performed by pre-training a model using a source dataset and fine-tuning it for a target task. However, not every source dataset is appropriate for each target dataset, especially for time series. In this paper, we propose a novel method of selecting and using multiple datasets for transfer learning for time series classification. Specifically, our method combines multiple datasets as one source dataset for pre-training neural networks. Furthermore, for selecting multiple sources, our method measures the transferability of datasets based on shapelet discovery for effective source selection. While traditional transferability measures require considerable time for pre-training all the possible sources for source selection of each possible architecture, our method can be repeatedly used for every possible architecture with a single simple computation. Using the proposed method, we demonstrate that it is possible to increase the performance of temporal convolutional neural networks (CNN) on time series datasets.
Recent few-shot learning works focus on training a model with prior meta-knowledge to fast adapt to new tasks with unseen classes and samples. However, conventional time-series classification algorithms fail to tackle the few-shot scenario. Existing few-shot learning methods are proposed to tackle image or text data, and most of them are neural-based models that lack interpretability. This paper proposes an interpretable neural-based framework, namely \textit{Dual Prototypical Shapelet Networks (DPSN)} for few-shot time-series classification, which not only trains a neural network-based model …
Hong Kong Baptist University（香港浸会大学）；Nanyang Technological University（南洋理工大学）；The Chinese University of Hong Kong（香港中文大学）
Time series shapelets are discriminative subsequences that have been recently found effective for time series clustering (TSC). The shapelets are convenient for interpreting the clusters. Thus, the main challenge for TSC is to discover high-quality variable-length shapelets to discriminate different clusters. In this paper, we propose a novel autoencoder-shapelet approach (AUTOSHAPE), which is the first study to take the advantage of both autoencoder and shapelet for determining shapelets in an unsupervised manner. An autoencoder is specially designed to learn high-quality shapelets. More spec…
ShapeX: Shapelet-Driven Post Hoc Explanations for Time Series Classification Models
Griffith University（格里菲斯大学）；Hong Kong University of Science and Technology (Guangzhou)（香港科学与技术大学（广州））；NVIDIA（英伟达）；Hainan University（海南大学）；Squirrel Ai Learning, USA（Squirrel Ai Learning（美国））；Salesforce Research Asia（Salesforce亚洲研究）
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…
SE-shapelets: Semi-supervised Clustering of Time Series Using Representative Shapelets
School of Information Technology, Deakin University（迪肯大学信息技术学院）；School of Computer Science and Engineering, University of New South Wales（新南威尔士大学计算机科学与工程学院）；Data61 in CSIRO（澳大利亚联邦科学与工业研究组织Data61）
Time series shapelets are discriminative sub-sequences and their similarity to time series can be used for time series classification. Initial shapelet extraction algorithms searched shapelets by complete enumeration of all possible data sub-sequences. Research on shapelets for univariate time series proposed a mechanism called shapelet learning which parameterizes the shapelets and learns them jointly with a prediction model in an optimization procedure. Trivial extension of this method to multivariate time series does not yield very good results due to the presence of noisy channels which le…
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.
Ben-Gurion University of The Negev（内盖夫本-古里安大学）；Deutsche Telekom Laboratories（德国电信实验室）
Time series classification is a field which has drawn much attention over the past decade. A new approach for classification of time series uses classification trees based on shapelets. A shapelet is a subsequence extracted from one of the time series in the dataset. A disadvantage of this approach is the time required for building the shapelet-based classification tree. The search for the best shapelet requires examining all subsequences of all lengths from all time series in the training set. A key goal of this work was to find an evaluation order of the shapelets space which enables fast co…
Univ Rennes（雷恩大学）；Inria（法国国家信息与自动化研究所）；CNRS（法国国家科学研究中心）；IRISA（雷恩信息与随机系统研究所）；Laboratoire Hubert Curien UMR 5516（于贝尔·居里安实验室 UMR 5516）；Univ Lyon（里昂大学）；LETG（环境时空地理学实验室）
Times series classification can be successfully tackled by jointly learning a shapelet-based representation of the series in the dataset and classifying the series according to this representation. However, although the learned shapelets are discriminative, they are not always similar to pieces of a real series in the dataset. This makes it difficult to interpret the decision, i.e. difficult to analyze if there are particular behaviors in a series that triggered the decision. In this paper, we make use of a simple convolutional network to tackle the time series classification task and we intro…
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…
Time-series classification is an important problem for the data mining community due to the wide range of application domains involving time-series data. A recent paradigm, called shapelets, represents patterns that are highly predictive for the target variable. Shapelets are discovered by measuring the prediction accuracy of a set of potential (shapelet) candidates. The candidates typically consist of all the segments of a dataset, therefore, the discovery of shapelets is computationally expensive. This paper proposes a novel method that avoids measuring the prediction accuracy of similar can…
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 …
Johannes Gutenberg University Mainz（美因茨约翰内斯·古腾堡大学）
Shapelets are discriminative time series subsequences that allow generation of interpretable classification models, which provide faster and generally better classification than the nearest neighbor approach. However, the shapelet discovery process requires the evaluation of all possible subsequences of all time series in the training set, making it extremely computation intensive. Consequently, shapelet discovery for large time series datasets quickly becomes intractable. A number of improvements have been proposed to reduce the training time. These techniques use approximation or discretizat…
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…
ShapeCond: Fast Shapelet-Guided Dataset Condensation for Time Series Classification
Shanghai Key Lab of Data Science, College of Computer Science and Artificial Intelligence, Fudan University, Shanghai, China（上海数据科学联合实验室，计算机科学与人工智能学院，复旦大学，上海，中国）；Stanford University, Stanford, USA（斯坦福大学，斯坦福，美国）；Ocean University of China（中国海洋大学）；Shanghai Data Research Institute（上海数据研究院）；Mohamed bin Zayed University of Artificial Intelligence Abu Dhabi, United Arab Emirates（阿布扎克穆罕默德·本·扎耶德人工智能大学）
College of Computer Science and Technology, Zhejiang University（浙江大学计算机科学与技术学院）；State Grid Huzhou Power Supply Co. Ltd（国网湖州供电有限公司）；Peking University（北京大学）
Time series modeling has attracted extensive research efforts; however, achieving both reliable efficiency and interpretability from a unified model still remains a challenging problem. Among the literature, shapelets offer interpretable and explanatory insights in the classification tasks, while most existing works ignore the differing representative power at different time slices, as well as (more importantly) the evolution pattern of shapelets. In this paper, we propose to extract time-aware shapelets by designing a two-level timing factor. Moreover, we define and construct the shapelet evo…
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…
In the time series classification domain, shapelets are small time series that are discriminative for a certain class. It has been shown that classifiers are able to achieve state-of-the-art results on a plethora of datasets by taking as input distances from the input time series to different discriminative shapelets. Additionally, these shapelets can easily be visualized and thus possess an interpretable characteristic, making them very appealing in critical domains, such as the health care domain, where longitudinal data is ubiquitous. In this study, a new paradigm for shapelet discovery is …
CNRS（法国国家科学研究中心）；ENSMSE（圣太田国立高等矿业学院）；LIMOS（计算机科学、建模与优化实验室）；University of Clermont Auvergne（克莱蒙奥弗涅大学）
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 experimen…
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…
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…
Utah State University（犹他州立大学）；New Mexico State University（新墨西哥州立大学）
As machine learning and deep learning models have become highly prevalent in a multitude of domains, the main reservation in their adoption for decision-making processes is their black-box nature. The Explainable Artificial Intelligence (XAI) paradigm has gained a lot of momentum lately due to its ability to reduce models opacity. XAI methods have not only increased stakeholders' trust in the decision process but also helped developers ensure its fairness. Recent efforts have been invested in creating transparent models and post-hoc explanations. However, fewer methods have been developed for …
Kyushu University（九州大学）；Keio University（庆应义塾大学）；The Institute of Statistical Mathematics（统计数理研究所）
We consider binary classification problems using local features of objects. One of motivating applications is time-series classification, where features reflecting some local closeness measure between a time series and a pattern sequence called shapelet are useful. Despite the empirical success of such approaches using local features, the generalization ability of resulting hypotheses is not fully understood and previous work relies on a bunch of heuristics. In this paper, we formulate a class of hypotheses using local features, where the richness of features is controlled by kernels. We deriv…
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…
Shapelet is a discriminative subsequence of time series. An advanced shapelet-based method is to embed shapelet into accurate and fast random forest. However, it shows several limitations. First, random shapelet forest requires a large training cost for split threshold searching. Second, a single shapelet provides limited information for only one branch of the decision tree, resulting in insufficient accuracy and interpretability. Third, randomized ensemble causes interpretability declining. For that, this paper presents Random Pairwise Shapelets Forest (RPSF). RPSF combines a pair of shapelet…
This paper formulates the problem of learning discriminative features (\textit{i.e.,} segments) from networked time series data considering the linked information among time series. For example, social network users are considered to be social sensors that continuously generate social signals (tweets) represented as a time series. The discriminative segments are often referred to as \emph{shapelets} in a time series. Extracting shapelets for time series classification has been widely studied. However, existing works on shapelet selection assume that the time series are independent and identica…
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…
The anomaly detection of time series is a hotspot of time series data mining. The own characteristics of different anomaly detectors determine the abnormal data that they are good at. There is no detector can be optimizing in all types of anomalies. Moreover, it still has difficulties in industrial production due to problems such as a single detector can't be optimized at different time windows of the same time series. This paper proposes an adaptive model based on time series characteristics and selecting appropriate detector and run-time parameters for anomaly detection, which is called ATSD…
This paper introduces EQShapelets (EarthQuake Shapelets) a time-series shape-based approach embedded in machine learning to autonomously detect earthquakes. It promises to overcome the challenges in the field of seismology related to automated detection and cataloging of earthquakes. EQShapelets are amplitude and phase-independent, i.e., their detection sensitivity is irrespective of the magnitude of the earthquake and the time of occurrence. They are also robust to noise and other spurious signals. The detection capability of EQShapelets is tested on one week of continuous seismic data provid…
Lancaster University（兰卡斯特大学）；Technical University of Ostrava（俄斯特拉发技术大学）；Sharif University of Technology（谢里夫理工大学）
One of the challenging questions in time series forecasting is how to find the best algorithm. In recent years, a recommender system scheme has been developed for time series analysis using a meta-learning approach. This system selects the best forecasting method with consideration of the time series characteristics. In this paper, we propose a novel approach to focusing on some of the unanswered questions resulting from the use of meta-learning in time series forecasting. Therefore, three main gaps in previous works are addressed including, analyzing various subsets of top forecasters as inpu…
This paper proposes a simple method to extract from a set of multiple related time series a compressed representation for each time series based on statistics for the entire set of all time series. This is achieved by a hierarchical algorithm that first generates an alphabet of shapelets based on the segmentation of centroids for clustered data, before labels of these shapelets are assigned to the segmentation of each single time series via nearest neighbor search using unconstrained dynamic time warping as distance measure to deal with non-uniform time series lenghts. Thereby, a sequence of l…
Duke University（杜克大学）；Purdue University（普渡大学）；IIT Kanpur（印度理工学院坎普尔分校）
We present Earliness-Aware Deep Convolutional Networks (EA-ConvNets), an end-to-end deep learning framework, for early classification of time series data. Unlike most existing methods for early classification of time series data, that are designed to solve this problem under the assumption of the availability of a good set of pre-defined (often hand-crafted) features, our framework can jointly perform feature learning (by learning a deep hierarchy of \emph{shapelets} capturing the salient characteristics in each time series), along with a dynamic truncation model to help our deep feature learn…
Southwest Jiaotong University（西南交通大学）；China University of Mining and Technology（中国矿业大学）
Time series analysis plays a vital role in various applications, for instance, healthcare, weather prediction, disaster forecast, etc. However, to obtain sufficient shapelets by a feature network is still challenging. To this end, we propose a novel robust temporal feature network (RTFN) that contains temporal feature networks and attentional LSTM networks. The temporal feature networks are built to extract basic features from input data while the attentional LSTM networks are devised to capture complicated shapelets and relationships to enrich features. In experiments, we embed RTFN into supe…
The last decade has seen a flurry of research on all-pairs-similarity-search (or, self-join) for text, DNA, and a handful of other datatypes, and these systems have been applied to many diverse data mining problems. Surprisingly, however, little progress has been made on addressing this problem for time series subsequences. In this thesis, we have introduced a near universal time series data mining tool called matrix profile which solves the all-pairs-similarity-search problem and caches the output in an easy-to-access fashion. The proposed algorithm is not only parameter-free, exact and scala…
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…
Utilizing Data Fingerprints for Privacy-Preserving Algorithm Selection in Time Series Classification: Performance and Uncertainty Estimation on Unseen Datasets
University of Bayreuth（拜罗伊特大学）；Fraunhofer FIT（弗劳恩霍夫应用信息技术研究所）
