Selecting Superior Candidates from a Suitable Set: A Selective Extraction Algorithm for Accelerating Shapelet Discovery in Time Series Data

A serious challenge that confronts shapelet-based algorithms for time series classification is finding optimal shapelets in a short time. Representative shapelet-discovery algorithms find shapelets by evaluating the qualities of candidates extracted from the subsequences. One of the main difficulties is the large amount of time consumed, due to the excessive number of shapelet candidates. To address the above problem, in this paper we propose a fast and interpretable candidate-extraction algorithm to accelerate the process of shapelet discovery. The proposed algorithm utilizes a time series subclass splitting technique to sample time series dataset first. Then, an IDP (Important. Data Point)-based selective-extraction strategy is used to extract shapelet candidates. The generated candidates have significant improvements in quality and reductions in quantity. Furthermore, the shapelet candidates generated are more interpretable. To test the effectiveness of the shapelet candidates generated, we transform the original time series and use an off-the-shelf attribute-selection technique to select optimal shapelets from candidates. We then evaluate the proposed algorithm through extensive experiments. The results demonstrate that the proposed algorithm makes significant improvements in accuracy, compared with baselines. Meanwhile, the time consumption is also greatly reduced.