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Scalable and Accurate Subsequence Transform

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Abstract

Time series classification using phase-independent subsequences called shapelets is one of the best approaches in the state of the art. This approach is especially characterized by its interpretable property and its fast prediction time. However, given a dataset of n time series of length at most m, learning shapelets requires a computation time of O(n 2 m 4) which is too high for practical datasets. In this paper, we exploit the fact that shapelets are shared by the members of the same class to propose the SAST (Scalable and Accurate Subsequence Transform) algorithm which is interpretable, accurate and more faster than the actual state of the art shapelet algorithm. The experiments we conducted on the UCR archive datasets shown that SAST is more accurate than the state of the art Shapelet Transform algorithm on many datasets, while being significantly more scalable.
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Dates and versions

hal-03087686 , version 1 (24-12-2020)
hal-03087686 , version 2 (02-03-2022)

Licence

Attribution - CC BY 4.0

Identifiers

  • HAL Id : hal-03087686 , version 2

Cite

Michael F Mbouopda •, Engelbert Mephu. Scalable and Accurate Subsequence Transform. 2021. ⟨hal-03087686v2⟩
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