Early classification of multivariate temporal observations by extraction of interpretable shapelets (original) (raw)

Early Classification of Multivariate Temporal Observation by Extraction of Interpretable Shapelets

Background: Early classification of time series is beneficial for biomedical informatics problems such including, but not limited to, disease change detection. Early classification can be of tremendous help by identifying the onset of a disease before it has time to fully take hold. In addition, extracting patterns from the original time series helps domain experts to gain insights into the classification results. This problem has been studied recently using time series segments called shapelets. In this paper, we present a method, which we call Multivariate Shapelets Detection (MSD), that allows for early and patient-specific classification of multivariate time series. The method extracts time series patterns, called multivariate shapelets, from all dimensions of the time series that distinctly manifest the target class locally. The time series were classified by searching for the earliest closest patterns. Results: The proposed early classification method for multivariate time series has been evaluated on eight gene expression datasets from viral infection and drug response studies in humans. In our experiments, the MSD method outperformed the baseline methods, achieving highly accurate classification by using as little as 40%-64% of the time series. The obtained results provide evidence that using conventional classification methods on short time series is not as accurate as using the proposed methods specialized for early classification. Conclusion: For the early classification task, we proposed a method called Multivariate Shapelets Detection (MSD), which extracts patterns from all dimensions of the time series. We showed that the MSD method can classify the time series early by using as little as 40%-64% of the time series' length.

Time series shapelets: a novel technique that allows accurate, interpretable and fast classification

Data Mining and Knowledge Discovery, 2010

Classification of time series has been attracting great interest over the past decade. While dozens of techniques have been introduced, recent empirical evidence has strongly suggested that the simple nearest neighbor algorithm is very difficult to beat for most time series problems, especially for large-scale datasets. While this may be considered good news, given the simplicity of implementing the nearest neighbor algorithm, there are some negative consequences of this. First, the nearest neighbor algorithm requires storing and searching the entire dataset, resulting in a high time and space complexity that limits its applicability, especially on resource-limited sensors. Second, beyond mere classification accuracy, we often wish to gain some insight into the data and to make the classification result more explainable, which global characteristics of the nearest neighbor cannot provide. In this work we introduce a new time series primitive, time series shapelets, which addresses these limitations. Informally, shapelets are time series subsequences which are in some sense maximally representative of a class. We can use the distance to the shapelet, rather than the distance to the nearest neighbor to classify objects. As we shall show with extensive empirical evaluations in diverse domains, classification algorithms based on the time series shapelet primitives can be interpretable, more accurate, and significantly faster than state-of-the-art classifiers.

Classification of time series by shapelet transformation

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Interpretable Early Classification of Multivariate Time Series

2020

Recent advances in technology have led to an explosion in data collection over time rather than in a single snapshot. For example, microarray technology allows us to measure gene expression levels in different conditions over time. Such temporal data grants the opportunity for data miners to develop algorithms to address domain-related problems, e.g. a time series of several different classes can be created, by observing various patient attributes over time and the task is to classify unseen patient based on his temporal observations. In time-sensitive applications such as medical applications, some certain aspects have to be considered besides providing accurate classification. The first aspect is providing early classification. Accurate and timely diagnosis is essential for allowing physicians to design appropriate therapeutic strategies at early stages of diseases, when therapies are usually the most effective and the least costly. We propose a probabilistic hybrid method that al...

W-TSS: A Wavelet-Based Algorithm for Discovering Time Series Shapelets

Sensors

Many approaches to time series classification rely on machine learning methods. However, there is growing interest in going beyond black box prediction models to understand discriminatory features of the time series and their associations with outcomes. One promising method is time-series shapelets (TSS), which identifies maximally discriminative subsequences of time series. For example, in environmental health applications TSS could be used to identify short-term patterns in exposure time series (shapelets) associated with adverse health outcomes. Identification of candidate shapelets in TSS is computationally intensive. The original TSS algorithm used exhaustive search. Subsequent algorithms introduced efficiencies by trimming/aggregating the set of candidates or training candidates from initialized values, but these approaches have limitations. In this paper, we introduce Wavelet-TSS (W-TSS) a novel intelligent method for identifying candidate shapelets in TSS using wavelet trans...

A Shapelet Transform for Time Series Classification

Proceedings of the 18th ACM …, 2012

The problem of time series classification (TSC), where we consider any real-valued ordered data a time series, presents a specific machine learning challenge as the ordering of variables is often crucial in finding the best discriminating features. One of the most promising recent approaches is to find shapelets within a data set. A shapelet is a time series subsequence that is identified as being representative of class membership. The original research in this field embedded the procedure of finding shapelets within a decision tree. We propose disconnecting the process of finding shapelets from the classification algorithm by proposing a shapelet transformation. We describe a means of extracting the k best shapelets from a data set in a single pass, and then use these shapelets to transform data by calculating the distances from a series to each shapelet. We demonstrate that transformation into this new data space can improve classification accuracy, whilst retaining the explanatory power provided by shapelets.

ShapeNet: A Shapelet-Neural Network Approach for Multivariate Time Series Classification

Proceedings of the AAAI Conference on Artificial Intelligence

Time series shapelets are short discriminative subsequences that recently have been found not only to be accurate but also interpretable for the classification problem of univariate time series (UTS). However, existing work on shapelets selection cannot be applied to multivariate time series classification (MTSC) since the candidate shapelets of MTSC may come from different variables of different lengths and thus cannot be directly compared. To address this challenge, in this paper, we propose a novel model called ShapeNet, which embeds shapelet candidates of different lengths into a unified space for shapelet selection. The network is trained using cluster-wise triplet loss, which considers the distance between anchor and multiple positive (negative) samples and the distance between positive (negative) samples, which are important for convergence. We compute representative and diversified final shapelets rather than directly using all the embeddings for model building to avoid a la...

Shapelet Ensemble for Multi-dimensional Time Series

Proceedings of the 2015 SIAM International Conference on Data Mining, 2015

Time series shapelets are small subsequences that maximally differentiate classes of time series. Since the inception of shapelets, researchers have used shapelets for various data domains including anthropology and health care, and in the process suggested many efficient techniques for shapelet discovery. However, multi-dimensional time series data poses unique challenges to shapelet discovery that are yet to be solved. We show that an ensemble of shapelet-based decision trees on individual dimensions works better than shapelets defined over multiple dimensions. Generating a shapelet ensemble for multidimensional time series is computationally expensive. Most of the existing techniques prune shapelet candidates for speed. In this paper, we propose a novel technique for shapelet discovery that evaluates remaining candidates efficiently. Our algorithm uses a multi-length approximate index for time series data to efficiently find the nearest neighbors of the candidate shapelets. We employ a simple skipping technique for additional candidate pruning and a voting based technique to improve accuracy while retaining interpretability. Not only do we find a significant speed increase, our techniques enable us to efficiently discover shapelets on datasets with multi-dimensional and long time series such as hours of brain activity recordings. We demonstrate our approach on a biomedical dataset and find significant differences between patients with schizophrenia and healthy controls.

Efficient Shapelet Discovery for Time Series Classification

IEEE Transactions on Knowledge and Data Engineering, 2020

Time-series shapelets are discriminative subsequences, recently found effective for time series classification (TSC). It is evident that the quality of shapelets is crucial to the accuracy of TSC. However, major research has focused on building accurate models from some shapelet candidates. To determine such candidates, existing studies are surprisingly simple, e.g., enumerating subsequences of some fixed lengths, or randomly selecting some subsequences as shapelet candidates. The major bulk of computation is then on building the model from the candidates. In this paper, we propose a novel efficient shapelet discovery method, called BSPCOVER, to discover a set of high-quality shapelet candidates for model building. Specifically, BSPCOVER generates abundant candidates via Symbolic Aggregate approXimation with sliding window, then prunes identical and highly similar candidates via Bloom filters, and similarity matching, respectively. We next propose a p-Cover algorithm to efficiently determine discriminative shapelet candidates that maximally represent each time-series class. Finally, any existing shapelet learning method can be adopted to build a classification model. We have conducted extensive experiments with well-known time-series datasets and representative state-of-the-art methods. Results show that BSPCOVER speeds up the state-of-the-art methods by more than 70 times, and the accuracy is often comparable to or higher than existing works.

Visualet: Visualizing Shapelets for Time Series Classification

2020

Time series classification (TSC) has attracted considerable attention from both academia and industry. TSC methods that are based on shapelets (intuitively, small highly-discriminative subsequences have been found effective and are particularly known for their interpretability, as shapelets themselves are subsequences. A recent work has significantly improved the efficiency of shapelet discovery. For instance, the shapelets of more than 65% of the datasets in the UCR Archive (containing data from different application domains) can be computed within an hour, whereas those of 12 datasets can be computed within a minute. Such efficiency has made it possible for demo attendees to interact with shapelet discovery and explore high-quality shapelets. In this demo, we present Visualet -- a tool for visualizing shapelets, and exploring effective and interpretable ones.