Ensembles of Randomized Time Series Shapelets Provide Improved Accuracy while Reducing Computational Costs

TL;DR

This paper introduces an ensemble approach using randomized sampling of shapelet candidates for time series classification, achieving comparable accuracy to exact methods but with significantly reduced computational costs.

Contribution

The paper proposes a novel ensemble method of shapelet classifiers using random sampling, improving efficiency while maintaining accuracy.

Findings

Ensemble classifiers outperform single exact shapelet methods in accuracy.

The approach significantly reduces computational costs.

Random sampling maintains competitive classification performance.

Abstract

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 discretization and often lead to reduced classification accuracy compared to the exact method. We are proposing the use of ensembles of shapelet-based classifiers obtained using random sampling of the shapelet candidates. Using random sampling reduces the number of evaluated candidates and consequently the required computational cost, while the classification accuracy of the resulting models is also not significantly different than that of the exact algorithm. The combination of randomized classifiers rectifies the inaccuracies of individual models because of the diversity of the solutions. Based on the experiments performed, it is shown that the proposed approach of using an ensemble of inexpensive classifiers provides better classification accuracy compared to the exact method at a significantly lesser computational cost.