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一种基于趋势距离的快速Shapelet提取算法

A Fast Shapelet Extraction Algorithm Based on Trend Distance

  • 摘要: 针对现有Shapelet提取方法无法反映趋势特点、提取结果与原始数据偏离程度略大的问题,提出了一种改进的快速Shapelet选择算法。本文首先提出了一种考虑时间序列相对趋势的距离计算方法,该方法能够更精确地度量时间序列的相似性。其次,将Shapelet特征与集成网络结合,使分类器受益于残差线性连接和注意机制,增强了算法的泛化能力。最后,在12个数据集上进行了对照试验。实验结果表明,本文方法可以获得88.0%的平均精度,与快速Shapelet算法相比平均精度提升了2.9%,尤其在ChlorineConcentration数据集上精度提高了13.3%;就加速率而言,该方法在10个数据集上的提取速度都超过了原算法,因此可以更高效地提取时间序列数据中的Shapelet。

     

    Abstract: Aiming at the problem that the existing Shapelet extraction method cannot reflect the trend characteristics and the extraction result deviates slightly from the original data, an improved fast Shapelet selection algorithm was proposed. A distance calculation method considering the relative trend of time series was proposed, which could measure the similarity of time series more accurately. Secondly, the Shapelet features were combined with the ensemble network to enable the classifier to benefit from the residual linear connection and attention mechanism, which enhanced the generalization ability of the algorithm. Finally, controlled trials were conducted on 12 datasets. Experimental results show that the proposed method can obtain an average accuracy of 88. 0%, which is 2. 9% higher than the fast Shapelet algorithm, especially on the ChlorineConcentration dataset, and the accuracy is increased by 13. 3%. In terms of acceleration rate, the method can extract faster than the original algorithm on all 10 datasets, so it can extract Shapelet in time series data more efficiently.

     

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