基于shapelet的时间序列分类研究
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  • 英文篇名:Research on Time Series Classification Based on Shapelet
  • 作者:闫汶和 ; 李桂玲
  • 英文作者:YAN Wen-he;LI Gui-ling;School of Computer Science,China University of Geosciences;
  • 关键词:时间序列 ; 分类 ; 特征提取 ; shapelet
  • 英文关键词:Time series;;Classification;;Feature extraction;;Shapelet
  • 中文刊名:JSJA
  • 英文刊名:Computer Science
  • 机构:中国地质大学(武汉)计算机学院;
  • 出版日期:2019-01-15
  • 出版单位:计算机科学
  • 年:2019
  • 期:v.46
  • 基金:国家自然科学基金(61702468);; 中国地质大学(武汉)教学实验室开放基金(SKJ2018286)资助
  • 语种:中文;
  • 页:JSJA201901006
  • 页数:7
  • CN:01
  • ISSN:50-1075/TP
  • 分类号:36-42
摘要
时间序列是随时间次序变化的高维实值数据,广泛存在于医学、金融、监控等领域。因为传统的分类算法在时间序列上的分类效果不佳且不具备可解释性,而shapelet为时间序列中最具辨别性的连续子序列,具有可解释性,所以基于shapelet的时间序列分类已成为时间序列分类研究的热点之一。首先,通过归纳总结,将现有的时间序列shapelet发现算法分为空间搜索发现shapelet和目标函数优化学习shapelet两类,并介绍了shapelet的相关应用;然后,从分类的对象出发,重点阐述了基于shapelet的一元时间序列和多元时间序列的分类算法;最后,指出了基于shapelet的时间序列分类在未来的研究方向。
        Time series is high-dimensional real-value data changing with time order,and it appears extensively in the fields of medicine,finance,monitoring and others.Because the accuracy of conventional classification algorithms is not ideal for the time series and it doesn't possess the characteristic of interpretability,and shapelet is a discriminative continuous time-series subsequence,the time series classification based on shapelet has become one of the hot spots in the researches on time series classification.First,through analyzing the existing time series shapelet discovery methods,this paper classified them into two catalogues,namely shapelet discovery from shapelet candidates and learning shapelet by optimizing object function,and introduced the application of shapelet.Then,according to the classification object,this paper emphasized the univariate time series classification algorithms and multivariate time series classification algorithms based on shapelet.Finally,this paper pointed out the further research direction of time series classification based on shapelet.
引文
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