A Novel Technique to Time Series Shapelets

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Time Series Shapelets



  1. A pool of time series, of different length

  2. They are from class A and B, labeled



       Find a series of shapelets to optimally split the set



  1. Supervised learning (explicit labeling), training / testing

  2. Decision tree (find an optimal shapelet at each node)

  3. Euclidean distance (basically distance measure only computed for subsequences with the same length)

  4. Some modification applied to brute force method to reduce complexity and storage