计算机科学 ›› 2022, Vol. 49 ›› Issue (7): 40-49.doi: 10.11896/jsjkx.210700226
所属专题： 大数据&数据科学 虚拟专题
高振卓, 王志海, 刘海洋
GAO Zhen-zhuo, WANG Zhi-hai, LIU Hai-yang
摘要： 近年来,时间序列分类问题的研究受到了广泛关注。先进的时间序列分类方法通常建立在良好的特征表示的基础之上。Shapelet是时间序列中具备鉴别性的子序列,可有效表达时间序列的局部形状特征。然而,高昂的计算成本大大限制了基于Shapelet的时间序列分类方法的实用性。除此之外,传统的Shapelet仅能描述欧氏距离度量下子序列的形状特征,因此极易受到噪声干扰并难以挖掘子序列中蕴含的其他类型的鉴别性信息。为应对上述问题,提出了一种新的时间序列分类算法——嵌入典型时间序列特征的随机Shapelet森林。该算法基于以下3个关键策略:1)随机选取Shapelet并限制Shapelet的作用范围以提高效率;2)在Shapelet中嵌入多个典型时间序列特征以提高算法对不同分类问题的适应性,并弥补随机选取Shapelet带来的精度损失;3)在新的特征表示的基础上构建随机森林分类器以确保算法的泛化能力。112个UCR时间序列数据集上的实验结果表明,本文算法的准确性超越了基于Shapelet精确搜索和Shapelet转换技术的STC算法,以及多个其他类型的先进时间序列分类算法。此外,广泛的实验对比验证了本文算法在效率上的显著优势。
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