An improved fast shapelet selection algorithm and its application to pervasive EEG

With the rapid development of pervasive devices, a great deal of time series are generated by various sensors, and many time series classification (TSC) algorithms have been proposed to deal with these data. Among them, shapelet-based algorithms have attracted great attention due to its high accuracy and strong interpretability. However, time complexity of shapelet-based algorithms is high. In this paper, we propose an improved Fast Shapelet Selection algorithm based on Clustering (FSSoC), which greatly reduces the time of shapelet selection. Firstly, time series are clustered into several groups with improved k-means, and then some time series are sampled from each cluster with a strategy based on Euclidean Distance sorting. Secondly, Important Data Points (IDPs) of the sampled time series are identified and only the subsequences between two nonadjacent IDPs are added to shapelet candidates. Therefore, the number of shapelet candidates is greatly reduced, which leads to a obviously reduction in time consumption. Thirdly, FSSoC is applied to shapelet transformation algorithm to test classification accuracy and running time, the experiments demonstrate that FSSoC is obviously faster than existing shapelet selection algorithms while keeping a high accuracy. At last, a case study on EEG time series is presented, which verifies the feasibility of FSSoC application to automatically discover representative EEG features.