Discriminative shapelet learning via temporal clustering and matrix factorization

Identifying discriminative patterns, known as shapelets, within time series is a critical step in many time series classification tasks. A major limitation of shapelet learning is that often hindered by their unsupervised methods, treating shapelet learning as an unsupervised subsequence clustering process and discovery based on pre-defined metric, which performed sequentially. This sequential procedure presents challenges, as it fails to establish a direct connection between shapelets and samples, and lacks the capacity to explicitly incorporate label information. In this paper, we proposed a novel shapelet learning algorithm called Discriminative Shapelet Learning via Temporal Clustering and Matrix Factorization (DSLMF). DSLMF introduced a joint framework that combines matrix factorization and coherent temporal clustering to discovery salient and coherent feature subsets. To further enhance discriminability and prevent arbitrary shapelet shapes, DSLMF integrates a label-specific shapelet regularization as a guiding mechanism enabling the learning of shapelets optimized for higher classification performance. The proposed algorithm has shown to be effective for capturing the temporal cluster structure and interpretability of shapelet-based method. The results of experiments showcased in this paper highlight DSLMF’s effectiveness in capturing temporal cluster structures and learning meaningful shapelets, ultimately leading to promising performance on benchmark datasets.