A Shapelet Transform for Multivariate Time Series Classification

Aaron Bostrom, Anthony Bagnall

Published 2017-12-18Version 1

Shapelets are phase independent subsequences designed for time series classification. We propose three adaptations to the Shapelet Transform (ST) to capture multivariate features in multivariate time series classification. We create a unified set of data to benchmark our work on, and compare with three other algorithms. We demonstrate that multivariate shapelets are not significantly worse than other state-of-the-art algorithms.