Scalable Clustering of Time Series with U-Shapelets

A recently introduced primitive for time series data mining, unsupervised shapelets (u-shapelets), has demonstrated significant potential for time series clustering. In contrast to approaches that consider the entire time series to compute pairwise similarities, the u-shapelets technique allows considering only relevant subsequences of time series. Moreover, u-shapelets allow us to bypass the apparent chicken-and-egg paradox of defining relevant with reference to the clustering itself. U-shapelets have several advantages over rival methods. First, they are defined even when the time series are of different lengths; for example, they allow clustering datasets containing a mixture of single heartbeats and multi-beat ECG recordings. Second, u-shapelets mitigate sensitivity to irrelevant data such as noise, spikes, dropouts, etc. Finally, u-shapelets demonstrated ability to provide additional insights into the data. Unfortunately, the state-ofthe-art algorithms for u-shapelets search are intractable and so their advantages have only been demonstrated on tiny datasets. We propose a simple approach to speed up a ushapelet discovery by two orders of magnitude, without any significant loss in clustering quality.