Multiview Unsupervised Shapelet Learning for Multivariate Time Series Clustering

IEEE Trans Pattern Anal Mach Intell. 2023 Apr;45(4):4981-4996. doi: 10.1109/TPAMI.2022.3198411. Epub 2023 Mar 7.

Abstract

Multivariate time series clustering has become an important research topic in the time series learning task, which aims to discover the correlation among multiple sequences and partition multivariate time series data into several subsets. Although there are currently some methods that can handle this task, most of them fail to discover informative subsequences from multivariate time series instances. In this paper, we first propose a novel unsupervised shapelet learning with adaptive neighbors (USLA) model for learning salient multivariate subsequences (i.e., multivariate shapelets), where the importance of each variate can be auto-determined when given a candidate multivariate shapelet. USLA performs multivariate shapelet-transformed representation learning and local structure learning simultaneously, but the performance of USLA with multivariate shapelets of different lengths is comparable to that of isometric multivariate shapelets. In fact, the shapelet-transformed representations learned from multivariate shapelets of different lengths can all represent multivariate time series instances separately and often contain complementary information to each other. Therefore, we develop a novel multiview USLA (MUSLA) model which treats shapelet-transformed representations learned from shapelets of different lengths as different views. In this way, MUSLA learns the importance of each view and the neighbor graph matrix among multiview representations when candidate multivariate shapelets of different lengths are determined. Experimental results show that MUSLA outperforms other state-of-the-art multivariate time series algorithms on real-world multivariate time series datasets.