PU-Shapelets: Towards Pattern-Based Positive Unlabeled Classification of Time Series

Abstract

Real-world time series classification applications often involve positive unlabeled (PU) training data, where there are only a small set PL of positive labeled examples and a large set U of unlabeled ones. Most existing time series PU classification methods utilize all readings in the time series, making them sensitive to non-characteristic readings. Characteristic patterns named shapelets present a promising solution to this problem, yet discovering shapelets under PU settings is not easy. In this paper, we take on the challenging task of shapelet discovery with PU data. We propose a novel pattern ensemble technique utilizing both characteristic and non-characteristic patterns to rank U examples by their possibilities of being positive. We also present a novel stopping criterion to estimate the number of positive examples in U. These enable us to effectively label all U training examples and conduct supervised shapelet discovery. The shapelets are then used to build a one-nearest-neighbor classifier for online classification. Extensive experiments demonstrate the effectiveness of our method.