Early classification of multivariate temporal observations by extraction of interpretable shapelets

Early classification of time series is beneficial for biomedical informatics problems such including, but not limited to, disease change detection. Early classification can be of tremendous help by identifying the onset of a disease before it has time to fully take hold. In addition, extracting patterns from the original time series helps domain experts to gain insights into the classification results. This problem has been studied recently using time series segments called shapelets. In this paper, we present a method, which we call Multivariate Shapelets Detection (MSD), that allows for early and patient-specific classification of multivariate time series. The method extracts time series patterns, called multivariate shapelets, from all dimensions of the time series that distinctly manifest the target class locally. The time series were classified by searching for the earliest closest patterns.

The proposed early classification method for multivariate time series has been evaluated on eight gene expression datasets from viral infection and drug response studies in humans. In our experiments, the MSD method outperformed the baseline methods, achieving highly accurate classification by using as little as 40%-64% of the time series. The obtained results provide evidence that using conventional classification methods on short time series is not as accurate as using the proposed methods specialized for early classification.

For the early classification task, we proposed a method called Multivariate Shapelets Detection (MSD), which extracts patterns from all dimensions of the time series. We showed that the MSD method can classify the time series early by using as little as 40%-64% of the time series' length.