Time series analysis using a shapelet learning method with area under the curve

Abstract

A time series data analysis method, includes: generating a plurality of first feature vectors including feature amounts of a plurality of feature waveforms, based on distances from a plurality of first time series data sequences to the plurality of feature waveforms, the first time series data sequences belonging to a first class; generating a plurality of second feature vectors including feature amounts of the plurality of feature waveforms, based on distances from a plurality of second time series data sequences to the plurality of feature waveforms, the plurality of second time series data sequences belonging to a second class; and updating the plurality of feature waveforms, based on the plurality of first feature vectors, the plurality of second feature vectors, a performance indicator parameter related to a performance indicator for a classification model and a model parameter including weights on the plurality of feature waveforms.