Eamonn J. Keogh and Michael J. Pazzani
We introduce an extended representation of time series that allows fast, accurate classification and clustering in addition to the ability to explore time series data in a relevance feedback framework. The representation consists of piecewise linear segments to represent shape and a weight vector that contains the relative importance of each individual linear segment. In the classification context, the weights are learned automatically as part of the training cycle. In the relevance feedback context, the weights are determined by an interactive and iterative process in which users rate various choices presented to them. Our representation allows a user to define a variety of similarity measures that can be tailored to specific domains. We demonstrate our approach on space telemetry, medical and synthetic data.