Application of Discrete Wavelet Transform in Shapelet-Based Classification

Algorithm 3

EnsembleClassifier().

	Input: R+1 transformed matrix
	the original time series dataset
	base classifier
	simulation times N
	Output: the optimal weights and the maximum accuracy
	1: get the initial weight and step length
	2: for all in do
	3:
	4: acc ⟵ computeAccuracy
	5: accList ⟵
	6: accList ⟵ append ()
	7: while True
	8: ⟵ MonteCarlo (N)
	9: accList ⟵ append ()
	10: update simulation repeat time from to 2
	11: update step length from to 2
	12: if
	13: break
	14: return