Time series classification is related to many dif- ferent domains, such as health informatics, finance, and bioinformatics. Due to its broad applications, researchers have developed many algorithms for this kind of ta...Time series classification is related to many dif- ferent domains, such as health informatics, finance, and bioinformatics. Due to its broad applications, researchers have developed many algorithms for this kind of tasks, e.g., multivariate time series classification. Among the classifi- cation algorithms, k-nearest neighbor （k-NN） classification （particularly 1-NN） combined with dynamic time warping （DTW） achieves the state of the art performance. The defi- ciency is that when the data set grows large, the time con- sumption of 1-NN with DTW will be very expensive. In con- trast to 1-NN with DTW, it is more efficient but less ef- fective for feature-based classification methods since their performance usually depends on the quality of hand-crafted features. In this paper, we aim to improve the performance of traditional feature-based approaches through the feature learning techniques. Specifically, we propose a novel deep learning framework, multi-channels deep convolutional neu- ral networks （MC-DCNN）, for multivariate time series classi- fication. This model first learns features from individual uni- variate time series in each channel, and combines information from all channels as feature representation at the final layer. Then, the learnt features are applied into a multilayer percep- tron （MLP） for classification. Finally, the extensive experi- ments on real-world data sets show that our model is not only more efficient than the state of the art but also competitive in accuracy. This study implies that feature learning is worth to be investigated for the problem of time series classification.展开更多
文摘Time series classification is related to many dif- ferent domains, such as health informatics, finance, and bioinformatics. Due to its broad applications, researchers have developed many algorithms for this kind of tasks, e.g., multivariate time series classification. Among the classifi- cation algorithms, k-nearest neighbor （k-NN） classification （particularly 1-NN） combined with dynamic time warping （DTW） achieves the state of the art performance. The defi- ciency is that when the data set grows large, the time con- sumption of 1-NN with DTW will be very expensive. In con- trast to 1-NN with DTW, it is more efficient but less ef- fective for feature-based classification methods since their performance usually depends on the quality of hand-crafted features. In this paper, we aim to improve the performance of traditional feature-based approaches through the feature learning techniques. Specifically, we propose a novel deep learning framework, multi-channels deep convolutional neu- ral networks （MC-DCNN）, for multivariate time series classi- fication. This model first learns features from individual uni- variate time series in each channel, and combines information from all channels as feature representation at the final layer. Then, the learnt features are applied into a multilayer percep- tron （MLP） for classification. Finally, the extensive experi- ments on real-world data sets show that our model is not only more efficient than the state of the art but also competitive in accuracy. This study implies that feature learning is worth to be investigated for the problem of time series classification.
