Title
Multi-Scale Convolutional Neural Networks for Time Series Classification.
Abstract
Time series classification (TSC), the problem of predicting class labels of time series, has been around for decades within the community of data mining and machine learning, and found many important applications such as biomedical engineering and clinical prediction. However, it still remains challenging and falls short of classification accuracy and efficiency. Traditional approaches typically involve extracting discriminative features from the original time series using dynamic time warping (DTW) or shapelet transformation, based on which an off-the-shelf classifier can be applied. These methods are ad-hoc and separate the feature extraction part with the classification part, which limits their accuracy performance. Plus, most existing methods fail to take into account the fact that time series often have features at different time scales. To address these problems, we propose a novel end-to-end neural network model, Multi-Scale Convolutional Neural Networks (MCNN), which incorporates feature extraction and classification in a single framework. Leveraging a novel multi-branch layer and learnable convolutional layers, MCNN automatically extracts features at different scales and frequencies, leading to superior feature representation. MCNN is also computationally efficient, as it naturally leverages GPU computing. We conduct comprehensive empirical evaluation with various existing methods on a large number of benchmark datasets, and show that MCNN advances the state-of-the-art by achieving superior accuracy performance than other leading methods.
Year
Venue
Field
2016
arXiv: Computer Vision and Pattern Recognition
Dynamic time warping,Pattern recognition,Convolutional neural network,Computer science,Feature extraction,Artificial intelligence,General-purpose computing on graphics processing units,Artificial neural network,Classifier (linguistics),Discriminative model,Machine learning,Time series classification
DocType
Volume
Citations 
Journal
abs/1603.06995
21
PageRank 
References 
Authors
0.80
10
3
Name
Order
Citations
PageRank
Zhicheng Cui1886.52
Wenlin Chen235823.45
Yixin Chen34326299.19