Title
Adaptive Multi-Scale Wavelet Neural Network For Time Series Classification
Abstract
Wavelet transform is a well-known multi-resolution tool to analyze the time series in the time-frequency domain. Wavelet basis is diverse but predefined by manual without taking the data into the consideration. Hence, it is a great challenge to select an appropriate wavelet basis to separate the low and high frequency components for the task on the hand. Inspired by the lifting scheme in the second-generation wavelet, the updater and predictor are learned directly from the time series to separate the low and high frequency components of the time series. An adaptive multi-scale wavelet neural network (AMSW-NN) is proposed for time series classification in this paper. First, candidate frequency decompositions are obtained by a multi-scale convolutional neural network in conjunction with a depthwise convolutional neural network. Then, a selector is used to choose the optimal frequency decomposition from the candidates. At last, the optimal frequency decomposition is fed to a classification network to predict the label. A comprehensive experiment is performed on the UCR archive. The results demonstrate that, compared with the classical wavelet transform, AMSW-NN could improve the performance based on different classification networks.
Year
DOI
Venue
2021
10.3390/info12060252
INFORMATION
Keywords
DocType
Volume
wavelet transform, lifting scheme, time series classification
Journal
12
Issue
Citations 
PageRank 
6
0
0.34
References 
Authors
0
4
Name
Order
Citations
PageRank
Kewei Ouyang101.69
Yi Hou202.37
Shilin Zhou301.01
Ye Zhang402.70