TimeNet: Pre-trained deep recurrent neural network for time series classification
Inspired by the tremendous success of deep Convolutional Neural Networks as generic feature extractors for images, we propose TimeNet: a deep recurrent neural network (RNN) trained on diverse time series in an unsupervised manner using sequence to sequence (seq2seq) models to extract features from time series. Rather than relying on data from the problem domain, TimeNet attempts to generalize time series representation across domains by ingesting time series from several domains simultaneously. Once trained, TimeNet can be used as a generic off-the-shelf feature extractor for time series. The representations or embeddings given by a pre-trained TimeNet are found to be useful for time series classification (TSC). For several publicly available datasets from UCR TSC Archive and an industrial telematics sensor data from vehicles, we observe that a classifier learned over the TimeNet embeddings yields significantly better performance compared to (i) a classifier learned over the embeddings given by a domain-specific RNN, as well as (ii) a nearest neighbor classifier based on Dynamic Time Warping.
Code (2)
Tasks
Dynamic Time WarpingGeneral ClassificationTime SeriesTime Series AnalysisTime Series ClassificationSimilar Papers 제목 키워드 기반
ConvTimeNet: A Pre-trained Deep Convolutional Neural Network for Time Series Classification
Training deep neural networks often requires careful hyper-parameter tuning and significant computational resources. In this paper, we propose ConvTimeNet (CTN): an off-the-shelf deep convolutional neural network (CNN) t…
Computational EfficiencyGeneral ClassificationTime SeriesTime Series Analysis+1Transfer Learning for Clinical Time Series Analysis using Deep Neural Networks
Deep neural networks have shown promising results for various clinical prediction tasks. However, training deep networks such as those based on Recurrent Neural Networks (RNNs) requires large labeled data, significant hy…
Domain AdaptationTime SeriesTime Series AnalysisTransfer LearningCross-Domain Pre-training with Language Models for Transferable Time Series Representations
Advancements in self-supervised pre-training (SSL) have significantly advanced the field of learning transferable time series representations, which can be very useful in enhancing the downstream task. Despite being effe…
Language ModellingTime SeriesTime Series ClassificationOn Multivariate Financial Time Series Classification
This article investigates the use of Machine Learning and Deep Learning models in multivariate time series analysis within financial markets. It compares small and big data approaches, focusing on their distinct challeng…
ClassificationTime SeriesTime Series AnalysisTime Series ClassificationConvTimeNet: A Deep Hierarchical Fully Convolutional Model for Multivariate Time Series Analysis
Designing effective models for learning time series representations is foundational for time series analysis. Many previous works have explored time series representation modeling approaches and have made progress in thi…
Time SeriesTime Series AnalysisTime Series Forecasting