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End-to-end multivariate time series classification via hybrid deep learning architectures
Personal and Ubiquitous Computing ( IF 3.006 ) Pub Date : 2020-09-11 , DOI: 10.1007/s00779-020-01447-7
Mehak Khan , Hongzhi Wang , Alladoumbaye Ngueilbaye , Aya Elfatyany

Deep learning has revolutionized many areas, including time series data mining. Multivariate time series classification (MTSC) remained to be a well-known problem in the time series data mining community, due to its availability in various practical applications such as healthcare, finance, geoscience, and bioinformatics. Recently, multivariate long short-term memory with fully convolutional network (MLSTM-FCN) and multivariate attention long short-term memory with fully convolutional network (MALSTM-FCN) have shown superior results over various state-of-the-art methods. So, in this paper, we explore the usage of recurrent neural network (RNN), and its variants, such as bidirectional recurrent neural network (BiRNN), bidirectional long short-term memory (BiLSTM), gated recurrent unit (GRU), and bidirectional gated recurrent unit (BiGRU). We augment these RNN variants separately by replacing long short-term memory (LSTM) in MLSTM-FCN, which is the combination of LSTM, squeeze-and-excitation (SE) block, and fully convolutional network (FCN). Moreover, we integrate the SE block within FCN to leverage its high performance for the MTSC task. The resulting algorithms do not require heavy pre-processing or feature crafting. Thus, they could be easily deployed on real-time systems. We conduct a comprehensive evaluation with a large number of standard datasets and demonstrate that our approaches achieve notable results over the current best MTSC approach.



中文翻译:

通过混合深度学习架构进行端到端多元时间序列分类

深度学习已经在许多领域带来了革命性变化,包括时间序列数据挖掘。多元时间序列分类(MTSC)仍然是时间序列数据挖掘社区中的一个众所周知的问题,因为它在医疗,金融,地球科学和生物信息学等各种实际应用中都可以使用。最近,具有全卷积网络的多元长短期记忆(MLSTM-FCN)和具有全卷积网络的多元注意长短期记忆(MALSTM-FCN)已显示出优于各种最新方法的优异结果。因此,在本文中,我们探索了递归神经网络(RNN)及其变体的用法,例如双向递归神经网络(BiRNN),双向长短期记忆(BiLSTM),门控递归单元(GRU)和双向门控循环单元(BiGRU)。我们通过替换MLSTM-FCN中的长短期记忆(LSTM)来分别增强这些RNN变体,后者是LSTM,挤压和激发(SE)块以及完全卷积网络(FCN)的组合。此外,我们将SE块集成到FCN中,以利用其高性能来完成MTSC任务。生成的算法不需要大量的预处理或特征处理。因此,它们可以轻松地部署在实时系统上。我们对大量标准数据集进行了全面评估,并证明了我们的方法在当前最好的MTSC方法上取得了显著成果。我们将SE块集成到FCN中,以利用其高性能来完成MTSC任务。生成的算法不需要大量的预处理或特征处理。因此,它们可以轻松地部署在实时系统上。我们对大量标准数据集进行了全面评估,并证明了我们的方法在当前最好的MTSC方法上取得了显著成果。我们将SE块集成到FCN中,以利用其高性能来完成MTSC任务。生成的算法不需要大量的预处理或特征处理。因此,它们可以轻松地部署在实时系统上。我们对大量标准数据集进行了全面评估,并证明我们的方法在当前最好的MTSC方法上取得了显著成果。

更新日期:2020-09-11
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