Convolutional Neural Network with an Elastic Matching Mechanism for Time Series Classification

Abstract

Recently, some researchers adopted the convolutional neural network (CNN) for time series classification (TSC) and have achieved better performance than most hand-crafted methods in the University of California, Riverside (UCR) archive. The secret to the success of the CNN is weight sharing, which is robust to the global translation of the time series. However, global translation invariance is not the only case considered for TSC. Temporal distortion is another common phenomenon besides global translation in time series. The scale and phase changes due to temporal distortion bring significant challenges to TSC, which is out of the scope of conventional CNNs. In this paper, a CNN architecture with an elastic matching mechanism, which is named Elastic Matching CNN (short for EM-CNN), is proposed to address this challenge. Compared with the conventional CNN, EM-CNN allows local time shifting between the time series and convolutional kernels, and a matching matrix is exploited to learn the nonlinear alignment between time series and convolutional kernels of the CNN. Several EM-CNN models are proposed in this paper based on diverse CNN models. The results for 85 UCR datasets demonstrate that the elastic matching mechanism effectively improves CNN performance.

Keywords

• time series classification
• convolutional neural network
• temporal distortion
• elastic matching