Time Series Classification Based on Multi-Dimensional Feature Fusion
Shuo Quan, Mengyu Sun, Xiangyu Zeng, Xuliang Wang, Zeya Zhu
Abstract
Time series classification is a key problem in data mining, most of existing classification methods directly extract one-dimensional data from one-dimensional features, which cannot effectively express the inter-relation between different time points. Besides, some classification methods extract two-dimensional features through encoding raw one-dimensional data into two-dimensional images, and part of information is lost due to the difference of encoding methods. How to make full use of one-dimensional and two-dimensional features to extract valuable information and integrate them in an optimal fashion remains a promising challenge. In this paper, we propose a multi-scale convolutional network to extract one-dimensional features from time series for obtaining more feature information based on multi-scale convolution kernels. Two-dimensional features are constructed in terms of two-dimensional image coding based on <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">${G}$ </tex-math></inline-formula> ramian angular field, <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">${M}$ </tex-math></inline-formula> arkov transition field and <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">${R}$ </tex-math></inline-formula> ecurrence plot (GMR) methods. We develop a multi-dimensional feature fusion approach leveraging <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">${S}$ </tex-math></inline-formula> queeze-and- <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">${E}$ </tex-math></inline-formula> xcitation (SE) and <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">${S}$ </tex-math></inline-formula> elf- <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">${A}$ </tex-math></inline-formula> ttention (SA) mechanism to effective fusing one-dimensional multi-scale features and two-dimensional image features in terms of weight setting. We conduct experimental verification based on 84 complete data traces from a typical UCR dataset in the field. Experimental results show that the accuracy of our proposed approach improves by 3.35% compared with existing benchmark methods. The Grad ient-weighted <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">${C}$ </tex-math></inline-formula> lass <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">${A}$ </tex-math></inline-formula> ctivation <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">${M}$ </tex-math></inline-formula> apping (Grad-CAM) visualization analysis method is adopted, where our proposed approach extracts more accurate features and effectively distinguishes different time series data categories.