Deep learning for time series classification: a review

Time Series Classification (TSC) is an important and challenging problem in data mining. With the increase of time series data availability, hundreds of TSC algorithms have been proposed. Among these methods, only a few have considered Deep Neural Networks (DNNs) to perform this task. This is surprising as deep learning has seen very successful applications in the last years. DNNs have indeed revolutionized the field of computer vision especially with the advent of novel deeper architectures such as Residual and Convolutional Neural Networks. Apart from images, sequential data such as text and audio can also be processed with DNNs to reach state-of-the-art performance for document classification and speech recognition. In this article, we study the current state-of-the-art performance of deep learning algorithms for TSC by presenting an empirical study of the most recent DNN architectures for TSC. We give an overview of the most successful deep learning applications in various time series domains under a unified taxonomy of DNNs for TSC. We also provide an open source deep learning framework to the TSC community where we implemented each of the compared approaches and evaluated them on a univariate TSC benchmark (the UCR/UEA archive) and 12 multivariate time series datasets. By training 8,730 deep learning models on 97 time series datasets, we propose the most exhaustive study of DNNs for TSC to date.Comment: Accepted at Data Mining and Knowledge Discover

Convolutional Neural Networks for Epileptic Seizure Prediction

Epilepsy is the most common neurological disorder and an accurate forecast of seizures would help to overcome the patient's uncertainty and helplessness. In this contribution, we present and discuss a novel methodology for the classification of intracranial electroencephalography (iEEG) for seizure prediction. Contrary to previous approaches, we categorically refrain from an extraction of hand-crafted features and use a convolutional neural network (CNN) topology instead for both the determination of suitable signal characteristics and the binary classification of preictal and interictal segments. Three different models have been evaluated on public datasets with long-term recordings from four dogs and three patients. Overall, our findings demonstrate the general applicability. In this work we discuss the strengths and limitations of our methodology.Comment: accepted for MLESP 201

Evaluating surgical skills from kinematic data using convolutional neural networks

The need for automatic surgical skills assessment is increasing, especially because manual feedback from senior surgeons observing junior surgeons is prone to subjectivity and time consuming. Thus, automating surgical skills evaluation is a very important step towards improving surgical practice. In this paper, we designed a Convolutional Neural Network (CNN) to evaluate surgeon skills by extracting patterns in the surgeon motions performed in robotic surgery. The proposed method is validated on the JIGSAWS dataset and achieved very competitive results with 100% accuracy on the suturing and needle passing tasks. While we leveraged from the CNNs efficiency, we also managed to mitigate its black-box effect using class activation map. This feature allows our method to automatically highlight which parts of the surgical task influenced the skill prediction and can be used to explain the classification and to provide personalized feedback to the trainee.Comment: Accepted at MICCAI 201

An Expectation Maximization Method to Learn the Group Structure of Deep Neural Network

Department of Computer Science and EngineeringAnalyzing multivariate time series data is important for many applications such as automated control, sensor fault diagnosis and financial data analysis. One of the key challenges is to learn latent features automatically from dynamically changing multivariate input. Convolutional neural networks (CNNs) have been successful to learn generalized feature extractors with shared parameters over the spatial domain in visual recognition tasks. For high-dimensional multivariate time series, designing an appropriate CNN model structure is challenging because the kernels may need to be extended through the full dimension of the input volume. To address this issue, we propose an Expectation Maximization (EM) method to learn the group structure of deep neural networks so that we can process the multiple high-dimensional kernels efficiently. This algorithm groups the kernels for each channel using the EM method and partition the kernel matrix into a block matrix. The EM method assumes the Gaussian Mixture Model (GMM) and the parameters of the GMM is updated together with the parameters of deep neural network by end-to-end backpropagation learning.ope

MTS2Graph: Interpretable Multivariate Time Series Classification with Temporal Evolving Graphs

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural networks can learn low-dimensional features efficiently, and in particular, Convolutional Neural Networks (CNN) have shown promising results in classifying Multivariate Time Series (MTS) data. A key factor in the success of deep neural networks is this astonishing expressive power. However, this power comes at the cost of complex, black-boxed models, conflicting with the goals of building reliable and human-understandable models. An essential criterion in understanding such predictive deep models involves quantifying the contribution of time-varying input variables to the classification. Hence, in this work, we introduce a new framework for interpreting multivariate time series data by extracting and clustering the input representative patterns that highly activate CNN neurons. This way, we identify each signal's role and dependencies, considering all possible combinations of signals in the MTS input. Then, we construct a graph that captures the temporal relationship between the extracted patterns for each layer. An effective graph merging strategy finds the connection of each node to the previous layer's nodes. Finally, a graph embedding algorithm generates new representations of the created interpretable time-series features. To evaluate the performance of our proposed framework, we run extensive experiments on eight datasets of the UCR/UEA archive, along with HAR and PAM datasets. The experiments indicate the benefit of our time-aware graph-based representation in MTS classification while enriching them with more interpretability