Deep Temporal Convolution Network for Time Series Classification

Abstract

A neural network that matches with a complex data function is likely to boost the classification performance as it is able to learn the useful aspect of the highly varying data. In this work, the temporal context of the time series data is chosen as the useful aspect of the data that is passed through the network for learning. By exploiting the compositional locality of the time series data at each level of the network, shift-invariant features can be extracted layer by layer at different time scales. The temporal context is made available to the deeper layers of the network by a set of data processing operations based on the concatenation operation. A matching learning algorithm for the revised network is described in this paper. It uses gradient routing in the backpropagation path. The framework as proposed in this work attains better generalization without overfitting the network to the data, as the weights can be pretrained appropriately. It can be used end-to-end with multivariate time series data in their raw form, without the need for manual feature crafting or data transformation. Data experiments with electroencephalogram signals and human activity signals show that with the right amount of concatenation in the deeper layers of the proposed network, it can improve the performance in signal classification.