scholarly journals Quantitative Assessment of Respiratory Distress Using Convolutional Neural Network for Multivariate Time Series Segmentation

2020 ◽  
Author(s):  
Rohit Pardasani ◽  
Rupanjali Chaudhuri ◽  
Navchetan Awasthi ◽  
Sheetal Chaurasia ◽  
Sushma Maya
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Respiratory Distress ◽  
Convolutional Neural Network ◽  
Quantitative Assessment ◽  
Multivariate Time Series ◽  
Time Series Segmentation

scholarly journals XCM: An Explainable Convolutional Neural Network for Multivariate Time Series Classification

Mathematics ◽  
2021 ◽  
Vol 9 (23) ◽  
pp. 3137
Author(s):  
Kevin Fauvel ◽  
Tao Lin ◽  
Véronique Masson ◽  
Élisa Fromont ◽  
Alexandre Termier
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Deep Learning ◽  
Convolutional Neural Network ◽  
Input Data ◽  
State Of The Art ◽  
Multivariate Time Series ◽  
Learning Approach ◽  
Multiple Domains ◽  
Post Hoc

Multivariate Time Series (MTS) classification has gained importance over the past decade with the increase in the number of temporal datasets in multiple domains. The current state-of-the-art MTS classifier is a heavyweight deep learning approach, which outperforms the second-best MTS classifier only on large datasets. Moreover, this deep learning approach cannot provide faithful explanations as it relies on post hoc model-agnostic explainability methods, which could prevent its use in numerous applications. In this paper, we present XCM, an eXplainable Convolutional neural network for MTS classification. XCM is a new compact convolutional neural network which extracts information relative to the observed variables and time directly from the input data. Thus, XCM architecture enables a good generalization ability on both large and small datasets, while allowing the full exploitation of a faithful post hoc model-specific explainability method (Gradient-weighted Class Activation Mapping) by precisely identifying the observed variables and timestamps of the input data that are important for predictions. We first show that XCM outperforms the state-of-the-art MTS classifiers on both the large and small public UEA datasets. Then, we illustrate how XCM reconciles performance and explainability on a synthetic dataset and show that XCM enables a more precise identification of the regions of the input data that are important for predictions compared to the current deep learning MTS classifier also providing faithful explainability. Finally, we present how XCM can outperform the current most accurate state-of-the-art algorithm on a real-world application while enhancing explainability by providing faithful and more informative explanations.

scholarly journals Sensor Classification Using Convolutional Neural Network by Encoding Multivariate Time Series as Two-Dimensional Colored Images

Sensors ◽  
2019 ◽  
Vol 20 (1) ◽  
pp. 168 ◽  
Author(s):  
Chao-Lung Yang ◽  
Zhi-Xuan Chen ◽  
Chen-Yi Yang
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Convolutional Neural Network ◽  
Classification Accuracy ◽  
Multivariate Time Series ◽  
Complex Structure ◽  
Series Data ◽  
Two Dimensional ◽  
Transformation Methods ◽  
The Impact

This paper proposes a framework to perform the sensor classification by using multivariate time series sensors data as inputs. The framework encodes multivariate time series data into two-dimensional colored images, and concatenate the images into one bigger image for classification through a Convolutional Neural Network (ConvNet). This study applied three transformation methods to encode time series into images: Gramian Angular Summation Field (GASF), Gramian Angular Difference Field (GADF), and Markov Transition Field (MTF). Two open multivariate datasets were used to evaluate the impact of using different transformation methods, the sequences of concatenating images, and the complexity of ConvNet architectures on classification accuracy. The results show that the selection of transformation methods and the sequence of concatenation do not affect the prediction outcome significantly. Surprisingly, the simple structure of ConvNet is sufficient enough for classification as it performed equally well with the complex structure of VGGNet. The results were also compared with other classification methods and found that the proposed framework outperformed other methods in terms of classification accuracy.

scholarly journals Remaining Useful Life Prediction Using Enhanced Convolutional Neural Network on Multivariate Time Series Sensor Data

2019 ◽  
Vol 16 (9) ◽  
pp. 669-679
Author(s):  
Manassakan SANAYHA ◽  
Peerapon VATEEKUL
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Convolutional Neural Network ◽  
Power Plants ◽  
High Reliability ◽  
Multivariate Time Series ◽  
Univariate Analysis ◽  
Remaining Useful Life ◽  
Sensor Data ◽  
Useful Life

All machines in power plants need high reliability and to be continuous run at all times in the production process. The Remaining Useful Life (RUL) prediction of machines is an estimation for planning maintenance activities in advance to save the cost of corrective and preventive maintenance. Most existing models analyze sensor data separately. This univariate analysis never considers the relationship between sensors and time simultaneously. In this paper, we applied a Convolutional Neural Network (CNN), which considered both dimensions of and sensors; a multivariate time series analysis. Furthermore, we applied many techniques to enhance the framework of deep learning, including dropout, L2 Regularization, and the Adaptive Gradient Descent (AdaGrad). For the experiment, we conducted our method and showed the performance in term of Root Mean Square Error (RMSE) on a standard benchmark and for real-case datasets.

scholarly journals Using Convolutional Neural Network and Candlestick Representation to Predict Sports Match Outcomes

2021 ◽  
Vol 11 (14) ◽  
pp. 6594
Author(s):  
Yu-Chia Hsu
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Pattern Recognition ◽  
Logistic Regression ◽  
Regression Model ◽  
Convolutional Neural Network ◽  
Logistic Regression Model ◽  
National Football League ◽  
Performance Metrics ◽  
Betting Market

The interdisciplinary nature of sports and the presence of various systemic and non-systemic factors introduce challenges in predicting sports match outcomes using a single disciplinary approach. In contrast to previous studies that use sports performance metrics and statistical models, this study is the first to apply a deep learning approach in financial time series modeling to predict sports match outcomes. The proposed approach has two main components: a convolutional neural network (CNN) classifier for implicit pattern recognition and a logistic regression model for match outcome judgment. First, the raw data used in the prediction are derived from the betting market odds and actual scores of each game, which are transformed into sports candlesticks. Second, CNN is used to classify the candlesticks time series on a graphical basis. To this end, the original 1D time series are encoded into 2D matrix images using Gramian angular field and are then fed into the CNN classifier. In this way, the winning probability of each matchup team can be derived based on historically implied behavioral patterns. Third, to further consider the differences between strong and weak teams, the CNN classifier adjusts the probability of winning the match by using the logistic regression model and then makes a final judgment regarding the match outcome. We empirically test this approach using 18,944 National Football League game data spanning 32 years and find that using the individual historical data of each team in the CNN classifier for pattern recognition is better than using the data of all teams. The CNN in conjunction with the logistic regression judgment model outperforms the CNN in conjunction with SVM, Naïve Bayes, Adaboost, J48, and random forest, and its accuracy surpasses that of betting market prediction.

scholarly journals A Novel Time-Sensitive Composite Similarity Model for Multivariate Time-Series Correlation Analysis

Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 731
Author(s):  
Mengxia Liang ◽  
Xiaolong Wang ◽  
Shaocong Wu
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Stock Price ◽  
Multivariate Time Series ◽  
Temporal Features ◽  
Proposed Model ◽  
Time Series Segmentation ◽  
Similarity Model ◽  
Dynamic Time ◽  
Investment Portfolios

Finding the correlation between stocks is an effective method for screening and adjusting investment portfolios for investors. One single temporal feature or static nontemporal features are generally used in most studies to measure the similarity between stocks. However, these features are not sufficient to explore phenomena such as price fluctuations similar in shape but unequal in length which may be caused by multiple temporal features. To research stock price volatilities entirely, mining the correlation between stocks should be considered from the point view of multiple features described as time series, including closing price, etc. In this paper, a time-sensitive composite similarity model designed for multivariate time-series correlation analysis based on dynamic time warping is proposed. First, a stock is chosen as the benchmark, and the multivariate time series are segmented by the peaks and troughs time-series segmentation (PTS) algorithm. Second, similar stocks are screened out by similarity. Finally, the rate of rising or falling together between stock pairs is used to verify the proposed model’s effectiveness. Compared with other models, the composite similarity model brings in multiple temporal features and is generalizable for numerical multivariate time series in different fields. The results show that the proposed model is very promising.

Image Classification of Time Series Based on Deep Convolutional Neural Network

2021 ◽  
Author(s):  
Wenjie Cao ◽  
Cheng Zhang ◽  
Zhenzhen Xiong ◽  
Ting Wang ◽  
Junchao Chen ◽  
...  
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Convolutional Neural Network ◽  
Image Classification ◽  
Deep Convolutional Neural Network

scholarly journals Method for Mapping Rice Fields in Complex Landscape Areas Based on Pre-Trained Convolutional Neural Network from HJ-1 A/B Data

2018 ◽  
Vol 7 (11) ◽  
pp. 418 ◽  
Author(s):  
Tian Jiang ◽  
Xiangnan Liu ◽  
Ling Wu
Keyword(s):  
Neural Network ◽  
Remote Sensing ◽  
Time Series ◽  
Deep Learning ◽  
Convolutional Neural Network ◽  
Vegetation Index ◽  
Southern China ◽  
Series Data ◽  
Support Vector ◽  
Complex Landscape

Accurate and timely information about rice planting areas is essential for crop yield estimation, global climate change and agricultural resource management. In this study, we present a novel pixel-level classification approach that uses convolutional neural network (CNN) model to extract the features of enhanced vegetation index (EVI) time series curve for classification. The goal is to explore the practicability of deep learning techniques for rice recognition in complex landscape regions, where rice is easily confused with the surroundings, by using mid-resolution remote sensing images. A transfer learning strategy is utilized to fine tune a pre-trained CNN model and obtain the temporal features of the EVI curve. Support vector machine (SVM), a traditional machine learning approach, is also implemented in the experiment. Finally, we evaluate the accuracy of the two models. Results show that our model performs better than SVM, with the overall accuracies being 93.60% and 91.05%, respectively. Therefore, this technique is appropriate for estimating rice planting areas in southern China on the basis of a pre-trained CNN model by using time series data. And more opportunity and potential can be found for crop classification by remote sensing and deep learning technique in the future study.

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