A Deep Convolutional Neural Network for Time Series Classification with Intermediate Targets

Deep Convolutional Neural Networks (CNNs) have been successfully used in different applications, including image recognition. Time series data, which are generated in many applications, such as tasks using sensor data, have different characteristics compared to image data, and accordingly, there is a need for specific CNN structures to address their processing. This paper proposes a new CNN for classifying time series data. It is proposed to have new intermediate outputs extracted from different hidden layers instead of having a single output to control weight adjustment in the hidden layers during training. Intermediate targets are used to act as labels for the intermediate outputs to improve the performance of the method. The intermediate targets are different from the main target. Additionally, the proposed method artificially increases the number of training instances using the original training samples and the intermediate targets. The proposed approach converts a classification task with original training samples to a new (but equivalent) classification task that contains two classes with a high number of training instances. The proposed CNN for Time Series classification, called CNN-TS, extracts features depending the distance of two time series. CNN-TS was evaluated on various benchmark time series datasets. The proposed CNN-TS achieved 5.1% higher overall accuracy compared to the CNN base method (without an intermediate layer). Additionally, CNN-TS achieved 21.1% higher average accuracy compared to classical machine-learning methods, i.e., linear SVM, RBF SVM, and RF. Moreover, CNN-TS was on average 8.43 times faster in training time compared to the ResNet method.