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A multivariate time series classification method based on self-attention

  • Huiwei Lin
  • , Yunming Ye*
  • , Ka Cheong Leung
  • , Bowen Zhang
  • *Corresponding author for this work
  • School of Computer Science and Technology, Harbin Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Multivariate Time Series Classification (MTSC) is believed to be a crucial task towards dynamic process recognition and has been widely studied. Recent years, end-to-end MTSC with Convolutional Neural Network (CNN) has gained increasing attention thanks to its ability to integrates local features. However, it remains a significant challenge for CNN to handle global information and long-range dependencies of time series. In this paper, we present a simple and feasible architecture for MTSC to address these problems. Our model benefits from self-attention, which can help CNN directly capture the relationships of time series between two random time steps or variables. Experimental results of the proposed model work on thirty five complex MTSC tasks show its effectiveness and universality that has to outperform existing state-of-the-art (SOTA) model overall. Besides, our model is computationally efficient, and the parsing speed is six hours faster than the current model.

Original languageEnglish
Title of host publicationGenetic and Evolutionary Computing - Proceedings of the 13th International Conference on Genetic and Evolutionary Computing, 2019
EditorsJeng-Shyang Pan, Yongquan Liang, Jerry Chun-Wei Lin, Shu-Chuan Chu
PublisherSpringer
Pages491-499
Number of pages9
ISBN (Print)9789811533075
DOIs
StatePublished - 2020
Externally publishedYes
Event13th International Conference on Genetic and Evolutionary Computing, ICGEC 2019 - Qingdao, China
Duration: 1 Nov 20193 Nov 2019

Publication series

NameAdvances in Intelligent Systems and Computing
Volume1107 AISC
ISSN (Print)2194-5357
ISSN (Electronic)2194-5365

Conference

Conference13th International Conference on Genetic and Evolutionary Computing, ICGEC 2019
Country/TerritoryChina
CityQingdao
Period1/11/193/11/19

Keywords

  • Multivariate time series classification
  • Self-attention
  • Temporal Convolutional Network

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