Towards a Universal Neural Network Encoder for Time Series

Venue

arXiv:1805.03908 [cs, stat], vol.

Publication Year

2018

Keywords

Statistics - Machine Learning,Computer Science - Machine Learning,Computer Science - Neural and Evolutionary Computing

Authors

  • Joan SerrĂ 
  • Santiago Pascual
  • Alexandros Karatzoglou

Abstract

We study the use of a time series encoder to learn representations that are useful on data set types with which it has not been trained on. The encoder is formed of a convolutional neural network whose temporal output is summarized by a convolutional attention mechanism. This way, we obtain a compact, fixed-length representation from longer, variable-length time series. We evaluate the performance of the proposed approach on a well-known time series classification benchmark, considering full adaptation, partial adaptation, and no adaptation of the encoder to the new data type. Results show that such strategies are competitive with the state-of-the-art, often outperforming conceptually-matching approaches. Besides accuracy scores, the facility of adaptation and the efficiency of pre-trained encoders make them an appealing option for the processing of scarcely- or non-labeled time series.