Multivariate time series (MTS) arise when multiple interconnected sensors record data over time. Dealing with this high-dimensional data is challenging for every classifier for at least two aspects: First, a MTS is not only characterized by individual feature values, but also by the co-occurrence of features in different dimensions. Second, this typically adds large amounts of irrelevant data and noise. We present our novel MTS classifier WEASEL+MUSE (Word ExtrAction for time SEries cLassification + MUltivariate Symbols and dErivatives) which addresses both challenges. WEASEL+MUSE builds a multivariate feature vector, first using a sliding-window approach applied to each dimension of the MTS, then extracts discrete features per window and dimension. The feature vector is subsequently fed through feature selection, removing non-discriminative features, and analysed by a machine learning classifier. The novelty of WEASEL+MUSE lies in its specific way of extracting and filtering multivariate features from MTS by encoding context information into each feature, resulting in a small, yet very discriminative feature set useful for MTS classification. Based on a popular benchmark of @math MTS datasets, we found that WEASEL+MUSE is the most accurate domain agnostic classifier, when compared to the state of the art. The outstanding robustness of WEASEL+MUSE is further confirmed based on motion gesture recognition data, where it out-of-the-box achieved similar accuracies as domain-specific methods.
At the time of writing this paper, @cite_25 was proposed that introduces a deep learning architecture based on a long short-term memory (LSTM), a fully convolutional network (FCN) and a squeeze and excitation block. Their method is compared to state-of-the-art and shows the overall best results.
@cite_25
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Abstract Over the past decade, multivariate time series classification has received great attention. We propose transforming the existing univariate time series classification models, the Long Short Term Memory Fully Convolutional Network (LSTM-FCN) and Attention LSTM-FCN (ALSTM-FCN), into a multivariate time series classification model by augmenting the fully convolutional block with a squeeze-and-excitation block to further improve accuracy. Our proposed models outperform most state-of-the-art models while requiring minimum preprocessing. The proposed models work efficiently on various complex multivariate time series classification tasks such as activity recognition or action recognition. Furthermore, the proposed models are highly efficient at test time and small enough to deploy on memory constrained systems.