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Learning to classify time series with limited data is a practical yet challenging problem. Current methods are primarily based on hand-designed feature extraction rules or domain-specific data augmentation. Motivated by the advances in deep speech processing models and the fact that voice data are univariate temporal signals, in this paper, we propose Voice2Series (V2S), a novel end-to-end approach that reprograms acoustic models for time series classification, through input transformation learning and output label mapping. Leveraging the representation learning power of a large-scale pre-trained speech processing model, on 30 different time series tasks we show that V2S either outperforms or is tied with state-of-the-art methods on 20 tasks, and improves their average accuracy by 1.84%. We further provide a theoretical justification of V2S by proving its population risk is upper bounded by the source risk and a Wasserstein distance accounting for feature alignment via reprogramming. Our results offer new and effective means to time series classification.
A highly comparative, feature-based approach to time series classification is introduced that uses an extensive database of algorithms to extract thousands of interpretable features from time series. These features are derived from across the scienti
Multivariate time series naturally exist in many fields, like energy, bioinformatics, signal processing, and finance. Most of these applications need to be able to compare these structured data. In this context, dynamic time warping (DTW) is probably
Over the past decade, multivariate time series classification (MTSC) has received great attention with the advance of sensing techniques. Current deep learning methods for MTSC are based on convolutional and recurrent neural network, with the assumpt
High levels of sparsity and strong class imbalance are ubiquitous challenges that are often presented simultaneously in real-world time series data. While most methods tackle each problem separately, our proposed approach handles both in conjunction,
Recent advancements in transfer learning have made it a promising approach for domain adaptation via transfer of learned representations. This is especially when relevant when alternate tasks have limited samples of well-defined and labeled data, whi