Time series classification using local distance-based features in multi-modal fusion networks

We propose the use of a novel feature, called local distance features, for time series classification. The local distance features are extracted using Dynamic Time Warping (DTW) and classified using Convolutional Neural Networks (CNN). DTW is classically as a robust distance measure for distance-based time series recognition methods. However, by using DTW strictly as a global distance measure, information about the matching is discarded. We show that this information can further be used as supplementary input information in temporal CNNs. This is done by using both the raw data and the features extracted from DTW in multi-modal fusion CNNs. Furthermore, we explore the effects of different prototype selection methods, prototype numbers, and data fusion schemes induce on the accuracy. We perform experiments on a wide range of time series datasets including three Unipen handwriting datasets, four UCI Machine Learning Repository datasets, and 85 UCR Time Series Classification Archive datasets.