Encoding Time Series as Multi-Scale Signed Recurrence Plots for Classification Using Fully Convolutional Networks.

Recent advances in time series classification (TSC) have exploited deep neural networks (DNN) to improve the performance. One promising approach encodes time series as recurrence plot (RP) images for the sake of leveraging the state-of-the-art DNN to achieve accuracy. Such an approach has been shown to achieve impressive results, raising the interest of the community in it. However, it remains unsolved how to handle not only the variability in the distinctive region scale and the length of sequences but also the tendency confusion problem. In this paper, we tackle the problem using Multi-scale Signed Recurrence Plots (MS-RP), an improvement of RP, and propose a novel method based on MS-RP images and Fully Convolutional Networks (FCN) for TSC. This method first introduces phase space dimension and time delay embedding of RP to produce multi-scale RP images; then, with the use of asymmetrical structure, constructed RP images can represent very long sequences (>700 points). Next, MS-RP images are obtained by multiplying designed sign masks in order to remove the tendency confusion. Finally, FCN is trained with MS-RP images to perform classification. Experimental results on 45 benchmark datasets demonstrate that our method improves the state-of-the-art in terms of classification accuracy and visualization evaluation.