Inspired by recent successes of deep learning in computer vision, we propose
a novel framework for encoding time series as different types of images,
namely, Gramian Angular Summation/Difference Fields (GASF/GADF) and Markov
Transition Fields (MTF). This enables the use of techniques from computer
vision for time series classification and imputation...
We used Tiled
Convolutional Neural Networks (tiled CNNs) on 20 standard datasets to learn
high-level features from the individual and compound GASF-GADF-MTF images. Our
approaches achieve highly competitive results when compared to nine of the
current best time series classification approaches. Inspired by the bijection
property of GASF on 0/1 rescaled data, we train Denoised Auto-encoders (DA) on
the GASF images of four standard and one synthesized compound dataset. The
imputation MSE on test data is reduced by 12.18%-48.02% when compared to using
the raw data. An analysis of the features and weights learned via tiled CNNs
and DAs explains why the approaches work.