TimeNet: Pre-trained deep recurrent neural network for time series classification

23 Jun 2017Pankaj MalhotraVishnu TVLovekesh VigPuneet AgarwalGautam Shroff

Inspired by the tremendous success of deep Convolutional Neural Networks as generic feature extractors for images, we propose TimeNet: a deep recurrent neural network (RNN) trained on diverse time series in an unsupervised manner using sequence to sequence (seq2seq) models to extract features from time series. Rather than relying on data from the problem domain, TimeNet attempts to generalize time series representation across domains by ingesting time series from several domains simultaneously... (read more)

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