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Adaptive Multi-Scale Wavelet Neural Network for Time Series Classification

College of Electronic Science and Technology, National University of Defense Technology, Changsha 410073, China
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Academic Editor: Luis Martínez López
Information 2021, 12(6), 252; https://doi.org/10.3390/info12060252
Received: 16 May 2021 / Revised: 12 June 2021 / Accepted: 14 June 2021 / Published: 17 June 2021
(This article belongs to the Section Artificial Intelligence)
Wavelet transform is a well-known multi-resolution tool to analyze the time series in the time-frequency domain. Wavelet basis is diverse but predefined by manual without taking the data into the consideration. Hence, it is a great challenge to select an appropriate wavelet basis to separate the low and high frequency components for the task on the hand. Inspired by the lifting scheme in the second-generation wavelet, the updater and predictor are learned directly from the time series to separate the low and high frequency components of the time series. An adaptive multi-scale wavelet neural network (AMSW-NN) is proposed for time series classification in this paper. First, candidate frequency decompositions are obtained by a multi-scale convolutional neural network in conjunction with a depthwise convolutional neural network. Then, a selector is used to choose the optimal frequency decomposition from the candidates. At last, the optimal frequency decomposition is fed to a classification network to predict the label. A comprehensive experiment is performed on the UCR archive. The results demonstrate that, compared with the classical wavelet transform, AMSW-NN could improve the performance based on different classification networks. View Full-Text
Keywords: wavelet transform; lifting scheme; time series classification wavelet transform; lifting scheme; time series classification
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MDPI and ACS Style

Ouyang, K.; Hou, Y.; Zhou, S.; Zhang, Y. Adaptive Multi-Scale Wavelet Neural Network for Time Series Classification. Information 2021, 12, 252. https://doi.org/10.3390/info12060252

AMA Style

Ouyang K, Hou Y, Zhou S, Zhang Y. Adaptive Multi-Scale Wavelet Neural Network for Time Series Classification. Information. 2021; 12(6):252. https://doi.org/10.3390/info12060252

Chicago/Turabian Style

Ouyang, Kewei, Yi Hou, Shilin Zhou, and Ye Zhang. 2021. "Adaptive Multi-Scale Wavelet Neural Network for Time Series Classification" Information 12, no. 6: 252. https://doi.org/10.3390/info12060252

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