Deep Learning for Time Series Classification

In this chapter, we’ll tackle time series classification (TSC) problems using deep learning. As the name implies, TSC is a classification task involving time series data. The dataset contains several time series, and each of these has an associated categorical label. This problem is similar to a standard classification task, but the input explanatory variables are time series. We’ll explore how to approach this problem using different approaches. Besides using the K-nearest neighbors model to tackle this task, we’ll also develop different neural networks, such as a residual neural network (ResNet) and a convolutional neural network.

By the end of this chapter, you’ll be able to set up a TSC task using a PyTorch Lightning data module and solve it with different models. You’ll also learn how to use the sktime Python library to solve this problem.

This chapter contains the following recipes:

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