Multi-scale Attention Convolutional Neural Network for time series classification.

With the rapid increase of data availability, time series classification (TSC) has arisen in a wide range of fields and drawn great attention of researchers. Recently, hundreds of TSC approaches have been developed, which can be classified into two categories: traditional and deep learning based TSC methods. However, it remains challenging to improve accuracy and model generalization ability. Therefore, we investigate a novel end-to-end model based on deep learning named as Multi-scale Attention Convolutional Neural Network (MACNN) to solve the TSC problem. We first apply the multi-scale convolution to capture different scales of information along the time axis by generating different scales of feature maps. Then an attention mechanism is proposed to enhance useful feature maps and suppress less useful ones by learning the importance of each feature map automatically. MACNN addresses the limitation of single-scale convolution and equal weight feature maps. We conduct a comprehensive evaluation of 85 UCR standard datasets and the experimental results show that our proposed approach achieves the best performance and outperforms the other traditional and deep learning based methods by a large margin.