Multi-variate time series classification using a simple CNN

In this notebook, we use sktime to perform for multi-variate time series classification by deep learning.

import numpy as np
import seaborn as sns
from sklearn.model_selection import GridSearchCV

from sktime.classification.deep_learning.cnn import CNNClassifier
from sktime.datasets import load_basic_motions

sns.set_style("whitegrid")

Load a dataset

The Basic Motions dataset, from timeseriesclassification.com, has time series in six dimensions.

X_train, y_train = load_basic_motions(split="train", return_X_y=True)
X_test, y_test = load_basic_motions(split="test", return_X_y=True)
print(X_train.shape)
print(X_test.shape)
print(type(X_train.iloc[1, 1]))
X_train.head()

# The class labels
np.unique(y_train)

Train a deep neural network classifier

Here we choose to use the CNN (convolutional neural network) classifier. Other classifiers provided by sktime-dl include MLP, ResNet, InceptionTime and MCDCNN (Multi Channel Deep Convolutional Neural Network)

network = CNNClassifier(n_epochs=50, verbose=True)
network.fit(X_train, y_train)
network.score(X_test, y_test)

Grid Search

sktime-dl is compatible with scikit-learn and can use sklearn’s GridSearchCV.

Here we search over two parameters, CNN kernel size and pooling size.

param_grid = {"kernel_size": [7, 9], "avg_pool_size": [3, 5]}
grid = GridSearchCV(network, param_grid=param_grid, cv=3)
grid.fit(X_train, y_train)

print("Best cross-validation accuracy: {:.2f}".format(grid.best_score_))
print("Test set score: {:.2f}".format(grid.score(X_test, y_test)))
print("Best parameters: {}".format(grid.best_params_))

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