Papers › Multivariate LSTM-FCNs for Time Series Classification

Multivariate LSTM-FCNs for Time Series Classification

14 Jan 2018arXiv:1801.04503archive 2025-07-28

Fazle Karim, Somshubra Majumdar, Houshang Darabi, Samuel Harford

Over the past decade, multivariate time series classification has received great attention. We propose transforming the existing univariate time series classification models, the Long Short Term Memory Fully Convolutional Network (LSTM-FCN) and Attention LSTM-FCN (ALSTM-FCN), into a multivariate time series classification model by augmenting the fully convolutional block with a squeeze-and-excitation block to further improve accuracy. Our proposed models outperform most state-of-the-art models while requiring minimum preprocessing. The proposed models work efficiently on various complex multivariate time series classification tasks such as activity recognition or action recognition. Furthermore, the proposed models are highly efficient at test time and small enough to deploy on memory constrained systems.

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