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研究生: 陳志瑄
Zhi-Xuan Chen
論文名稱: 多元時間序列轉換RGB二維圖像應用於卷積神經網路分類
Classification of Multivariate Time Series through Transformation into RGB Images for ConvNet
指導教授: 楊朝龍
Chao-Lung Yang
口試委員: 花凱龍
Kai-Lung Hua
郭人介
Ren-Jieh Kuo
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理系
Department of Industrial Management
論文出版年: 2019
畢業學年度: 107
語文別: 英文
論文頁數: 54
中文關鍵詞: 多元時間序列分類時間序列轉二維圖像卷積神經網路
外文關鍵詞: Multivariate time series classification, time series data image encoding, convolutional neural network
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  • 本研究提出一個將時間序列資料轉換成二維圖像並將這些圖像串聯成一個更大圖像的架構,來提升Multivariate Time Series (MTS) 分類問題的準確率。本研究使用了三種方法將時間序列資料轉換成二維圖像:Gramian Angular Summation Field (GASF)、 Gramian Angular Difference Field (GADF) 和Markov Transition Field (MTF)。經由在機器視覺中非常熱門的深度學習架構-卷積神經網路(ConvNet)以轉換後二維圖像作為輸入,找出原始時間序列資料的特徵及模式,進行分類的預測。本研究比較多變量串聯Red, Green, Blue (RGB)圖片法及多變量串聯灰階圖片法兩種資料整合的方式,並以開放資料進行方法的驗證與評估。研究結果經由統計檢定表示利用RGB轉換會比灰階轉換能得到更好的分類預測準確率,而且只需要使用較簡單的ConvNet架構就可以滿足預測上的需求。


    This research encodes multivariate time series data into two-dimensional images, and aggregate the images into one bigger image for classification through convolutional neural network (ConvNet). This study applied three methods to encode time series into images: Gramian Angular Summation Field (GASF), Gramian Angular Difference Field (GADF), and Markov Transition Field (MTF). Then the images from multiple sensors or variables were aggregated using the concatenating method. Two open datasets were applied to evaluate the impact of using different transformation methods, input images and ConvNet architectures on prediction accuracy. The result shows that RGB images deliver significantly better classification accuracy than grayscale images and combination of RGB and grayscale images. Also, the simple structure of ConvNet is sufficient to process the images as it performed equally well with the complex structure of VGGNet.

    摘要 ii ABSTRACT iii CONTENTS iv FIGURE LIST vi TABLE LIST viii CHAPTER 1. INTRODUCTION 1 1.1. Background 1 1.2. Research Problem 2 1.3. Thesis Structure 3 CHAPTER 2. LITERATURE REVIEW 4 2.1. Multivariate Time Series Problem 4 2.2. Image Based Time Series Data 6 2.3. Convolutional Neural Network (ConvNet) 9 2.3.1. Convolutional Layer 11 2.3.2. Activation Function 12 2.3.3. Pooling Layer 13 2.3.4. Fully-connected Layer 14 CHAPTER 3. METHODOLOGY 15 3.1. Dimensionality Reduction using Piecewise Aggregate Approximation (PAA) 16 3.2. Time Series Data Encoding as Images 17 3.2.1. Gramian Angular Field (GAF) 18 3.2.2. Markov Transition Field (MTF) 19 3.3. Image Aggregation 20 3.4. The Architecture of a ConvNet 23 3.4.1. The Hyperparameters of a ConvNet 23 3.4.2. The architecture of a VGGNet 25 CHAPTER 4. EXPERIMENTS AND RESULTS 27 4.1. Introduction to Data 27 4.2. Performance Evaluation 28 4.3. Experiment Results 29 4.3.1. Comparison of RGB and Grayscale Images 29 4.3.2. Comparison of RGB and RGB + Grayscale Images 32 4.3.3. Comparison of Different Architectures of ConvNet 34 4.4. Comparison of Different Classification Tools 37 CHAPTER 5. CONCLUSION 39 REFERENCES 42

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