Time and frequency-domain feature fusion network for multivariate time series classification

Abstract

Multivariate time series classification is a significant research topic in the realm of data mining, which encompasses a wide array of practical applications in domains such as healthcare, energy systems, and traffic. The complex temporal and spatial dependencies inherent in multivariate time series pose challenges to classification tasks. Previous studies have usually focused on the time-domain information of multivariate time series. However, achieving accurate classification using only the time-domain information may be difficult. To address this challenge, a time and frequency-domain feature fusion network (TF-Net) for multivariate time series classification is proposed in this paper. Our model contains two modules, the time-domain module and the frequency-domain module. The time-domain module is used to capture the time-domain features of multivariate time series. It is constructed using CNNs and GCNs, enabling the capture of both temporal and spatial dependencies within the time-domain. The frequency-domain module is used to capture the frequency-domain features of multivariate time series data. In this module, we treat the frequency-domain features as images and innovatively transform the multivariate time series classification task into an image classification task. Our method is able to classify multivariate time series from both the time-domain and frequency-domain, which provides a new perspective for multivariate time series analysis. We conduct extensive experiments on the UAE archive, and the experimental results show that our model achieves the best performance compared to the ten state-of-the-art methods.