A Novel Channel and Temporal-Wise Attention in Convolutional Networks for Multivariate Time Series Classification

Multivariate time series classification (MTSC) is a fundamental and essential research problem in the domain of time series data mining. Recently deep neural networks emerged as an end-to-end solution for MTSC and achieve state-of-the-art results on several public datasets. It is favored by its hierarchical feature extraction ability and most of the researches focus on designing a network architecture to ensure its performance on MTSC. Despite this, there are seldom investigations on the attention mechanism in MTSC, which has been demonstrated as an effective module to extract features in other domains. In this paper, we propose a residual channel and temporal attention (CT_CAM) module, which aims to refine the feature extracted from the convolutional neural network and thus improve the classification performance. Extensive experiments on 15 public MTSC datasets show that the proposed CT_CAM module achieves competitive performance compared with nine baseline methods and three other attention modules.