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  • TSFEDL: A Python Library for T...

Result: TSFEDL: A Python Library for Time Series Spatio-Temporal Feature Extraction and Prediction using Deep Learning (with Appendices on Detailed Network Architectures and Experimental Cases of Study)

Title:
TSFEDL: A Python Library for Time Series Spatio-Temporal Feature Extraction and Prediction using Deep Learning (with Appendices on Detailed Network Architectures and Experimental Cases of Study)
Authors:
Aguilera-Martos, Ignacio, García-Vico, Ángel M., Luengo, Julián, Damas, Sergio, Melero, Francisco J., Valle-Alonso, José Javier, Herrera, Francisco
Publication Year:
2022
Collection:
Computer Science
Subject Terms:
Computer Science - Neural and Evolutionary Computing, Computer Science - Artificial Intelligence
Document Type:
Report Working Paper
Access URL:
http://arxiv.org/abs/2206.03179
Accession Number:
edsarx.2206.03179
Database:
arXiv

Further information

The combination of convolutional and recurrent neural networks is a promising framework that allows the extraction of high-quality spatio-temporal features together with its temporal dependencies, which is key for time series prediction problems such as forecasting, classification or anomaly detection, amongst others. In this paper, the TSFEDL library is introduced. It compiles 20 state-of-the-art methods for both time series feature extraction and prediction, employing convolutional and recurrent deep neural networks for its use in several data mining tasks. The library is built upon a set of Tensorflow+Keras and PyTorch modules under the AGPLv3 license. The performance validation of the architectures included in this proposal confirms the usefulness of this Python package.
Comment: 26 pages, 33 figures