Correlative Channel-Aware Fusion for Multi-View Time Series Classification

Abstract: Multi-view time series classification (MVTSC) aims to improve the performance by fusing the distinctive temporal information from multiple views. Existing methods mainly focus on fusing multi-view information at an early stage, e.g., by learning a common feature subspace among multiple views. However, these early fusion methods may not fully exploit the unique temporal patterns of each view in complicated time series. Moreover, the label correlations of multiple views, which are critical to boost-ing, are usually under-explored for the MVTSC problem. To address the aforementioned issues, we propose a Correlative Channel-Aware Fusion (C2AF) network. First, C2AF extracts comprehensive and robust temporal patterns by a two-stream structured encoder for each view, and captures the intra-view and inter-view label correlations with a graph-based correlation matrix. Second, a channel-aware learnable fusion mechanism is implemented through convolutional neural networks to further explore the global correlative patterns. These two steps are trained end-to-end in the proposed C2AF network. Extensive experimental results on three real-world datasets demonstrate the superiority of our approach over the state-of-the-art methods. A detailed ablation study is also provided to show the effectiveness of each model component.