Continuous Convolutional Neural Network forNonuniform Time Series

Hui Shi, Yang Zhang, Hao Wu, Shiyu Chang, Kaizhi Qian, Mark Hasegawa-Johnson, Jishen Zhao

Abstract: Convolutional neural network (CNN) for time series data implicitly assumes that the data are uniformly sampled, whereas many event-based and multi-modal data are nonuniform or have heterogeneous sampling rates. Directly applying regularCNN to nonuniform time series is ungrounded, because it is unable to recognize and extract common patterns from the nonuniform input signals. Converting the nonuniform time series to uniform ones by interpolation preserves the pattern extraction capability of CNN, but the interpolation kernels are often preset and may be unsuitable for the data or tasks. In this paper, we propose the ContinuousCNN (CCNN), which estimates the inherent continuous inputs by interpolation, and performs continuous convolution on the continuous input. The interpolation and convolution kernels are learned in an end-to-end manner, and are able to learn useful patterns despite the nonuniform sampling rate. Besides, CCNN is a strict generalization to CNN. Results of several experiments verify that CCNN achieves abetter performance on nonuniform data, and learns meaningful continuous kernels