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 Keras: Time series classification
#1
Hi!

I am designing a Neural Network for a classification of time series. I have 4 classes of functions and around 50000 samples for each class. The functions have a length of about 500 points normalized so that max(abs(f(t)))=1. The 4 classes are roughly speaking 'continuous', 'discontinuous', 'in-between' and 'trash'.

What Neural Network design would you use for this particular problem?

The design I'm using currently is a CNN.

model = Sequential()
model.add(Conv1D(16, 8,input_shape=(500,1)))
model.add(BatchNormalization())
model.add(Activation("relu"))
model.add(Conv1D(8, 5))
model.add(BatchNormalization())
model.add(Activation("relu"))
model.add(Conv1D(8, 3))
model.add(BatchNormalization())
model.add(Activation("relu"))
model.add(GlobalAveragePooling1D())
model.add(Dense(4, activation='softmax'))
model.compile(optimizer='adam', loss='categorical_crossentropy', metrics=['accuracy'])
I'm open to all suggestions. The Network is not performing very well (85% accuracy).

Thank you for your help!
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