Time series classification from scratch with deep neural networks: A strong baseline

Zhiguang WangWeizhong YanTim Oates

article2016IEEE International Joint Conference on Neural Network2,122 citations

Establishes Fully Convolutional Networks and Residual Networks as standard end-to-end baselines for raw time series classification, eliminating manual feature engineering while providing visual interpretability through Class Activation Maps.

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Time series data is ubiquitous across sectors such as healthcare, finance, and industrial operations, where accurate classification is essential for operational decisions and risk management. Existing state-of-the-art methods frequently depend on complex data preprocessing, heavy manual feature engineering, or massive classifier ensembles, which make them computationally expensive, difficult to maintain, and slow to deploy.

The article evaluates whether standard deep neural network architectures can serve as strong, end-to-end baselines for time series classification directly from raw data without manual feature extraction or extensive data preparation.

The authors conducted an empirical evaluation across 44 standardized benchmark datasets from the University of California, Riverside repository. They tested three neural network architecturesa Multilayer Perceptron, a Fully Convolutional Network, and a deep Residual Networkusing only basic data scaling. The models were evaluated using the lowest training loss configuration without hyperparameter tuning or cross-validation, and performance was compared against seven leading benchmarks using a proposed metric, Mean Per-Class Error, alongside standard statistical significance tests.

The analysis yielded four major findings. First, the Fully Convolutional Network achieved the highest overall performance, winning the lowest error rate on 18 of the 44 datasets and recording the lowest average per-class error score (0.0219). Second, the Residual Network and Fully Convolutional Network delivered performance statistically indistinguishable from top ensemble and multi-scale methods while eliminating the need for multi-model ensembles or custom sampling. Third, the global average pooling design in the convolutional models enabled the use of class activation mapping, which accurately visualizes and localizes the exact temporal regions driving classification decisions. Fourth, standard Multilayer Perceptrons equipped with modern activation and regularization matched traditional distance-based baselines, though they lagged behind convolutional architectures.

These findings indicate that organizations can replace complex, labor-intensive classification pipelines with straightforward neural network architectures. This shift significantly reduces model development time, decreases maintenance complexity, and improves auditability through visual interpretability. Furthermore, the distinct feature representations learned by neural networks relative to traditional models indicate substantial opportunities to enhance existing systems without requiring costly bespoke feature engineering.

Decision-makers should consider adopting Fully Convolutional Networks as a default standard baseline for operational time series classification tasks. When adopting these models, teams can leverage class activation maps to provide explainability for safety-critical and high-compliance workflows. Where datasets are larger and feature more complex structural patterns, engineering teams should pilot Residual Networks, ensuring adequate regularization to prevent overfitting.

While confidence in the baseline findings across standard univariate benchmarks is high, readers should note that the evaluations were restricted to univariate datasets of relatively modest size without extensive hyperparameter optimization. Caution is advised when generalizing these specific network configurations directly to large-scale, multivariate, or highly noisy production environments without initial domain-specific validation.

  • Paper: Learning Deep Features for Discriminative Localization, Bolei Zhou et al. (2016). This paper introduces Class Activation Mapping (CAM) via global average pooling, the foundational interpretability mechanism adapted by the source paper to identify contributing temporal regions.
  • Paper: Fully convolutional networks for semantic segmentation, Jonathan Long et al. (2015). This work establishes the fully convolutional network architecture without dense layers, providing the architectural foundation the source paper transfers to 1D time series data.
Cover for Time series classification from scratch with deep neural networks: A strong baseline

Abstract

We propose a simple but strong baseline for time series classification from scratch with deep neural networks. Our proposed baseline models are pure end-to-end without any heavy preprocessing on the raw data or feature crafting. The proposed Fully Convolutional Network (FCN) achieves premium performance to other state-of-the-art approaches and our exploration of the very deep neural networks with the ResNet structure is also competitive. The global average pooling in our convolutional model enables the exploitation of the Class Activation Map (CAM) to find out the contributing region in the raw data for the specific labels. Our models provides a simple choice for the real world application and a good starting point for the future research. An overall analysis is provided to discuss the generalization capability of our models, learned features, network structures and the classification semantics.

Table of Contents

  • I Introduction
  • II Network Architectures
  • II-A Multilayer Perceptrons
  • II-B Fully Convolutional Networks
  • II-C Residual Network
  • III Experiments and Results
  • III-A Experiment Settings
  • III-B Evaluation
  • III-C Results and Analysis
  • IV Localize the Contributing Regions with Class Activation Map
  • V Discussion
  • V-A Overfitting and Generalization
  • V-B Feature Visualization and Analysis
  • V-C Deep and Shallow
  • V-D Classification Semantics
  • VI Conclusions
  • References

Knowls

  1. Knowl 1 — Fully Convolutional Network Architecture for Time Series Classification

    model/method

    The Fully Convolutional Network (FCN) for univariate time series classification is an end-to-end feature extractor without striding or pooling operations between convolutional blocks.

    The network comprises three sequential 1-D convolutional blocks followed by a Global Average Pooling (GAP) layer and a final softmax classifier. Each basic convolutional block applies a 1-D convolution, batch normalization (BN), and a Rectified Linear Unit (ReLU) activation:

    y=Wx+by = W \otimes x + b s=BN(y)s = \text{BN}(y) h=ReLU(s)h = \text{ReLU}(s)

    where \otimes denotes the 1-D convolution operator, xx is the input sequence or previous feature map, WW is the filter weight matrix, and bb is the bias vector.

    Structural specifications across the three convolutional blocks are:

    • First block: 128 filters of kernel size 8.
    • Second block: 256 filters of kernel size 5.
    • Third block: 128 filters of kernel size 3.

    After the third block, the feature maps are processed by GAP across the temporal dimension to produce a fixed-dimensional vector representing the average response of each filter, replacing fully-connected layers to reduce parameter count and mitigate overfitting before the softmax layer.

  2. Knowl 2 — Residual Network Architecture for Time Series Classification

    model/method

    The Residual Network (ResNet) baseline for time series classification is an 11-layer architecture composed of three residual blocks, followed by a Global Average Pooling (GAP) layer and a softmax output layer.

    Each residual block consists of three sequential 1-D convolutional sub-blocks with a linear shortcut connection adding the residual block's input directly to the output of the third sub-block prior to a final ReLU activation:

    h1=Blockk1(x)h_1 = \text{Block}_{k_1}(x) h2=Blockk2(h1)h_2 = \text{Block}_{k_2}(h_1) h3=Blockk3(h2)h_3 = \text{Block}_{k_3}(h_2) h^=ReLU(h3+x)\hat{h} = \text{ReLU}(h_3 + x)

    where each Blockki\text{Block}_{k_i} performs a 1-D convolution with kik_i filters without striding, followed by batch normalization and a ReLU activation. The filter lengths (kernel sizes) in the three sub-blocks of each residual block are 8, 5, and 3, respectively.

    The number of filters across the three residual blocks is configured as:

    • Residual block 1: k1=k2=k3=64k_1 = k_2 = k_3 = 64
    • Residual block 2: k1=k2=k3=128k_1 = k_2 = k_3 = 128
    • Residual block 3: k1=k2=k3=128k_1 = k_2 = k_3 = 128

    The output of the third residual block is fed into a GAP layer and classified with a softmax layer.

  3. Knowl 3 — Mean Per-Class Error Metric for Multi-Dataset Evaluation

    equation

    Mean Per-Class Error (MPCE) evaluates and aggregates the performance of classification models across multiple datasets containing varying numbers of target classes:

    PCEk=ekckPCE_k = \frac{e_k}{c_k}

    MPCEi=1Kk=1KPCEkMPCE_i = \frac{1}{K} \sum_{k=1}^K PCE_k

    where:

    • k{1,2,,K}k \in \{1, 2, \dots, K\} indexes the evaluation datasets in dataset pool D={dk}D = \{d_k\}.
    • ii denotes the specific classification model under evaluation from model pool M={mi}M = \{m_i\}.
    • ek[0,1]e_k \in [0, 1] is the test error rate achieved by model ii on dataset kk.
    • ckN2c_k \in \mathbb{N}_{\ge 2} is the number of distinct class labels in dataset kk.
    • PCEkPCE_k is the Per-Class Error for dataset kk, representing the expected error rate per individual class.
    • MPCEiMPCE_i is the average per-class error across all KK datasets for model ii.

    Unlike raw test error averaging, best-dataset win counting, or ranking-based metrics, MPCE normalizes by class cardinality to prevent datasets with large numbers of classes from dominating aggregate performance comparisons.

  4. Knowl 4 — Class Activation Mapping for 1D Temporal Localization

    model/method

    In a 1-D Fully Convolutional Network equipped with a Global Average Pooling (GAP) layer, the Class Activation Map (CAM) identifies and localizes discriminative temporal regions responsible for predicting specific class labels.

    Let Sk(x)S_k(x) denote the activation of filter kk in the last convolutional layer at temporal location xx. Global average pooling computes the spatial summary fk=xSk(x)f_k = \sum_x S_k(x). For class cc, let wkcw_k^c be the weight parameter connecting the pooled feature fkf_k to the class cc logit in the softmax layer. The pre-softmax input gcg_c is expressed as:

    gc=kwkcfk=kwkcxSk(x)=xkwkcSk(x)g_c = \sum_k w_k^c f_k = \sum_k w_k^c \sum_x S_k(x) = \sum_x \sum_k w_k^c S_k(x)

    The 1-D Class Activation Map Mc(x)M_c(x) for class cc is defined at each temporal index xx as:

    Mc(x)=kwkcSk(x)M_c(x) = \sum_k w_k^c S_k(x)

    Mc(x)M_c(x) directly indicates the relative importance of temporal index xx in categorizing the input time series as class cc. If the temporal resolution of Sk(x)S_k(x) differs from the input sequence length, Mc(x)M_c(x) is upsampled to the original input time series length.

  5. Knowl 5 — Multilayer Perceptron Baseline Architecture for Time Series Classification

    model/method

    The Multilayer Perceptron (MLP) baseline is a feedforward neural network comprising three fully connected hidden layers with 500 neurons each, terminating in a softmax layer.

    Each layer block applies dropout to its input, performs an affine transformation, and applies a Rectified Linear Unit (ReLU) activation function:

    x~=fdropout,p(x)\tilde{x} = f_{\text{dropout}, p}(x) y=Wx~+by = W \cdot \tilde{x} + b h=ReLU(y)h = \text{ReLU}(y)

    where xx is the input vector, pp is the dropout retention probability parameter, WW is the weight matrix, and bb is the bias vector.

    Dropout rates at the respective stages are:

    • Input layer: p=0.1p = 0.1
    • First hidden layer: p=0.2p = 0.2
    • Second hidden layer: p=0.2p = 0.2
    • Softmax layer input: p=0.3p = 0.3
  6. Knowl 6 — End-to-End Deep Learning Training Protocol on 44 UCR Benchmarks

    experimental setup

    Deep neural network baselines (MLP, FCN, ResNet) are evaluated on 44 univariate time series datasets from the UCR repository using standard default training and testing splits.

    Experimental conditions include:

    • Data preprocessing: Only z-normalization is applied to both training and test splits using the mean and standard deviation computed solely from the training split of each dataset.
    • Optimization algorithms:
      • MLP: Adadelta optimizer with initial learning rate η=0.1\eta = 0.1, decay factor ρ=0.95\rho = 0.95, and numerical stability constant ϵ=108\epsilon = 10^{-8}.
      • FCN and ResNet: Adam optimizer with learning rate η=0.001\eta = 0.001, β1=0.9\beta_1 = 0.9, β2=0.999\beta_2 = 0.999, and ϵ=108\epsilon = 10^{-8}.
    • Loss function: Categorical cross-entropy for all networks.
    • Model selection: For each architecture, the model checkpoint achieving the minimum training loss is chosen for test set evaluation without hyperparameter tuning or cross-validation.
  7. Knowl 7 — Comparative Performance of Deep Neural Networks and State-of-the-Art TSC Baselines

    data/table

    Testing error rates, best-method win counts, average arithmetic/geometric ranks, and Mean Per-Class Error (MPCE) across 44 UCR time series datasets comparing 1-NN Dynamic Time Warping (DTW), Collective of Transformation-Based Ensembles (COTE), Multi-scale CNN (MCNN), Bag-of-SFA-Symbols in Vector Space (BOSSVS), Elastic Ensemble (PROP), Bag-of-SFA-Symbols (BOSS), Shapelet Ensemble (SE1), Time Series Bag-of-Features (TSBF), Multilayer Perceptron (MLP), Fully Convolutional Network (FCN), and Residual Network (ResNet):

    Dataset DTW COTE MCNN BOSSVS PROP BOSS SE1 TSBF MLP FCN ResNet
    Adiac 0.396 0.233 0.231 0.302 0.353 0.220 0.373 0.245 0.248 0.143 0.174
    Beef 0.367 0.133 0.367 0.267 0.367 0.200 0.133 0.287 0.167 0.250 0.233
    CBF 0.003 0.001 0.002 0.001 0.002 0.000 0.010 0.009 0.140 0.000 0.006
    ChlorineCon 0.352 0.314 0.203 0.345 0.360 0.340 0.312 0.336 0.128 0.157 0.172
    CinCECGTorso 0.349 0.064 0.058 0.130 0.062 0.125 0.021 0.262 0.158 0.187 0.229
    Coffee 0.000 0.000 0.036 0.036 0.000 0.000 0.000 0.004 0.000 0.000 0.000
    CricketX 0.246 0.154 0.182 0.346 0.203 0.259 0.297 0.278 0.431 0.185 0.179
    CricketY 0.256 0.167 0.154 0.328 0.156 0.208 0.326 0.259 0.405 0.208 0.195
    CricketZ 0.246 0.128 0.142 0.313 0.156 0.246 0.277 0.263 0.408 0.187 0.187
    DiatomSizeR 0.033 0.082 0.023 0.036 0.059 0.046 0.069 0.126 0.036 0.070 0.069
    ECGFiveDays 0.232 0.000 0.000 0.000 0.178 0.000 0.055 0.183 0.030 0.015 0.045
    FaceAll 0.192 0.105 0.235 0.241 0.152 0.210 0.247 0.234 0.115 0.071 0.166
    FaceFour 0.170 0.091 0.000 0.034 0.091 0.000 0.034 0.051 0.170 0.068 0.068
    FacesUCR 0.095 0.057 0.063 0.103 0.063 0.042 0.079 0.090 0.185 0.052 0.042
    50words 0.310 0.191 0.190 0.367 0.180 0.301 0.288 0.209 0.288 0.321 0.273
    fish 0.177 0.029 0.051 0.017 0.034 0.011 0.057 0.080 0.126 0.029 0.011
    GunPoint 0.093 0.007 0.000 0.000 0.007 0.000 0.060 0.011 0.067 0.000 0.007
    Haptics 0.623 0.488 0.530 0.584 0.584 0.536 0.607 0.488 0.539 0.449 0.495
    InlineSkate 0.616 0.551 0.618 0.573 0.567 0.511 0.653 0.603 0.649 0.589 0.635
    ItalyPower 0.050 0.036 0.030 0.086 0.039 0.053 0.053 0.096 0.034 0.030 0.040
    Lightning2 0.131 0.164 0.164 0.262 0.115 0.148 0.098 0.257 0.279 0.197 0.246
    Lightning7 0.274 0.247 0.219 0.288 0.233 0.342 0.274 0.262 0.356 0.137 0.164
    MALLAT 0.066 0.036 0.057 0.064 0.050 0.058 0.092 0.037 0.064 0.020 0.021
    MedicalImages 0.263 0.258 0.260 0.474 0.245 0.288 0.305 0.269 0.271 0.208 0.228
    MoteStrain 0.165 0.085 0.079 0.115 0.114 0.073 0.113 0.135 0.131 0.050 0.105
    NonInvThorax1 0.210 0.093 0.064 0.169 0.178 0.161 0.174 0.138 0.058 0.039 0.052
    NonInvThorax2 0.135 0.073 0.060 0.118 0.112 0.101 0.118 0.130 0.057 0.045 0.049
    OliveOil 0.167 0.100 0.133 0.133 0.133 0.100 0.133 0.090 0.600 0.167 0.133
    OSULeaf 0.409 0.145 0.271 0.074 0.194 0.012 0.273 0.329 0.430 0.012 0.021
    SonyAIBORobot 0.275 0.146 0.230 0.265 0.293 0.321 0.238 0.175 0.273 0.032 0.015
    SonyAIBORobotII 0.169 0.076 0.070 0.188 0.124 0.098 0.066 0.196 0.161 0.038 0.038
    StarLightCurves 0.093 0.031 0.023 0.096 0.079 0.021 0.093 0.022 0.043 0.033 0.029
    SwedishLeaf 0.208 0.046 0.066 0.141 0.085 0.072 0.120 0.075 0.107 0.034 0.042
    Symbols 0.050 0.046 0.049 0.029 0.049 0.032 0.083 0.034 0.147 0.038 0.128
    SyntheticControl 0.007 0.000 0.003 0.040 0.010 0.030 0.033 0.008 0.050 0.010 0.000
    Trace 0.000 0.010 0.000 0.000 0.010 0.000 0.050 0.020 0.180 0.000 0.000
    TwoLeadECG 0.000 0.015 0.001 0.015 0.000 0.004 0.029 0.001 0.147 0.000 0.000
    TwoPatterns 0.096 0.000 0.002 0.001 0.067 0.016 0.048 0.046 0.114 0.103 0.000
    UWaveX 0.272 0.196 0.180 0.270 0.199 0.241 0.248 0.164 0.232 0.246 0.213
    UWaveY 0.366 0.267 0.268 0.364 0.283 0.313 0.322 0.249 0.297 0.275 0.332
    UWaveZ 0.342 0.265 0.232 0.336 0.290 0.312 0.346 0.217 0.295 0.271 0.245
    wafer 0.020 0.001 0.002 0.001 0.003 0.001 0.002 0.004 0.004 0.003 0.003
    WordSynonyms 0.351 0.266 0.276 0.439 0.226 0.345 0.357 0.302 0.406 0.420 0.368
    yoga 0.164 0.113 0.112 0.169 0.121 0.081 0.159 0.149 0.145 0.155 0.142
    Win 3 8 7 5 4 13 4 4 2 18 8
    AVG Arithmetic rank 8.205 3.682 3.932 7.318 5.545 4.614 7.455 6.614 7.909 3.977 4.386
    AVG Geometric rank 7.160 3.054 3.249 5.997 4.744 3.388 6.431 5.598 6.941 2.780 3.481
    MPCE 0.0397 0.0226 0.0241 0.0330 0.0304 0.0256 0.0302 0.0335 0.0407 0.0219 0.0231

    FCN achieves the lowest overall MPCE (0.0219), the best geometric rank (2.780), and wins on 18 out of 44 datasets. ResNet achieves the third-lowest MPCE (0.0231), outperforming MCNN (0.0241) and trailing only COTE (0.0226).

  8. Knowl 8 — Statistical Clustering of Time Series Classifiers via Paired T-Tests on PCE

    empirical result

    Statistical significance testing using paired tt-tests of the Mean Per-Class Error (MPCE) across the 44 UCR benchmark datasets clusters the 11 evaluated models into distinct performance groups:

    • The top-performing cluster consists of FCN (MPCE=0.0219MPCE = 0.0219), COTE (MPCE=0.0226MPCE = 0.0226), ResNet (MPCE=0.0231MPCE = 0.0231), MCNN (MPCE=0.0241MPCE = 0.0241), and BOSS (MPCE=0.0256MPCE = 0.0256). The pairwise MPCE differences between any two models in this group are not statistically significant at the p<0.05p < 0.05 level (e.g., FCN vs. ResNet p=0.2508p = 0.2508, FCN vs. COTE p=0.3978p = 0.3978, FCN vs. MCNN p=0.2495p = 0.2495, COTE vs. ResNet p=0.4351p = 0.4351, BOSS vs. FCN p=0.1879p = 0.1879, BOSS vs. ResNet p=0.2751p = 0.2751).
    • A second tier comprises SE1 (MPCE=0.0302MPCE = 0.0302), PROP (MPCE=0.0304MPCE = 0.0304), BOSSVS (MPCE=0.0330MPCE = 0.0330), and TSBF (MPCE=0.0335MPCE = 0.0335).
    • 1-NN DTW (MPCE=0.0397MPCE = 0.0397) and 3-layer MLP (MPCE=0.0407MPCE = 0.0407) exhibit the highest error rates; the paired tt-test between DTW and MLP yields p=0.4234p = 0.4234, indicating that MLP performance is not statistically distinguishable from standard 1-NN DTW.
    • Pairwise Wilcoxon rank-sum tests with tie correction confirm that FCN and ResNet are not significantly different from COTE (p=0.8445,0.8347p = 0.8445, 0.8347), MCNN (p=0.9834,0.9468p = 0.9834, 0.9468), or BOSS (p=0.8905,0.8740p = 0.8905, 0.8740).
  9. Knowl 9 — Classification Semantics and Representation Divergence via PCA

    empirical result

    Applying Principal Component Analysis (PCA) to the 44-dimensional Per-Class Error (PCE) vectors across all evaluated benchmark classifiers maps the decision behaviors of the models into a 2-D semantic space:

    • FCN and ResNet project in close proximity to each other and near convolutional and ensemble approaches (MCNN, COTE, BOSS), indicating that 1-D convolutional features yield similar classification decisions and error distributions.
    • MLP is isolated into a distant quadrant of the PCA space away from distance-based (DTW), ensemble, and convolutional architectures.
    • The large semantic distance between MLP and convolutional baselines demonstrates that fully connected layers extract fundamentally different classification criteria on time series data, suggesting potential performance gains from combining MLP and CNN representations in a wide-and-deep framework.
  10. Knowl 10 — Overfitting and Regularization Dynamics in Deep TSC Architectures

    limitation

    End-to-end deep neural network baselines (MLP, FCN, ResNet) trained on raw univariate time series achieve near 100% training accuracy across almost all UCR datasets, creating severe vulnerability to overfitting due to limited sample sizes and low pattern complexity:

    • The 11-layer ResNet overfits more readily than the 3-block FCN, leading to a slightly higher test MPCE (0.0231 for ResNet vs. 0.0219 for FCN) despite ResNet's higher representational capacity.
    • Architectural regularization is critical for generalization: replacing dense fully-connected layers with Global Average Pooling (GAP) eliminates the majority of network parameters, while 1-D batch normalization accelerates convergence and prevents covariate shift.
    • In MLPs, dropout across all layers is necessary to prevent neuron co-adaptation and achieve parity with 1-NN DTW.

Coverage note — Deliberately omitted the Gramian Angular Summation Field (GASF) filter visualization equations and figures, as GASF is an existing visualization technique adopted from prior literature rather than a core novel contribution.

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Citation

MLA
Wang, Z., et al. “Time Series Classification from Scratch with Deep Neural Networks: A Strong Baseline”. arXiv, 2016, http://arxiv.org/abs/1611.06455v4.
APA
Wang, Z., Yan, W., & Oates, T. (2016). Time Series Classification from Scratch with Deep Neural Networks: A Strong Baseline. arXiv. http://arxiv.org/abs/1611.06455v4
Chicago
Wang, Z., W. Yan, and T. Oates. 2016. “Time Series Classification from Scratch with Deep Neural Networks: A Strong Baseline”. arXiv. http://arxiv.org/abs/1611.06455v4.
Harvard
Wang, Z., Yan, W. and Oates, T. (2016) “Time Series Classification from Scratch with Deep Neural Networks: A Strong Baseline”, arXiv [Preprint]. Available at: http://arxiv.org/abs/1611.06455v4.
Vancouver
1. Wang Z, Yan W, Oates T (2016) Time Series Classification from Scratch with Deep Neural Networks: A Strong Baseline. arXiv

BibTeX

@article{wang2016time,
  title = {Time Series Classification from Scratch with Deep Neural Networks: A Strong Baseline},
  author = {Wang, Zhiguang and Yan, Weizhong and Oates, Tim},
  year = {2016},
  journal = {arXiv},
  url = {http://arxiv.org/abs/1611.06455v4},
  eprint = {1611.06455}
}
Metadata:arXiv

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