Representation Learning of Clinical Multivariate Time Series with Random Filter Banks

Machine learning and deep learning models for time series classification generally require a large volume of data to achieve superior performance. However, due to the lack of a sufficient amount of time series in many real-world applications, particularly health care, training these models is more challenging than expected. This paper introduces the Random Frequency Butchering (RFB) method to enhance the generalization performance of classification tasks on limited time series in health care. This approach generates a number of filters with random cutoff frequencies in the frequency domain. The concatenation of time series representations from these filters stacked with the original time series is then used to train an arbitrary time series classifier. The experimental results on the standard medical time series datasets show that the RFB time series representation can significantly enhance the classification performance of the MiniRocket, InceptionNet, and ResNet classifiers.