26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

A Hands-On Introduction to Time

Series Classi cation (with
Python Code)
Aishwarya Singh Follow
Jan 7 · 10 min read

Classifying time series data? Is that really possible? What could

potentially be the use of doing that? These are just some of the
questions you must have had when you read the title of this article. And
it’s only fair — I had the exact same thoughts when I first came across
this concept!

The time series data most of us are exposed to deals primarily with
generating forecasts. Whether that’s predicting the demand or sales of
a product, the count of passengers in an airline or the closing price of a
particular stock, we are used to leveraging tried and tested time series
techniques for forecasting requirements.

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 1/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

But as the amount of data being generated increases exponentially, so

does the opportunity to experiment with new ideas and algorithms.
Working with complex time series datasets is still a niche field, and it’s
always helpful to expand your repertoire to include new ideas.

And that is what I aim to do in the article by introducing you to the

novel concept of time series classification. We will first understand
what this topic means and it’s applications in the industry. But we
won’t stop at the theory part — we’ll get our hands dirty by working on
a time series dataset and performing binary time series classification.
Learning by doing — this will help you understand the concept in a
practical manner as well.

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 2/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

If you have not worked on a time series problem before, I highly

recommend first starting with some basic forecasting. You can go
through the below article for starters:

A comprehensive beginner’s guide to create a Time Series Forecast

(with Codes in Python)

Table of contents
1. Introduction to Time Series Classification
1.1 ECG Signals
1.2 Image Data
1.3 Sensors

2. Setting up the Problem Statement

3. Reading and Understanding the Data

4. Preprocessing

5. Building our Time Series Classification Model

Introduction to Time Series Classification

Time series classification has actually been around for a while. But it
has so far mostly been limited to research labs, rather than industry
applications. But there is a lot of research going on, new datasets being
created and a number of new algorithms being proposed. When I first

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 3/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

came across this time series classification concept, my initial thought

was — how can we classify a time series and what does a time series
classification data look like? I’m sure you must be wondering the same
thing.

As you can imagine, time series classification data differs from a

regular classification problem since the attributes have an ordered
sequence. Let’s have a look at some time series classification use cases
to understand this difference.

1) Classifying ECG/EEG signals

ECG, or electrocardiogram, records the electrical activity of the heart
and is widely be used to diagnose various heart problems. These ECG
signals are captured using external electrodes.

For example, consider the following signal sample which represents the
electrical activity for one heartbeat. The image on the left represents a
normal heartbeat while the one adjacent to it represents a Myocardial
Infarction.

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 4/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

The data captured from the electrodes will be in time series form, and
the signals can be classified into different classes. We can also classify
EEG signals which record the electrical activity of the brain.

2) Image Classification
Images can also be in a sequential time-dependent format. Consider
the following scenario:

Crops are grown in a particular field depending upon the weather

conditions, soil fertility, availability of water and other external factors.
A picture of this field is taken daily for 5 years and labeled with the
name of the crop planted on the field. Do you see where I’m going with
this? The images in the dataset are taken after a fixed time interval and
have a defined sequence, which can be an important factor in
classifying the images.

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 5/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

3) Classifying Motion Sensor Data

Sensors generate high-frequency data that can identify the movement
of objects in their range. By setting up multiple wireless sensors and
observing the change in signal strength in the sensors, we can identify
the object’s direction of movement.

What other applications can you think of where we can apply time
series classification? Let me know in the comments section below the
article.

Setting up the Problem Statement

We will be working on the ‘Indoor User Movement Prediction‘ problem.
In this challenge, multiple motion sensors are placed in different rooms
and the goal is to identify whether an individual has moved across
rooms, based on the frequency data captured from these motion
sensors.

There are four motion sensors (A1, A2, A3, A4) placed across two
rooms. Have a look at the below image which illustrates where the
sensors are positioned in each room. The setup in these two rooms was
created in 3 different pairs of rooms (group1, group2, group3).

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 6/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

A person can move along any of the six pre-defined paths shown in the
above image. If a person walks on path 2, 3, 4 or 6, he moves within the
room. On the other hand, if a person follows path 1 or path 5, we can
say that the person has moved between the rooms.

The sensor reading can be used to identify the position of a person at a

given point in time. As the person moves in the room or across rooms,
the reading in the sensor changes. This change can be used to identify
the path of the person.

Now that the problem statement is clear, it’s time to get down to
coding! In the next section, we will look at the dataset for the problem
which should help clear up any lingering questions you might have on
this statement. You can download the dataset from this link: Indoor
User Movement Prediction.

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 7/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

Reading and Understanding the Data

Our dataset comprises of 316 files:

• 314 MovementAAL csv files containing the readings from motion

sensors placed in the environment

• A Target csv file that contains the target variable for each
MovementAAL file

• One Group Data csv file to identify which MovementAAL file

belongs to which setup group

• The Path csv file that contains the path which the object took

Let’s have a look at the datasets. We’ll start by importing the necessary
libraries.

import pandas as pd
import numpy as np
%matplotlib inline
import matplotlib.pyplot as plt
from os import listdir

from keras.preprocessing import sequence

import tensorflow as tf
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
from keras.optimizers import Adam
from keras.models import load_model
from keras.callbacks import ModelCheckpoint

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 8/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

Before loading all the files, let’s take a quick sneak peek into the data
we are going to deal with. Reading the first two files from the
movement data:

df1 =
pd.read_csv(‘/MovementAAL/dataset/MovementAAL_RSS_1.csv')
df2 =
pd.read_csv('/MovementAAL/dataset/MovementAAL_RSS_2.csv')

df1.head()

df2.head()

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 9/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

df1.shape, df2.shape

((27, 4), (26, 4))

The files contain normalized data from the four sensors — A1, A2, A3,
A4. The length of the csv files (number of rows) vary, since the data
corresponding to each csv is for a different duration. To simplify things,
let us suppose the sensor data is collected every second. The first
reading was for a duration of 27 seconds (so 27 rows), while another
reading was for 26 seconds (so 26 rows).

We will have to deal with this varying length before we build our
model. For now, we will read and store the values from the sensors in a
list using the following code block:

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 10/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

path = 'MovementAAL/dataset/MovementAAL_RSS_'
sequences = list()
for i in range(1,315):
file_path = path + str(i) + '.csv'
print(file_path)
df = pd.read_csv(file_path, header=0)
values = df.values
sequences.append(values)

targets =
pd.read_csv('MovementAAL/dataset/MovementAAL_target.csv')
targets = targets.values[:,1]

We now have a list ‘sequences’ that contains the data from the motion
sensors and ‘targets’ which holds the labels for the csv files. When we
print sequences[0], we get the values of sensors from the first csv file:

sequences[0]

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 11/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

As mentioned previously, the dataset was collected in three different

pairs of rooms — hence three groups. This information can be used to
divide the dataset into train, test and validation sets. We will load the
DatasetGroup csv file now:

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 12/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

groups =
pd.read_csv('MovementAAL/groups/MovementAAL_DatasetGroup.csv
', header=0)
groups = groups.values[:,1]

We will take the data from the first two sets for training purposes and
the third group for testing.

Preprocessing Steps
Since the time series data is of varying length, we cannot directly build
a model on this dataset. So how can we decide the ideal length of a
series? There are multiple ways in which we can deal with it and here
are a few ideas (I would love to hear your suggestions in the comment
section):

• Pad the shorter sequences with zeros to make the length of all the
series equal. In this case, we will be feeding incorrect data to the
model

• Find the maximum length of the series and pad the sequence with
the data in the last row

• Identify the minimum length of the series in the dataset and

truncate all the other series to that length. However, this will
result in a huge loss of data

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 13/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

• Take the mean of all the lengths, truncate the longer series, and
pad the series which are shorter than the mean length

Let’s find out the minimum, maximum and mean length:

len_sequences = []
for one_seq in sequences:
len_sequences.append(len(one_seq))
pd.Series(len_sequences).describe()

count 314.000000
mean 42.028662
std 16.185303
min 19.000000
25% 26.000000
50% 41.000000
75% 56.000000
max 129.000000
dtype: float64

Most of the files have lengths between 40 to 60. Just 3 files are coming
up with a length more than 100. Thus, taking the minimum or
maximum length does not make much sense. The 90th quartile comes
out to be 60, which is taken as the length of sequence for the data. Let’s
code it out:

#Padding the sequence with the values in last row to max

length
to_pad = 129

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 14/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

new_seq = []
for one_seq in sequences:
len_one_seq = len(one_seq)
last_val = one_seq[-1]
n = to_pad - len_one_seq

to_concat = np.repeat(one_seq[-1], n).reshape(4,

n).transpose()
new_one_seq = np.concatenate([one_seq, to_concat])
new_seq.append(new_one_seq)
final_seq = np.stack(new_seq)

#truncate the sequence to length 60

from keras.preprocessing import sequence
seq_len = 60
final_seq=sequence.pad_sequences(final_seq, maxlen=seq_len,
padding='post', dtype='float', truncating='post')

Now that the dataset is prepared, we will separate it based on the

groups. Preparing the train, validation and test sets:

train = [final_seq[i] for i in range(len(groups)) if

(groups[i]==2)]
validation = [final_seq[i] for i in range(len(groups)) if
groups[i]==1]
test = [final_seq[i] for i in range(len(groups)) if
groups[i]==3]

train_target = [targets[i] for i in range(len(groups)) if

(groups[i]==2)]
validation_target = [targets[i] for i in range(len(groups))
if groups[i]==1]
test_target = [targets[i] for i in range(len(groups)) if
groups[i]==3]

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 15/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

train = np.array(train)
validation = np.array(validation)
test = np.array(test)

train_target = np.array(train_target)
train_target = (train_target+1)/2

validation_target = np.array(validation_target)
validation_target = (validation_target+1)/2

test_target = np.array(test_target)
test_target = (test_target+1)/2

Building a Time Series Classification model

We have prepared the data to be used for an LSTM (Long Short Term
Memory) model. We dealt with the variable length sequence and
created the train, validation and test sets. Let’s build a single layer
LSTM network.

Note: You can get acquainted with LSTMs in this wonderfully explained
tutorial. I would advice you to go through that rst as it’ll help you
understand how the below code works.

model = Sequential()
model.add(LSTM(256, input_shape=(seq_len, 4)))
model.add(Dense(1, activation='sigmoid'))

model.summary()

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 16/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

We will now train the model and monitor the validation accuracy:

adam = Adam(lr=0.001)
chk = ModelCheckpoint('best_model.pkl', monitor='val_acc',
save_best_only=True, mode='max', verbose=1)
model.compile(loss='binary_crossentropy', optimizer=adam,
metrics=['accuracy'])
model.fit(train, train_target, epochs=200, batch_size=128,
callbacks=[chk], validation_data=
(validation,validation_target))

#loading the model and checking accuracy on the test data

model = load_model('best_model.pkl')

from sklearn.metrics import accuracy_score

test_preds = model.predict_classes(test)
accuracy_score(test_target, test_preds)

I got an accuracy score of 0.78846153846153844. It’s quite a

promising start but we can definitely improve the performance of the

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 17/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

LSTM model by playing around with the hyperparameters, changing

the learning rate, and/or the number of epochs as well.

End Notes
That brings us to the end of this tutorial. The idea behind penning this
down was to introduce you to a whole new world in the time series
spectrum in a practical manner.

Personally, I found the preprocessing step the most complex section of

all the ones we covered. Yet, it is the most essential one as well
(otherwise the whole point of time series data will fail!). Feeding the
right data to the model is equally important when working on this kind
of challenge.

Here is a really cool time series classification resource which I referred

to and found the most helpful:

• Paper on “Predicting User Movements in Heterogeneous Indoor

Environments by Reservoir Computing”

I would love to hear your thoughts and suggestions in the comment

section below.

. . .

Originally published at www.analyticsvidhya.com on January 7, 2019.

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 18/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 19/20
26/03/2019 A Hands-On Introduction to Time Series Classification (with Python Code)

https://medium.com/analytics-vidhya/a-hands-on-introduction-to-time-series-classification-with-python-code-48f8b442e7c1 20/20