Multi-View Time Series Classification: A Discriminative Bilinear Projection Approach

By virtue of the increasingly large amount of various sensors, information about the same object can be collected from multiple views. These mutually enriched information can help many real-world applications, such as daily activity recognition in which both video cameras and on-body sensors are continuously collecting information. Such multivariate time series (m.t.s.)data from multiple views can lead to a significant improvement of classification tasks. However, the existing methods for time series data classification only focus on single-view data, and the benefits of mutual-support multiple views are not taken into account. In light of this challenge, we propose a novel approach, named Multi-view Discriminative Bilinear Projections (MDBP), for extracting discriminative features from multi-view m.t.s. data. First, MDBP keeps the original temporal structure of m.t.s. data, and projects m.t.s. from different views onto a shared latent subspace. Second, MDBP incorporates discriminative information by minimizing the within-class separability and maximizing the between-class separability of m.t.s. in the shared latent subspace. Moreover, a Laplacian regularization term is designed to preserve the temporal smoothness within m.t.s.. Extensive experiments on two real-world datasets demonstrate the effectiveness of our approach. Compared to the state-of-the-art multi-view learning and m.t.s. classification methods, our approach greatly improves the classification accuracy due to the full exploration of multi-view streaming data. Moreover, by using a feature fusion strategy, our approach further improves the classification accuracy by at least 10%.