Deep Learning for Time Series Classification (InceptionTime)

Time series data have always been of major interest to financial services, and now with the rise of real-time applications, other areas such as retail and programmatic advertising are turning their attention to time-series data driven applications. In the last couple of years, several key players in cloud services, such as Apache Kafka and Apache Spark, have released new products for processing time series data. It is therefore of great interest to understand the role and potentials of Machine Learning (ML) in this rising field. In this article, I discuss the (very) recent discoveries on Time Series Classification (TSC) with Deep Learning, by following a series of publications from the authors of [2]. TSC is the area of ML interested in learning how to assign labels to time series.