How to Use Convolutional Neural Networks for Time Series Classification

A large amount of data is stored in the form of time series: stock indices, climate measurements, medical tests, etc. Time series classification has a wide range of applications: from identification of stock market anomalies to automated detection of heart and brain diseases. There are many methods for time series classification. Most of them consist of two major stages: on the first stage you either use some algorithm for measuring the difference between time series that you want to classify (dynamic time warping is a well-known one) or you use whatever tools are at your disposal (simple statistics, advanced mathematical methods etc.) to represent your time series as feature vectors. In the second stage you use some algorithm to classify your data.