Inspired by the tremendous success of deep Convolutional Neural Networks as generic feature extractors for images, we propose TimeNet: a deep recurrent neural network (RNN) trained on diverse time series in an unsupervised manner using sequence to sequence (seq2seq) models to extract features from time series. Rather than relying on data from the problem domain, TimeNet attempts to generalize time series representation across domains by ingesting time series from several domains simultaneously. Once trained, TimeNet can be used as a generic off-the-shelf feature extractor for time series. The representations or embeddings given by a pre-trained TimeNet are found to be useful for time series classification (TSC). For several publicly available datasets from UCR TSC Archive and an industrial telematics sensor data from vehicles, we observe that a classifier learned over the TimeNet embeddings yields significantly better performance compared to (i) a classifier learned over the embeddings given by a domain-specific RNN, as well as (ii) a nearest neighbor classifier based on Dynamic Time Warping.

TimeNet是一个基于循环神经网络的深度非监督学习模型，使用序列到序列模型从多个时间序列中提取特征，可用作时间序列的通用特征提取器，并且通过实验证明，使用TimeNet特征提取器训练的分类器能够显著提高分类效果。

TimeNet: 面向时序分类的预训练深度循环神经网络