Continuous Cnn For Nonuniform Time Series

CNN for time series data implicitly assumes that the data are uniformly sampled, whereas many event-based and multi-modal data are nonuniform or have heterogeneous sampling rates. Directly applying regular CNN to nonuniform time series is ungrounded, be-cause it is unable to recognize and extract common patterns from the nonuniform input signals. In this paper, we propose the Continuous CNN (CCNN), which estimates the inherent continuous inputs by interpolation, and performs continuous convolution on the continuous input. The interpolation and convolution kernels are learned in an end-to-end manner and are able to learn useful patterns despite the nonuniform sampling rate. Results of several experiments verify that CNN achieves a better performance on nonuniform data, and learns meaningful continuous kernels.