T-WaveNet: A Tree-Structured Wavelet Neural Network for Time Series Signal Analysis

Time series signal analysis plays an essential role in many applications, e.g., activity recognition and healthcare monitoring.Recently, features extracted with deep neural networks (DNNs) have shown to be more effective than conventional hand-crafted ones.However, most existing solutions rely solely on the network to extract information carried in the raw signal, regardless of its inherent physical and statistical properties, leading to sub-optimal performance particularly under a limited amount of training data.In this work, we propose a novel tree-structured wavelet neural network for time series signal analysis, namely \emph{T-WaveNet}, taking advantage of an inherent property of various types of signals, known as the \emph{dominant frequency range}. Specifically, with \emph{T-WaveNet}, we first conduct frequency spectrum energy analysis of the signals to get a set of dominant frequency subbands. Then, we construct a tree-structured network that iteratively decomposes the input signal into various frequency subbands with similar energies. Each node on the tree is built with an invertible neural network (INN) based wavelet transform unit. Such a disentangled representation learning method facilitates a more effective extraction of the discriminative features, as demonstrated with the comprehensive experiments on various real-life time series classification datasets.