Recurrent neural networks for time series classification

Recurrent neural networks (RNN) are a widely used tool for the prediction of time series. In this paper we use the dynamic behaviour of the RNN to categorize input sequences into different specified classes. These two tasks do not seem to have much in common. However, the prediction task strongly supports the development of a suitable internal structure, representing the main features of the input sequence, to solve the classification problem. Therefore, the speed and success of the training as well as the generalization ability of the trained RNN are significantly improved. The trained RNN provides good classification performance and enables the user to assess efficiently the degree of reliability of the classification result. (C) 2002 Elsevier Science B.V. All rights reserved.