Y Zhengh proposed in 2014 that splitting multi-variate time series into univariate signals and processing them seperately as distinct branches of the DL architecture is better than processing them as a multi-variate CNN... I am not sure whether this makes sense, but it should be something we can easily test in Keras.
Y Zhengh proposed in 2014 that splitting multi-variate time series into univariate signals and processing them seperately as distinct branches of the DL architecture is better than processing them as a multi-variate CNN... I am not sure whether this makes sense, but it should be something we can easily test in Keras.
The article is on the onedrive, link: https://nlesc-my.sharepoint.com/personal/v_vanhees_esciencecenter_nl/_layouts/15/guestaccess.aspx?guestaccesstoken=cKHpfUmasCukMxT9YMnoLKvwtQiFlFYdJclcl%2buhcYM%3d&docid=17139ecaca7d5428ea3d184e04a4e59f5