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Say I use an RNN, whatever is the cell's type, to perform time series classification. It can thus be seen as sequence classification. The time series is split into random, equal size, overlapping window. Once trained the goal is to make real time classification. So, here is tow scenario:

  • Each window is a sequence of n samples used to train the RNN on n time steps. Then, the real-time classification is done with a sliding widow.

In that case: (1) is there any other methods than using a sliding window in real time ? (2) Is there any links that is made between a window and the previous one(s) ?

  • From each window is extracted a summary vector.

In that case: do i have to construct sequences of n summary vector from n windows, or can I use a one time step RNN which takes the last previous internal state into the first current internal state ?

This post comes from the fact that, from what i saw, there is no temporal links that are made between sequences. RNN's are just trained with randomly picked up sequences. But if tow sequences follows, the second one may be related to the first one. Or the last one may even relate to a distant one.

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  • $\begingroup$ I see too many question marks here. Please, ask one question per post. If you have 2 or more questions, split the post into multiple ones, and ask each question in its separate post. Make sure to provide the necessary background/context to understand each of the separate questions in each post. Thanks! $\endgroup$
    – nbro ♦
    Dec 29 '20 at 10:02
  • $\begingroup$ these are just all the same ask a different way to be more previse about what i don't understand. Doing several post would mean rephrasing the same post each time. But anyway, i can make one post per bullet point. $\endgroup$
    – Hattori
    Dec 29 '20 at 11:01
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    $\begingroup$ If they are all the same question, then you can just leave 1 version of the question and remove all other questions. So, please, do it. $\endgroup$
    – nbro ♦
    Dec 29 '20 at 11:14
  • $\begingroup$ By all the same i mean questions that try to better frame my problem. Otherwise it always end up with wrong answer when the problem is not obvious. But ok, i will try to rephrase it with less question mark. $\endgroup$
    – Hattori
    Dec 29 '20 at 11:28
  • $\begingroup$ Sorry, but I've read this post and you're actually asking many questions, although they are related. It's true that you have a general problem/question that you're trying to solve/answer, but, please, edit this post to leave your main question. If you can put your main and specific question in the title that summarises all your questions (please do it!), then this post may be ok, otherwise, if you can't do that, this post will be closed as too broad. $\endgroup$
    – nbro ♦
    Dec 29 '20 at 11:33

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