This repository contains example R code to implement a Bispectrum-based Deep Convolutional Neural Network (BCNN) for classification of nonlinear time series. This is based on the paper Nonlinear Time Series Classification Using Bispectrum-based Deep Convolutional Neural Networks by P.A. Parker, S.H. Holan, and N. Ravishanker (https://arxiv.org/abs/2003.02353).
The file trendsClean.csv contains the Google Trends data used in the paper. The file gTrends.R contains the necessary functions to fit the model, as well as a cross-validation example using the Google Trends data.