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I have a neural network that is being used to classify three classes -1, 0, 1. It going to be applied to time series data to determine a class at each time point to predict an event.

I have 26000 training samples per class with 25 features and I have justified there is no overfitting with 10 time K-Fold cross validation.

Here is the confusion matrix for a 60/40 training/test split enter image description here

When I use data that isn't randomised and is actually part of the training set, it sometimes classified the complete opposite, and no matter how I tune the hyperparameters it always gets certain ones wrong.

I will show you two graphs.

The 0 in the x axis indicates start of an event and the orange line is what it should be. There will be a bit of lag and messy bits because the data is from a human and isn't perfect and I have smoothed the data, it is classifying every 10ms. The first classifies how I expect a 98.8% neural network to do so, and the other is just completely wrong!

What is happening here? How can this be possible for such a high accuracy neural network?

I appreciate your all your help :)

enter image description here

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    $\begingroup$ You need to give us more details on this. $\endgroup$ – Tim Aug 18 at 11:52
  • $\begingroup$ Hi there Tim, what else should I add? Thank you for the feedback $\endgroup$ – Po Chen Liu Aug 18 at 11:59

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