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» A PCA-based similarity measure for multivariate time series
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CSDA
2007
159views more  CSDA 2007»
13 years 6 months ago
Multivariate out-of-sample tests for Granger causality
A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in th...
Sarah Gelper, Christophe Croux
JMLR
2010
117views more  JMLR 2010»
13 years 23 days ago
Bayesian Online Learning for Multi-label and Multi-variate Performance Measures
Many real world applications employ multivariate performance measures and each example can belong to multiple classes. The currently most popular approaches train an SVM for each ...
Xinhua Zhang, Thore Graepel, Ralf Herbrich
IJCNN
2008
IEEE
14 years 11 days ago
Support vector machines and dynamic time warping for time series
— Effective use of support vector machines (SVMs) in classification necessitates the appropriate choice of a kernel. Designing problem specific kernels involves the definition...
Steinn Gudmundsson, Thomas Philip Runarsson, Sven ...
SDM
2012
SIAM
285views Data Mining» more  SDM 2012»
11 years 8 months ago
A Novel Approximation to Dynamic Time Warping allows Anytime Clustering of Massive Time Series Datasets
Given the ubiquity of time series data, the data mining community has spent significant time investigating the best time series similarity measure to use for various tasks and dom...
Qiang Zhu 0002, Gustavo E. A. P. A. Batista, Thana...
TKDE
2010
151views more  TKDE 2010»
13 years 4 months ago
Dictionary-Based Compression for Long Time-Series Similarity
—Long time-series datasets are common in many domains, especially scientific domains. Applications in these fields often require comparing trajectories using similarity measure...
Willis Lang, Michael D. Morse, Jignesh M. Patel