We consider the question of predicting nonlinear time series. Kernel Dynamical Modeling (KDM), a new method based on kernels, is proposed as an extension to linear dynamical model...
The increasing interest in time series data mining has had surprisingly little impact on real world medical applications. Practitioners who work with time series on a daily basis ...
Li Wei, Nitin Kumar, Venkata Nishanth Lolla, Eamon...
We introduce a framework for defining a distance on the (non-Euclidean) space of Linear Dynamical Systems (LDSs). The proposed distance is induced by the action of the group of o...
A good distance measure for time series needs to properly incorporate the temporal structure, and should be applicable to sequences with unequal lengths. In this paper, we propose...
Zhengdong Lu, Todd K. Leen, Yonghong Huang, Deniz ...
Random Forests were introduced by Breiman for feature (variable) selection and improved predictions for decision tree models. The resulting model is often superior to AdaBoost and ...
Long Han, Mark J. Embrechts, Boleslaw K. Szymanski...