Most of the existing research on time series concerns supervised forecasting problems. In comparison, little research has been devoted to unsupervised methods for the visual exploration of multivariate time series. In this paper, the capabilities of the Generative Topographic Mapping Through Time, a model with solid foundations in probability theory that performs simultaneous time series data clustering and visualization, are assessed in detail in several experiments. The focus is placed on the detection of atypical data, the visualization of the evolution of signal regimes, and the exploration of sudden transitions, for which a novel identification index is defined.
CitationOlier, I., Vellido, A. "Capturing the dynamics of multivariate time series through visualization using generative topographic mapping through time". 2005.
All rights reserved. This work is protected by the corresponding intellectual and industrial property rights. Without prejudice to any existing legal exemptions, reproduction, distribution, public communication or transformation of this work are prohibited without permission of the copyright holder. If you wish to make any use of the work not provided for in the law, please contact: firstname.lastname@example.org