A multi-scale smoothing kernel for measuring time-series similarity
Visualitza/Obre
10.1016/j.neucom.2014.08.099
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hdl:2117/78645
Tipus de documentArticle
Data publicació2015-11-01
Condicions d'accésAccés obert
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Abstract
In this paper a kernel for time-series data is introduced so that it can be used for any data mining task that relies on a similarity or distance metric. The main idea of our kernel is that it should recognize as highly similar time-series that are essentially the same but may be slightly perturbed from each other: for example, if one series is shifted with respect to the other or if it slightly misaligned. Namely, our kernel tries to focus on the shape of the time-series and ignores small perturbations such as misalignments or shifts. First, a recursive formulation of the kernel directly based on its definition is proposed. Then it is shown how to efficiently compute the kernel using an equivalent matrix-based formulation. To validate the proposed kernel three experiments have been carried out. As an initial step, several synthetic datasets have been generated from UCR time-series repository and the KDD challenge of 2007 with the purpose of validating the kernel-derived distance over shifted time-series. Also, the kernel has been applied to the original UCR time-series to analyze its potential in time-series classification in conjunction with Support Vector Machines. Finally, two real-world applications related to ozone concentration in atmosphere and electricity demand have been considered.
CitacióTroncoso, A., Arias, M., Riquelme, J.C. A multi-scale smoothing kernel for measuring time-series similarity. "Neurocomputing", 01 Novembre 2015, vol. 167, p. 8-17.
ISSN0925-2312
Versió de l'editorhttp://www.sciencedirect.com/science/article/pii/S0925231215005585
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