Performance of Mahalanobis Distance in Time Series Classification Using Shapelets
نویسندگان
چکیده
منابع مشابه
Time series classification by class-specific Mahalanobis distance measures
To classify time series by nearest neighbors, we need to specify or learn one or several distance measures. We consider variations of the Mahalanobis distance measures which rely on the inverse covariance matrix of the data. Unfortunately — for time series data — the covariance matrix has often low rank. To alleviate this problem we can either use a pseudoinverse, covariance shrinking or limit ...
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ژورنال
عنوان ژورنال: International Journal of Machine Learning and Computing
سال: 2014
ISSN: 2010-3700
DOI: 10.7763/ijmlc.2014.v4.434