Time series classification by class-specific Mahalanobis distance measures
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: Advances in Data Analysis and Classification
سال: 2012
ISSN: 1862-5347,1862-5355
DOI: 10.1007/s11634-012-0110-6