Variance/Covariance extension for time series discrimination
نویسندگان
چکیده
For time series discrimination,the main idea behind the proposed approach is to use a variance/covariance criterion to strengthen or weaken aligned observations according to their contribution to the variability within and between classes. To this end, the classical variance/covariance expression is extended to a set of time series, as well as to a partition of time series.
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