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arXiv 1610.04783cs.LG
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时间序列分类的相似性学习

Similarity Learning for Time Series Classification

Univ Lyon(里昂大学);UJM-Saint-Etienne(圣埃蒂安让·莫内大学);CNRS(法国国家科学研究中心);Institut d Optique Graduate School(法国光学研究所研究生院);Grenoble-Alps University(格勒诺布尔-阿尔卑斯大学)

Maria-Irina Nicolae, Éric Gaussier, Amaury Habrard, Marc Sebban

摘要:

多元时间序列自然存在于许多领域,如能源,生物信息学,信号处理和金融。这些应用程序中的大多数都需要能够比较这些结构化数据。在这种情况下,动态时间规整(DTW)可能是最常见的比较措施。然而,并没有太多的研究工作已经投入到改善它的学习。在本文中,我们提出了一种新的方法来学习相似性DTW的基础上,以提高时间序列分类。利用统一的稳定性框架,我们提供了第一个理论保证的形式,线性分类的推广界。实验结果表明,该方法是有效的,同时产生稀疏分类器。

英文摘要:

Multivariate time series naturally exist in many fields, like energy, bioinformatics, signal processing, and finance. Most of these applications need to be able to compare these structured data. In this context, dynamic time warping (DTW) is probably the most common comparison measure. However, not much research effort has been put into improving it by learning. In this paper, we propose a novel method for learning similarities based on DTW, in order to improve time series classification. Making use of the uniform stability framework, we provide the first theoretical guarantees in the form of a generalization bound for linear classification. The experimental study shows that the proposed approach is efficient, while yielding sparse classifiers.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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