Generalized Gradient Learning on Time Series under Elastic Transformations
The majority of machine learning algorithms assumes that objects are represented as vectors. But often the objects we want to learn on are more naturally represented by other data structures such as sequences and time series. For these representations many standard learning algorithms are unavailable. We generalize gradient-based learning algorithms to time series under dynamic time warping. To this end, we introduce elastic functions, which extend functions on time series to matrix spaces. Necessary conditions are presented under which generalized gradient learning on time series is consistent. We indicate how results carry over to arbitrary elastic distance functions and to sequences consisting of symbolic elements. Specifically, four linear classifiers are extended to time series under dynamic time warping and applied to benchmark datasets. Results indicate that generalized gradient learning via elastic functions have the potential to complement the state-of-the-art in statistical pattern recognition on time series.
Code (0)
등록된 구현이 없습니다.
Tasks
Dynamic Time WarpingTime SeriesTime Series AnalysisSimilar Papers 제목 키워드 기반
Soft-MSM: Differentiable Context-Aware Elastic Alignment for Time Series
Elastic distances like dynamic time warping (DTW) are central to time series machine learning because they compare sequences under local temporal misalignment. Soft-DTW is an adaptation of DTW that can be used as a gradi…
Generalized hybrid momentum maps and reduction by symmetries of forced mechanical systems with inelastic collisions
This paper discusses reduction by symmetries for autonomous and non-autonomous forced mechanical systems with inelastic collisions. In particular, we introduce the notion of generalized hybrid momentum map and hybrid con…
Elastic Product Quantization for Time Series
Analyzing numerous or long time series is difficult in practice due to the high storage costs and computational requirements. Therefore, techniques have been proposed to generate compact similarity-preserving representat…
QuantizationTime SeriesTime Series AnalysisDiffeomorphic Transformations for Time Series Analysis: An Efficient Approach to Nonlinear Warping
The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when deali…
ClusteringDynamic Time WarpingTime SeriesTime Series Alignment+3A Review and Evaluation of Elastic Distance Functions for Time Series Clustering
Time series clustering is the act of grouping time series data without recourse to a label. Algorithms that cluster time series can be classified into two groups: those that employ a time series specific distance measure…
ClusteringDynamic Time WarpingTime SeriesTime Series Analysis+1