Univariate and Multivariate Time Series Manifold Learning
Tools
Tools
Tools
O’Reilly, Colin, Moessner, Klaus and Nati, M (2017) Univariate and Multivariate Time Series Manifold Learning Knowledge-Based Systems, 133. pp. 1-16.
|
Text
Univariate and Multivariate Time Series Manifold Learning.pdf - Accepted version Manuscript Download (907kB) | Preview |
Official URL: https://www.journals.elsevier.com/knowledge-based-...
Abstract
Time series analysis aims to extract meaningful information from data that has been generated in sequence by a dynamic process. The modelling of the non-linear dynamics of a signal is often performed using a linear space with a similarity metric which is either linear or attempts to model the non-linearity of the data in the linear space. In this research, a different approach is taken where the non-linear dynamics of the time series are represented using a phase space. Training data is used to construct the phase space in which the data lies on or close to a lower-dimensional manifold. The basis of the non-linear manifold is derived using the kernel principal components derived using kernel principal component analysis where fewer components are retained in order to identify the lower-dimensional manifold. Data instances are projected onto the manifold, and those with a large distance between the original point and the projection are considered to be derived from a different underlying process. The proposed algorithm is able to perform time series classification on univariate and multivariate data. Evaluations on a large number of real-world data sets demonstrate the accuracy of the new algorithm and how it exceeds state-of-the-art performance.
| Item Type: | Article | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Divisions : | Faculty of Engineering and Physical Sciences > Electronic Engineering | ||||||||||||
| Authors : |
|
||||||||||||
| Date : | 29 May 2017 | ||||||||||||
| DOI : | 10.1016/j.knosys.2017.05.026 | ||||||||||||
| Copyright Disclaimer : | © 2017. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/ | ||||||||||||
| Uncontrolled Keywords : | time series, univariate, multivariate, one-class classification, kernel principal component analysis | ||||||||||||
| Depositing User : | Melanie Hughes | ||||||||||||
| Date Deposited : | 30 May 2017 09:54 | ||||||||||||
| Last Modified : | 16 Jan 2019 18:52 | ||||||||||||
| URI: | http://epubs.surrey.ac.uk/id/eprint/841213 |
Actions (login required)
 |
View Item |
Downloads
Downloads per month over past year