event thumbnail image
The 25th International Conference on Machine Learning (ICML 2008)

A Reproducing Kernel Hilbert Space Framework for Pairwise Time Series Distances

author: Zhengdong Lu, OGI School, Oregon Health & Science University

Description

A good distance measure for time series needs to properly incorporate the temporal structure, and should be applicable to sequences with unequal lengths. In this paper, we propose a distance measure as a principled solution to the two requirements. Unlike the unconventional feature vector representation, our approach represents each time series with a summarizing smooth curve in a reproducing kernel Hilbert space (RKHS), and therefore translate the distance between time series into distances between curves. Moreover we propose to learn the kernel of this RKHS from a population of time series with discrete observations using Gaussian process-based non-parametric mixed-effect models. Experiments on two vastly different real-world problems show that the proposed distance measure leads to improved classification accuracy over the conventional distance measures.

You might be experiencing some problems with Your Video player.
Slides
0:00 A Reproducing Kernel Hilbert Space Framework for Pairwise Time Series Distance
0:08 Distance for Time Series
1:23 The Framework
2:13 Gaussian Processes
4:28 Two Quesitons
5:27 Bregman Divegence and Exponetinal Family
7:00 Bregman Divergence on Space of Functions
7:55 Learning GP through Non-parametric Mixed-effect Model
9:39 Non-parametric Mixed-effect Model
11:39 Fitting Non-parametric Mixed-effect Model
14:01 More on the Optimization
14:08 Experiment: Cognitive Decline Detection - 1
15:56 Experiment: Cognitive Decline Detection - 2
17:11 Experiment: Cognitive Decline Detection - 3
18:11 Experiment: EEG-based Image Target Detection
19:39 Summary
20:12 - Questions

Lecture rating

People found this lecture:
Worth seeing
because it is:
 Valuable and informative
Well presented
Easily understandable
Acceptably recorded
You need to login to cast your vote.

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment: