A Reproducing Kernel Hilbert Space Framework for Pairwise Time Series Distances
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.
| 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.
SEE ALSO:
Link this page
Would you like to put a link to this lecture on your homepage?Go ahead! Copy the HTML snippet !


