- Tytuł:
- Times series averaging and denoising from a probabilistic perspective on time-elastic kernels
- Autorzy:
- Marteau, Pierre-Francois
- Powiązania:
- https://bibliotekanauki.pl/articles/330311.pdf
- Data publikacji:
- 2019
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
time series averaging
time elastic kernel
dynamic time warping
hidden Markov model
szereg czasowy
dynamiczne dopasowanie czasu
ukryty model Markowa - Opis:
- In the light of regularized dynamic time warping kernels, this paper re-considers the concept of a time elastic centroid for a set of time series. We derive a new algorithm based on a probabilistic interpretation of kernel alignment matrices. This algorithm expresses the averaging process in terms of stochastic alignment automata. It uses an iterative agglomerative heuristic method for averaging the aligned samples, while also averaging the times of their occurrence. By comparing classification accuracies for 45 heterogeneous time series data sets obtained by first nearest centroid/medoid classifiers, we show that (i) centroid-based approaches significantly outperform medoid-based ones, (ii) for the data sets considered, our algorithm, which combines averaging in the sample space and along the time axes, emerges as the most significantly robust model for time-elastic averaging with a promising noise reduction capability. We also demonstrate its benefit in an isolated gesture recognition experiment and its ability to significantly reduce the size of training instance sets. Finally, we highlight its denoising capability using demonstrative synthetic data. Specifically, we show that it is possible to retrieve, from few noisy instances, a signal whose components are scattered in a wide spectral band.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2019, 29, 2; 375-392
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł