Time series classification by class-specific Mahalanobis distance measures

DOI10.1007/s11634-012-0110-6zbMath1254.62096arXiv1010.1526MaRDI QIDQ695678

Zoltán Prekopcsák, Daniel Lemire

Publication date: 14 December 2012

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.1526

zbMATH Keywords

nearest neighbors; distance measure learning

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H30: Classification and discrimination; cluster analysis (statistical aspects)

Uses Software

• Matlab
• FastDTW
• GitHub
• LMNN

Cites Work

• FastDTW
• A method of learning weighted similarity function to improve the performance of nearest neighbor
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• Large margin nearest local mean classifier
• Faster retrieval with a two-pass dynamic-time-warping lower bound
• Adaptive dissimilarity index for measuring time series proximity
• Learning prototypes and distances: A prototype reduction technique based on nearest neighbor error minimization
• Dynamic programming algorithm optimization for spoken word recognition
• A class-dependent weighted dissimilarity measure for nearest neighbor classification problems
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