Matrix Profile XXI: A Geometric Approach to Time Series Chains Improves Robustness.
Makoto ImamuraTakaaki NakamuraEamonn J. KeoghPublished in: KDD (2020)
Keyphrases
- dynamic time warping
- low rank
- singular value decomposition
- data sets
- weather forecasting
- singular values
- symbolic representation
- temporal patterns
- covariance matrix
- non stationary
- data structure
- genetic algorithm
- information systems
- chronic hepatitis
- database
- multi variate
- high robustness
- neural network
- data mining
- stock price
- high dimensional
- image processing
- stock market
- case study
- multiscale
- user profiles
- long term