Kernels for time series with irregularly-spaced multivariate observations.
Ahmed GuecioueurFranz J. KirályPublished in: CoRR (2020)
Keyphrases
- irregularly spaced
- multivariate time series
- multivariate data
- multivariate time series data
- kernel function
- point correspondences
- regression model
- non stationary
- sequential data
- dynamic time warping
- change point detection
- high dimensional
- kernel methods
- temporal data
- feature space
- subsequence matching
- temporal patterns
- financial time series
- multiple kernel learning
- data sets
- viewpoint
- support vector