Sparse Principal Component Analysis for High Dimensional Multivariate Time Series.
Zhaoran WangFang HanHan LiuPublished in: AISTATS (2013)
Keyphrases
- multivariate time series
- high dimensional
- sparse principal component analysis
- dimension reduction
- principle component analysis
- multivariate time series data
- low dimensional
- high dimensionality
- temporal data
- dimensionality reduction
- nearest neighbor
- temporal patterns
- subspace clustering
- data points
- autoregressive
- small sample size
- high dimensional data
- human motion
- spatial structure
- categorical data
- feature extraction
- machine learning
- kernel function
- input space
- lower dimensional
- microarray data
- face recognition
- contextual information
- feature space
- computer vision