Time Series Kernels based on Nonlinear Vector AutoRegressive Delay Embeddings.
Giovanni de FeliceJohn Yannis GoulermasVladimir V. GusevPublished in: NeurIPS (2023)
Keyphrases
- multivariate time series
- vector autoregressive
- hilbert space
- finite difference
- empirically derived
- kernel principal component analysis
- kernel function
- non stationary
- manifold learning
- support vector
- feature space
- dimensionality reduction
- low dimensional
- image segmentation
- partial differential equations
- categorical data