Low Redundancy Estimation of Correlation Matrices for Time Series Using Triangular Bounds.
Erik ScharwächterFabian GeierLukas FaberEmmanuel MüllerPublished in: PAKDD (2) (2018)
Keyphrases
- lower bound
- upper bound
- high correlation
- highly correlated
- quasi periodic
- negative correlation
- dynamic time warping
- correlation matrix
- correlation function
- estimation accuracy
- density estimation
- correlation coefficient
- lower and upper bounds
- upper and lower bounds
- importance sampling
- contingency tables
- worst case
- redundancy reduction
- power law
- pairwise comparison
- moving average
- video sequences
- error bounds
- feature space