Invariant time-series factorization.
Josif GrabockaLars Schmidt-ThiemePublished in: Data Min. Knowl. Discov. (2014)
Keyphrases
- non stationary
- affine transformation
- multivariate time series
- chronic hepatitis
- affine invariant
- autoregressive
- moment invariants
- subsequence matching
- matrix factorization
- invariant properties
- invariance properties
- weather forecasting
- data mining tasks
- singular value decomposition
- pairwise
- abnormal patterns
- rank constraint
- neural network
- multidimensional time series
- tensor factorization
- moving average
- financial time series
- symbolic representation
- invariant features
- low rank
- computer vision