A covariance extension approach to identification of time series.

Jorge Mari Anders Dahlén Anders Lindquist

Published in: Autom. (2000)

Keyphrases

information retrieval
dynamic time warping
machine learning
stock market
covariance matrix
pairwise
similarity measure
objective function
image processing
long term
information systems
computer vision
data sets
autoregressive
automatic identification
multivariate time series
person identification