2015
DOI: 10.1016/j.neucom.2014.08.099
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A multi-scale smoothing kernel for measuring time-series similarity

Abstract: In this paper a kernel for time-series data is introduced so that it can be used for any data mining task that relies on a similarity or distance metric. The main idea of our kernel is that it should recognize as highly similar time-series that are essentially the same but may be slightly perturbed from each other: for example, if one series is shifted with respect to the other or if it slightly misaligned. Namely, our kernel tries to focus on the shape of the time-series and ignores small perturbations such a… Show more

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Cited by 10 publications
(2 citation statements)
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References 30 publications
(35 reference statements)
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“…Another example is the kernel by Gaidon et al [92] for action recognition, in which the kernel is constructed on the auto-correlation of the series. There are also smoothing kernels that smooth the series with different techniques and then define the kernel for those smoothed representations [93][94][95] [96]. On the contrary, we will focus on those that define a kernel directly on the raw series.…”
Section: Definite Distance Kernelsmentioning
confidence: 99%
“…Another example is the kernel by Gaidon et al [92] for action recognition, in which the kernel is constructed on the auto-correlation of the series. There are also smoothing kernels that smooth the series with different techniques and then define the kernel for those smoothed representations [93][94][95] [96]. On the contrary, we will focus on those that define a kernel directly on the raw series.…”
Section: Definite Distance Kernelsmentioning
confidence: 99%
“…In addition, using multiple kernels could enhance the interpretability of the model and improve the generalization performance of the classifier. Reference [16] introduced a kernel function for time series data and used it for any data mining task that relies on similarity or distance measures. Bao et al [17] established multi-scale kernels approach through a multi-kernel learning framework.…”
Section: Introductionmentioning
confidence: 99%