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Time Series Analysis Using Geometric Template Matching

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4 Author(s)
Frank, J. ; Sch. of Comput. Sci., McGill Univ., Montreal, QC, Canada ; Mannor, S. ; Pineau, J. ; Precup, D.

We present a novel framework for analyzing univariate time series data. At the heart of the approach is a versatile algorithm for measuring the similarity of two segments of time series called geometric template matching (GeTeM). First, we use GeTeM to compute a similarity measure for clustering and nearest-neighbor classification. Next, we present a semi-supervised learning algorithm that uses the similarity measure with hierarchical clustering in order to improve classification performance when unlabeled training data are available. Finally, we present a boosting framework called TDEBOOST, which uses an ensemble of GeTeM classifiers. TDEBOOST augments the traditional boosting approach with an additional step in which the features used as inputs to the classifier are adapted at each step to improve the training error. We empirically evaluate the proposed approaches on several datasets, such as accelerometer data collected from wearable sensors and ECG data.

Published in:

Pattern Analysis and Machine Intelligence, IEEE Transactions on  (Volume:35 ,  Issue: 3 )

Date of Publication:

March 2013

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