A PCA-based Kernel for Kernel PCA on Multivariate Time Series

@inproceedings{Yang2005APK,
  title={A PCA-based Kernel for Kernel PCA on Multivariate Time Series},
  author={Kiyoung Yang and Cyrus Shahabi},
  year={2005}
}
Multivariate time series (MTS) data sets are common in various multimedia, medical and financial application domains. These applications perform several data-analysis operations on large number of MTS data sets such as similarity searches, feature-subset-selection, cluster ing and classification. Inherently, an MTS item has a large number of dimensions. Hence, before applying data mining techniques, some form of dimension reduction, e.g., feature extraction, should be performed. Principal… CONTINUE READING

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