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| Paper Abstract and Keywords | ||
| Presentation | 2016-07-06 13:50 Factor Analysis of Time Series Data by Smoothing DTW Distance Kei Amii (Kyoto Univ.)  IBISML2016-8 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | From a large database of time series, our goal is to extract a few factor time series (features). We propose a method to extract factors and their weights for each time series by minimizing a discrepancy between the original time series and its reconstruction. To solve optimization problems, differential approaches are popular, most notably the steepest descent method. And the DTW distance is popular to measure distance between two time series. The DTW distance is, however, not always differentiable with respect to its arguments. In this work, we propose to smooth the DTW distance and carry out factor analysis. |
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| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Time Series Data / Matrix Factorization / Factor Analysis / Gradient Descent / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 116, no. 121, IBISML2016-8, pp. 231-238, July 2016. | |
| Paper # | IBISML2016-8 | |
| Date of Issue | 2016-06-28 (IBISML) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | IBISML2016-8 |
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| Conference Information | |
| Committee | NC IPSJ-BIO IBISML IPSJ-MPS |
| Conference Date | 2016-07-04 - 2016-07-06 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Okinawa Institute of Science and Technology |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Machine Learning Approach to Biodata Mining, and General |
| Paper Information | |
| Registration To | IBISML |
| Conference Code | 2016-07-NC-BIO-IBISML-MPS |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Factor Analysis of Time Series Data by Smoothing DTW Distance |
| Sub Title (in English) | |
| Keyword(1) | Time Series Data |
| Keyword(2) | Matrix Factorization |
| Keyword(3) | Factor Analysis |
| Keyword(4) | Gradient Descent |
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| Keyword(8) | |
| 1st Author's Name | Kei Amii |
| 1st Author's Affiliation | Kyoto University (Kyoto Univ.) |
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| Speaker | Author-1 |
| Date Time | 2016-07-06 13:50:00 |
| Presentation Time | 25 minutes |
| Registration for | IBISML |
| Paper # | IBISML2016-8 |
| Volume (vol) | vol.116 |
| Number (no) | no.121 |
| Page | pp.231-238 |
| #Pages | 8 |
| Date of Issue | 2016-06-28 (IBISML) |
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