| Presentation | 2016-07-06 Factor Analysis of Time Series Data by Smoothing DTW Distance Kei Amii, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Time Series Data / Matrix Factorization / Factor Analysis / Gradient Descent |
| Paper # | IBISML2016-8 |
| Date of Issue | 2016-06-28 (IBISML) |
| Conference Information | |
| Committee | NC / IPSJ-BIO / IBISML / IPSJ-MPS |
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| Conference Date | 2016/7/4(3days) |
| 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 |
| Chair | Shigeo Sato(Tohoku Univ.) / / Kenji Fukumizu(ISM) |
| Vice Chair | Masafumi Hagiwara(Keio Univ.) / / Masashi Sugiyama(Univ. of Tokyo) / Hisashi Kashima(Kyoto Univ.) |
| Secretary | Masafumi Hagiwara(Kyoto Sangyo Univ.) / (Tokyo Inst. of Tech.) / Masashi Sugiyama / Hisashi Kashima(Univ. of Tokyo) / (Nagoya Inst. of Tech.) |
| Assistant | Hisanao Akima(Tohoku Univ.) / Yoshihisa Shinozawa(Keio Univ.) / / Toshihiro Kamishima(AIST) / Tomoharu Iwata(NTT) |
| Paper Information | |
| Registration To | Technical Committee on Neurocomputing / Special Interest Group on Bioinformatics and Genomics / Technical Committee on Infomation-Based Induction Sciences and Machine Learning / Special Interest Group on Mathematical Modeling and Problem Solving |
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| Language | JPN |
| 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 |
| 1st Author's Name | Kei Amii |
| 1st Author's Affiliation | Kyoto University(Kyoto Univ.) |
| Date | 2016-07-06 |
| Paper # | IBISML2016-8 |
| Volume (vol) | vol.116 |
| Number (no) | IBISML-121 |
| Page | pp.pp.231-238(IBISML), |
| #Pages | 8 |
| Date of Issue | 2016-06-28 (IBISML) |