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time_series:representation [2014/08/12 21:45] – angelegt phreazer | time_series:representation [2014/08/12 22:17] – [Wavelet] phreazer | ||
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+ | ====== Features ====== | ||
+ | ===== Statistik ===== | ||
+ | Für jede Dimension (Aggregate): | ||
+ | * Mittelwert | ||
+ | * Standardabweichung | ||
+ | * Skewness, Kurtosis, höhere Momente | ||
+ | * Maxima, Minima | ||
+ | |||
+ | Zeitreihensicht: | ||
+ | * Crosscorrelation zwischen Dimensionen und Autokorrelation | ||
+ | * Ordnung AR/MA, Parameter | ||
+ | |||
+ | Modellparameter | ||
+ | |||
+ | http:// | ||
+ | http:// | ||
+ | http:// | ||
====== Transformationen ====== | ====== Transformationen ====== | ||
+ | ===== SAX ===== | ||
+ | http:// | ||
===== SVD ===== | ===== SVD ===== | ||
* SVD: Problem bei verschieden langen Zeitreihen | * SVD: Problem bei verschieden langen Zeitreihen | ||
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===== DFT ===== | ===== DFT ===== | ||
http:// | http:// | ||
+ | http:// | ||
===== Wavelet ===== | ===== Wavelet ===== | ||
http:// | http:// | ||
+ | http:// | ||
+ | |||
+ | ===== Distanzmaße ===== | ||
+ | ==== Dynamic Time Warping ==== | ||
+ | KNN + Dynamic Time Warping. | ||
+ | http:// |