Transformationen

• SVD: Problem bei verschieden langen Zeitreihen
• Vorschläge:
  • Auffüllen durch resamplen vergangener Werte
  • http://videolectures.net/mlss09us_candes_mccota/

http://stats.stackexchange.com/questions/1268/svd-dimensionality-reduction-for-time-series-of-different-length?rq=1

http://stats.stackexchange.com/questions/51475/series-dimensionality-reduction-for-classification-input?rq=1

http://stats.stackexchange.com/questions/51475/series-dimensionality-reduction-for-classification-input?rq=1