time_series:representation

Differences

This shows you the differences between two versions of the page.

Link to this comparison view

Next revision
Previous revision
time_series:representation [2014/08/12 21:45] – angelegt phreazertime_series:representation [2015/01/11 15:48] (current) – [DFT] phreazer
Line 1: Line 1:
 +====== 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://stats.stackexchange.com/questions/50807/features-for-time-series-classification
 +http://nips.cc/Conferences/2012/Program/event.php?ID=3217
 +http://robjhyndman.com/hyndsight/tscharacteristics/
 ====== Transformationen ====== ====== Transformationen ======
 +===== SAX =====
 +http://stats.stackexchange.com/questions/3238/time-series-clustering-in-r
 ===== SVD ===== ===== SVD =====
   * SVD: Problem bei verschieden langen Zeitreihen   * SVD: Problem bei verschieden langen Zeitreihen
Line 10: Line 29:
 ===== DFT ===== ===== DFT =====
 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
 +http://stats.stackexchange.com/questions/9475/time-series-clustering/19042#19042 
 +https://www.youtube.com/watch?v=wd6hAPS4ILc
 ===== Wavelet ===== ===== Wavelet =====
 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
 +http://stats.stackexchange.com/questions/39007/clustering-time-series-with-wavelets-in-r?rq=1
 +
 +===== Distanzmaße =====
  
 +==== Dynamic Time Warping ====
 +KNN + Dynamic Time Warping. 
 +http://stats.stackexchange.com/questions/66027/time-series-classification-very-poor-results?rq=1
  • time_series/representation.1407872708.txt.gz
  • Last modified: 2014/08/12 21:45
  • by phreazer