Classification of multivariate time series using locality preserving projections

  • Authors:
  • Xiaoqing Weng;Junyi Shen

  • Affiliations:
  • Institute of Computer Software, Xi'an Jiaotong University, Xi'an 710049, China and Computer Center of Hebei University of Economics and Trade, Shijiazhuang, China;Institute of Computer Software, Xi'an Jiaotong University, Xi'an 710049, China

  • Venue:
  • Knowledge-Based Systems
  • Year:
  • 2008

Quantified Score

Hi-index 0.00

Visualization

Abstract

Multivariate time series (MTS) are used in very broad areas such as multimedia, medicine, finance and speech recognition. A new approach for MTS classification using locality preserving projections (LPP) is proposed. By using LPP, the MTS samples can be projected into a lower-dimensional space in which the MTS samples related to the same class are close to each other, the MTS samples in testing set can be identified by one-nearest-neighbor classifier in the lower-dimensional space. Experimental results performed on five real-world datasets demonstrate the effectiveness of our proposed approach for MTS classification.