Temporal Extension of Laplacian Eigenmaps for Unsupervised Dimensionality Reduction of Time Series

  • Authors:
  • Michal Lewandowski;Jesus Martinez-del-Rincon;Dimitrios Makris;Jean-Christophe Nebel

  • Affiliations:
  • -;-;-;-

  • Venue:
  • ICPR '10 Proceedings of the 2010 20th International Conference on Pattern Recognition
  • Year:
  • 2010

Quantified Score

Hi-index 0.00

Visualization

Abstract

A novel non-linear dimensionality reduction method, called Temporal Laplacian Eigenmaps, is introduced to process efficiently time series data. In this embedded-based approach, temporal information is intrinsic to the objective function, which produces description of low dimensional spaces with time coherence between data points. Since the proposed scheme also includes bidirectional mapping between data and embedded spaces and automatic tuning of key parameters, it offers the same benefits as mapping-based approaches. Experiments on a couple of computer vision applications demonstrate the superiority of the new approach to other dimensionality reduction method in term of accuracy. Moreover, its lower computational cost and generalisation abilities suggest it is scalable to larger datasets.