JAIST Repository https://dspace.jaist.ac.jp/
Title
Spatio-Temporal Symbolization of Multidimensional Time Series
Author(s)
Hidaka, Shohei; Yu, Chen
Citation
2010 IEEE International Conference on Data Mining Workshops (ICDMW): 249-256
Issue Date
2010-12-13
Type
Conference Paper
Text version
author
URL
http://hdl.handle.net/10119/9785
Rights
Copyright © 2010 IEEE. Reprinted from 2010 IEEE International Conference on Data Mining Workshops (ICDMW), 2010, 249-256. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of JAIST's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to
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Description
Japan Advanced Institute of Science and Technology
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(A) Time series
time
{t, t+δ, t+2δ}
(C) Symbol space (Dirichlet distribution)
(1) Time delay embedding
F(T+2δ)
(B) Phase space (low dimensional subspace)
T=N
Dij
Spatial Neighborhood
time 1 2 3
{α i 0 ,α i1}
M
Symbolic Nearest Neighbors
T=4 i
F(T+δ)
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T=3 T=2
T=1
(3) M-step Dimension Selection
symbol 0 symbol 1
N-2 N-1 N
S ij
Symbolic Neighborhood
(2) E-step Bayesian update of symbolic distribution
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