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Efficient similarity search in sequence databases
, 1994
"... We propose an indexing method for time sequences for processing similarity queries. We use the Discrete Fourier Transform (DFT) to map time sequences to the frequency domain, the crucial observation being that, for most sequences of practical interest, only the first few frequencies are strong. Anot ..."
Abstract

Cited by 413 (20 self)
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We propose an indexing method for time sequences for processing similarity queries. We use the Discrete Fourier Transform (DFT) to map time sequences to the frequency domain, the crucial observation being that, for most sequences of practical interest, only the first few frequencies are strong. Another important observation is Parseval's theorem, which specifies that the Fourier transform preserves the Euclidean distance in the time or frequency domain. Having thus mapped sequences to a lowerdimensionality space by using only the first few Fourier coe cients, we use Rtrees to index the sequences and e ciently answer similarity queries. We provide experimental results which show that our method is superior to search based on sequential scanning. Our experiments show that a few coefficients (13) are adequate to provide good performance. The performance gain of our method increases with the number and length of sequences.
A nearest trajectory strategy for time series prediction
 Proceedings of the International Workshop on Advanced BlackBox Techniques for Nonlinear Modeling
"... AbstractA method of local modeling for predicting time series generated by nonlinear dynamic systems is proposed that incorporates a weighted Euclidean metric and a novel ρsteps ahead crossvalidation error to assess model accuracy. The tradeoff between the cost of computation and model accuracy is ..."
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Cited by 16 (2 self)
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AbstractA method of local modeling for predicting time series generated by nonlinear dynamic systems is proposed that incorporates a weighted Euclidean metric and a novel ρsteps ahead crossvalidation error to assess model accuracy. The tradeoff between the cost of computation and model accuracy is discussed in the context of optimizing model parameters. A fast nearest neighbor algorithm and a novel modification to find neighboring trajectory segments are described. I.
Hidden Markov Independent Components Analysis
 Advances in Independent Component Analysis
, 2000
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Support Vector Machines and Learning about Time
, 2003
"... The analysis of temporal data is an important issue in current research, because most realworld data either explicitly or implicitly contains some information about time. The key to successfully solving temporal learning tasks is to analyze the assumptions that can be made and prior knowledge one h ..."
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Cited by 3 (0 self)
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The analysis of temporal data is an important issue in current research, because most realworld data either explicitly or implicitly contains some information about time. The key to successfully solving temporal learning tasks is to analyze the assumptions that can be made and prior knowledge one has about the temporal process of the learning problem and find a representation of the data and a learning algorithm that makes effective use of this knowledge. This paper will present a concise overview of the application of Support Vector Machines to different temporal learning tasks and the corresponding temporal representations.
Products and Sums of TreeStructured Gaussian Processes
"... Recently Hinton (1999) has introduced the Products of Experts (PoE) model. In this paper we consider a PoE model in which each expert is a Gaussian, giving rise to a product model that is also Gaussian. However, if we constrain each expert to be a treestructured Gaussian process (TSGP) the product ..."
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Cited by 2 (2 self)
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Recently Hinton (1999) has introduced the Products of Experts (PoE) model. In this paper we consider a PoE model in which each expert is a Gaussian, giving rise to a product model that is also Gaussian. However, if we constrain each expert to be a treestructured Gaussian process (TSGP) the product of these then has a more complex structure than the individual trees. By way of comparison we also consider the framework within which the resultant process is constructed from the sum of treestructured Gaussian processes. The result of this method is also a Gaussian process. We investigate the approximation of various target stationary processes with these Product of Experts and Sum of Experts models. Our results show that the preferred choice between the two models depends on the type of target process. We also show that for AR(1) and MA(2) target processes, an exact representation of these processes using only two component TSGPs can be found. Recently Hinton (1999...
Prediction as a Knowledge Representation Problem: A Case Study in Model Design
, 2002
"... The WITAS project aims to develop technologies to enable an Unmanned Airial Vehicle (UAV) to operate autonomously and intelligently, in applications such as trac surveillance and remote photogrammetry. Many of the necessary control and reasoning tasks, e.g. state estimation, reidenti cation, planni ..."
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The WITAS project aims to develop technologies to enable an Unmanned Airial Vehicle (UAV) to operate autonomously and intelligently, in applications such as trac surveillance and remote photogrammetry. Many of the necessary control and reasoning tasks, e.g. state estimation, reidenti cation, planning and diagnosis, involve prediction as an important component. Prediction relies on models, and such models can take a variety of forms. Model design involves many choices with many alternatives for each choice, and each alternative carries advantages and disadvantages that may be far from obvious. In spite of this, and of the important role of prediction in so many areas, the problem of predictive model design is rarely studied on its own.