Feature Representation and Similarity Measure Based on Covariance Sequence for Multivariate Time Series

The high dimension of multivariate time series (MTS) is one of the major factors that impact on the efficiency and effectiveness of data mining. It has two kinds of dimensions, time-based dimensionality, and variable-based dimensionality. They often cause most of the algorithms and techniques applie...

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Bibliographic Details
Main Authors: Hailin Li, Chunpei Lin, Xiaoji Wan, Zhengxin Li
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/8709676/