0
votes
1answer
34 views

How to normalize time series?

This is a general question on normalization of data so that all the variables are within the same range. Why do we normalize data in pattern classification? How to normalize time series which is ...
0
votes
0answers
31 views

Methods for temporal patterns extraction

For example a video or series of images, or usage patterns data on a website, or a univariate time series, is there some flexible methods for extracting patterns of any length, such as head ...
0
votes
0answers
45 views

Feature selection for support vector regression with time series as features

I would like to select features for a support vector regression for forecasting. I would like to forecast a value at point t with the values t-1,...t-x as features. Now I want to select the most ...
0
votes
0answers
12 views

Sparse variable selection algorithms that account for parameter changes

I am variable selecting for a time-series forecasting model that has parameters sampled from a high variance sampling distribution centred near zero and that undergo changes over time. Each predictor ...
2
votes
2answers
203 views

Variable selection in time-series forecasting

I have a time-series forecasting task and would like some input on variable selection and regularisation. My problem has the following characteristics: 2,000,000 sample size. Most of the time, no ...
0
votes
0answers
119 views

Time series classification

I am classifying a set of time series inputs after creating independent features from every $n$ samples and running machine learning algorithms. I get good accuracy based on many error metrics on the ...
1
vote
0answers
134 views

Features selection by filter methods for multivariate time series

I have a data set in which the samples are multivariate (about 30 variable/features) time series. These samples refer to two classes. I would like to select the variables more relevant to discriminate ...
9
votes
4answers
1k views

Features for time series classification

I consider the problem of (multiclass) classification based on time series of variable length $T$, that is, to find a function $$f(X_T) = y \in [1..K]\\ \text{for } X_T = (x_1, \dots, x_T)\\ ...
3
votes
0answers
202 views

time series with different length: feature extraction and classification [closed]

I have a binary classification problem, where each data point is multi-channel time-series, which can be represented as a matrix $T \times F$, where $T$ is the time-series length, and $F$ as the ...
3
votes
1answer
58 views

Methods for teasing apart the influence of different time series features on a target feature?

Are there any established methods for teasing apart the influence of different time series features on a target feature? To illustrate: The target: Sales volume of kittens. Features: Time of year, ...
1
vote
2answers
375 views

Clustering time series with wavelets in R

Can discrete wavelet trasform be used for feature extraction from time series in order to cluster them? Any R code how to do this will be appreciated.