0
votes
0answers
21 views

Most efficient vector construction for Dynamic Time Warping

I'm in the process of folding FastDTW into my SVM and the question now is how to best format my data (irrespective of normalization). Here's an example of what I'm attempting to do - given two 3d ...
6
votes
1answer
62 views

Forecasting of density function

I am doing some research about forecasting time series of probability density functions. We are aiming to forecast a PDF given historically observed (usually, estimated) PDF. The forecasting method we ...
0
votes
0answers
43 views

PCA with same cases in different periods of time

I am new user of principal component analysis (PCA) and I have a big doubt. I have 32 observations with 45 variables and I know that I cannot use the simple PCA for this analysis (n < p). However, ...
1
vote
1answer
1k views

Dynamic Time Warping and normalization

I'm using Dynamic Time Warping to match a "query" and a "template" curve and having reasonable success thus far, but I have some basic questions: I'm assessing a "match" by assessing whether the DTW ...
1
vote
1answer
88 views

Estimate global mean and stdev from samples taken at regular intervals

I have data from a load test of an automated system with several thousand data points that cover roughly 1 week of operation. I need to compare several algorithms for this system to see which is ...
2
votes
1answer
237 views

Modelling longitudinal data

We have longitudinal data on children(n<20) in which we measure different quantities A,B,C,D (like distance walked, time spent in school etc.). These are all continuous variables. We measure these ...
2
votes
0answers
189 views

What statistics to use when the data are polynomial functions (aka change over time)?

EDIT: OK, having spent the last couple of hours checking out some pubs on functional data analysis, I am actually starting to feel a little silly having asked the question in the first place! It's ...