Times Series Averaging and Denoising from a Probabilistic Perspective on Time–Elastic Kernels
In the light of regularized dynamic time warping kernels, this paper re-considers the concept of a time elastic centroid for a set of time series. We derive a new algorithm based on a probabilistic interpretation of kernel alignment matrices. This algorithm expresses the averaging process in terms o...
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| Format: | Article |
| Language: | English |
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Sciendo
2019-06-01
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| Series: | International Journal of Applied Mathematics and Computer Science |
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| Online Access: | https://doi.org/10.2478/amcs-2019-0028 |