Title
Time Series Cluster Kernel for Learning Similarities between Multivariate Time Series with Missing Data.
Abstract
•The time series cluster kernel (TCK) for multivariate time series (MTS) is proposed.•Gaussian mixture model (GMM) ensemble learning for increased parameter robustness.•Robustness to missing data is ensured by extending the GMMs using informative priors.•We prove that the TCK is a valid kernel.•TCK outperforms established methods on missing data problems.
Year
DOI
Venue
2018
10.1016/j.patcog.2017.11.030
Pattern Recognition
Keywords
DocType
Volume
Multivariate time series,Similarity measures,Kernel methods,Missing data,Gaussian mixture models,Ensemble learning
Journal
76
Issue
ISSN
Citations 
1
0031-3203
13
PageRank 
References 
Authors
0.56
50
4
Name
Order
Citations
PageRank
Karl Øyvind Mikalsen1293.21
Filippo Maria Bianchi216015.76
Cristina Soguero-Ruiz36512.73
Robert Jenssen437043.06