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Pré-Publication, Document De Travail Année : 2011

Discrete Time Elastic Vector Spaces

Résumé

We propose in this paper a framework dedicated to the construction of what we call time elastic inner products that allows embedding sets of non-uniformly sampled multivariate time series of varying lengths into vector space structures. This framework is based on a recursive definition that covers the case of multiple embedded time elastic dimensions. We prove that such inner products exist in our framework and show how a simple instance of this inner product class operates on some toy applications, while generalizing the Euclidean inner product.
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Dates et versions

hal-00556007 , version 1 (14-01-2011)
hal-00556007 , version 2 (22-01-2011)
hal-00556007 , version 3 (14-02-2011)

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Pierre-François Marteau. Discrete Time Elastic Vector Spaces. 2011. ⟨hal-00556007v3⟩

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