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TIME-SERIES REPRESENTATION LEARNING VIA RANDOM TIME WARPING

机译:通过随机时间规整的时间序列表示学习

摘要

Embodiments of the present invention provide a computer-implemented method for performing unsupervised time-series feature learning. The method generates a set of reference time-series of random lengths, in which each length is uniformly sampled from a predetermined minimum length to a predetermined maximum length, and in which values of each reference time-series in the set are drawn from a distribution. The method generates a feature matrix for raw time-series data based on a set of computed distances between the generated set of reference time-series and the raw time-series data. The method provides the feature matrix as an input to one or more machine learning models.
机译:本发明的实施例提供了一种用于执行无监督时间序列特征学习的计算机实现的方法。该方法生成一组随机长度的参考时间序列,其中从预定的最小长度到预定的最大长度对每个长度进行均匀采样,并且从分布中得出该集合中每个参考时间序列的值。该方法基于所生成的一组参考时间序列与原始时间序列数据之间的一组计算距离,为原始时间序列数据生成特征矩阵。该方法提供特征矩阵作为一个或多个机器学习模型的输入。

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