Local Factorial Analysis of Time Series.
Ahlame Douzal Chouakria, Nacer Hammami, Catherine Garbay · HAL (Le Centre pour la Communication Scientifique Directe) · 2007
This paper focuses on the local analysis for the exploratory of multivariate time series partitioned into a priori classes. The studied structure includes two kinds of relationship: the temporal relationship between observations of a same time series, and the membership relationship between time series belonging to a same class. According to that particular structure, we explore two local analysis approaches based on two distinct neighborhood matrices.