Relevance learning for time series inspection
Andrej Gisbrecht, Dušan Sovilj, Barbara Hammer, Amaury Lendasse · 2012
Abstract. By means of local neighborhood regression and time windows, the generative topographic mapping (GTM) allows to predict and visually inspect time series data. GTM itself, however, is fully unsupervised. In this contribution, we propose an extension of relevance learning to time series regression with GTM. This way, the metric automatically adapts according to the relevant time lags resulting in a sparser representation, improved accuracy, and smoother visualization of the data. 1