Classification of Time Series with Optimized Time-Frequency Representations
We address the problem of classifying time series with finite length. In contrast to the usual feature-based classification schemes we use time-frequency representations (TFRs) as non-parametric representations of signals. Since there are infinitely many different TFRs, each yielding a different representation of the same signal, it is possible to adapt the representation to the structure of the signals under consideration. It is shown how, for the problem of classification, the optimum TFR can be found, if the signal classes are given by a set of realizations. Two examples show the advantage of using the optimum representation in the time-frequency domain compared with the original time representation.
KeywordsTime Series Kernel Function Wigner Distribution Classify Time Series Optimum Kernel Parameter
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