Discrete Time Elastic Vector Spaces

Details Discrete Time Elastic Vector Spaces Discrete Time Elastic Vector Spaces

2011-01-22

arxiv.org/abs/1101.4318v2

Computer Science

Discrete Mathematics

Scientific paper

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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