Graph-based Predictable Feature Analysis

no code implementations • 1 Feb 2016 • Björn Weghenkel, Asja Fischer, Laurenz Wiskott

We propose graph-based predictable feature analysis (GPFA), a new method for unsupervised learning of predictable features from high-dimensional time series, where high predictability is understood very generically as low variance in the distribution of the next data point given the previous ones.

Graph Embedding Time Series +1