Regularized Bilinear Discriminant Analysis for Multivariate Time Series Data

no code implementations • 26 Feb 2022 • Jianhua Zhao, Haiye Liang, Shulan Li, Zhiji Yang, Zhen Wang

To address the two problems, we propose RBLDA for MTS data classification, where each of the two within-class matrices is regularized via one parameter.

Model Selection Time Series +1