Feature extraction from unequal length heterogeneous EHR time series via dynamic time warping and tensor decomposition

Author(s):  
Chi Zhang ◽  
Hadi Fanaee-T ◽  
Magne Thoresen
2019 ◽  
Vol 125 ◽  
pp. 293-304 ◽  
Author(s):  
Xiao Wang ◽  
Fusheng Yu ◽  
Witold Pedrycz ◽  
Lian Yu

Author(s):  
Aleksandra Rutkowska ◽  
Magdalena Szyszko

AbstractThis study provides an application of dynamic time warping algorithm with a new window constraint to assess consumer expectations’ information content regarding current and future inflation. Our study’s contribution is the novel application of DTW for testing expectations’ forward-lookingness. Additionally, we modify the algorithm to adjust it for a specific question on the information content of our data. The DTW overcomes constraints of the standard tool that examines forward-lookingness: DTW does not impose assumptions on time series properties. In empirical study we cover seven European counties and compare the DTW outcomes with the results of previous studies in these economies using a standard methodology. The research period covers 2001 to mid-2018. Application of DTW provides information on the degree of expectations’ forward-lookingness. The result, after standardization, are similar to the standard parameters of hybrid specification of expectations. Moreover, the rankings of most forward-looking consumers are replicated. Our results confirm the economic intuition, and they do not contradict previous studies.


Energies ◽  
2021 ◽  
Vol 14 (13) ◽  
pp. 4024
Author(s):  
Krzysztof Dmytrów ◽  
Joanna Landmesser ◽  
Beata Bieszk-Stolorz

The main objective of the study is to assess the similarity between the time series of energy commodity prices and the time series of daily COVID-19 cases. The COVID-19 pandemic affects all aspects of the global economy. Although this impact is multifaceted, we assess the connections between the number of COVID-19 cases and the energy commodities sector. We analyse these connections by using the Dynamic Time Warping (DTW) method. On this basis, we calculate the similarity measure—the DTW distance between the time series—and use it to group the energy commodities according to their price change. Our analysis also includes finding the time shifts between daily COVID-19 cases and commodity prices in subperiods according to the chronology of the COVID-19 pandemic. Our findings are that commodities such as ULSD, heating oil, crude oil, and gasoline are weakly associated with COVID-19. On the other hand, natural gas, palm oil, CO2 allowances, and ethanol are strongly associated with the development of the pandemic.


2021 ◽  
Vol 63 (8) ◽  
pp. 465-471
Author(s):  
Shang Zhiwu ◽  
Yu Yan ◽  
Geng Rui ◽  
Gao Maosheng ◽  
Li Wanxiang

Aiming at the local fault diagnosis of planetary gearbox gears, a feature extraction method based on improved dynamic time warping (IDTW) is proposed. As a calibration matching algorithm, the dynamic time warping method can detect the differences between a set of time-domain signals. This paper applies the method to fault diagnosis. The method is simpler and more intuitive than feature extraction methods in the frequency domain and the time-frequency domain, avoiding their limitations and disadvantages. Due to the shortcomings of complex calculation, singularity and poor robustness, the paper proposes an improved method. Finally, the method is verified by envelope spectral feature analysis and the local fault diagnosis of gears is realised.


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