scholarly journals Pattern classification of time-series signals using Fisher kernels and support vector machines

2021 ◽  
Author(s):  
Yashodhan Rajiv Athavale
Keyword(s):  
Time Series ◽  
Support Vector Machines ◽  
Stock Market ◽  
Stock Prices ◽  
Binary Classification ◽  
Gaussian Mixture ◽  
Classification Error ◽  
Support Vector ◽  
Classification Error Rate ◽  
Vector Machines

The objective of this study is to assess the performance and capability of a kernel-based machine learning method for time-series signal classification. Applying various stages of dimension transformation, training, testing and cross-validation, we attempt to perform a binary classification using the time-series signals from each category. This study has been applied to two domains: Financial and Biomedical. The financial domain study involves identifying the possibility of collapse or survival of a company trading in the stock market. For assessing the fate of each company, we collect its real stock market data, which is basically a financial time-series composed of weekly closing stock prices in a common time-series interval. This study has been applied to various economic sectors such as Pharmaceuticals and Biotechnology, Automobiles, Oil & Gas, Water Supply etc. The data has been collected using Thomson’s Datastream software. In the biomedical study we are dealing with knee signals collected using the Vibration arthrometry technique. This study involves using the severity of cartilage degeneration for assessing the possibility omachinf a subject getting affected by Osteoarthritis or undergoing knee replacement surgery at a later stage. This non-invasive diagnostic method can also prove be an alternative to various invasive procedures used for detecting osteoarthritis. For this analysis we have used the vibroarthro-signals for about 38 abnormal and 51 normal knee joint case studies. In both studies we apply Fisher Kernels incorporated with Gaussian Mixture Model (GMM) for dimension transformation into feature space created as a three-dimensional plot for visualization. The transformed data is then trained and tested using support vector machines for performing binary classification. From our experiments we observe that our method fits really well for both the studies with the classification error rate between 10% to 15%.

scholarly journals Pattern classification of time-series signals using Fisher kernels and support vector machines

2021 ◽  
Author(s):  
Yashodhan Rajiv Athavale
Keyword(s):  
Time Series ◽  
Support Vector Machines ◽  
Stock Market ◽  
Stock Prices ◽  
Binary Classification ◽  
Gaussian Mixture ◽  
Classification Error ◽  
Support Vector ◽  
Classification Error Rate ◽  
Vector Machines

The objective of this study is to assess the performance and capability of a kernel-based machine learning method for time-series signal classification. Applying various stages of dimension transformation, training, testing and cross-validation, we attempt to perform a binary classification using the time-series signals from each category. This study has been applied to two domains: Financial and Biomedical. The financial domain study involves identifying the possibility of collapse or survival of a company trading in the stock market. For assessing the fate of each company, we collect its real stock market data, which is basically a financial time-series composed of weekly closing stock prices in a common time-series interval. This study has been applied to various economic sectors such as Pharmaceuticals and Biotechnology, Automobiles, Oil & Gas, Water Supply etc. The data has been collected using Thomson’s Datastream software. In the biomedical study we are dealing with knee signals collected using the Vibration arthrometry technique. This study involves using the severity of cartilage degeneration for assessing the possibility omachinf a subject getting affected by Osteoarthritis or undergoing knee replacement surgery at a later stage. This non-invasive diagnostic method can also prove be an alternative to various invasive procedures used for detecting osteoarthritis. For this analysis we have used the vibroarthro-signals for about 38 abnormal and 51 normal knee joint case studies. In both studies we apply Fisher Kernels incorporated with Gaussian Mixture Model (GMM) for dimension transformation into feature space created as a three-dimensional plot for visualization. The transformed data is then trained and tested using support vector machines for performing binary classification. From our experiments we observe that our method fits really well for both the studies with the classification error rate between 10% to 15%.

scholarly journals Pattern Classification of Signals Using Fisher Kernels

2012 ◽  
Vol 2012 ◽  
pp. 1-15 ◽  
Author(s):  
Yashodhan Athavale ◽  
Sridhar Krishnan ◽  
Aziz Guergachi
Keyword(s):  
Time Series ◽  
Stock Prices ◽  
Dimensional Space ◽  
Research Work ◽  
Three Dimensional ◽  
Gaussian Mixture ◽  
Error Rates ◽  
Classification Error ◽  
Support Vector

The intention of this study is to gauge the performance of Fisher kernels for dimension simplification and classification of time-series signals. Our research work has indicated that Fisher kernels have shown substantial improvement in signal classification by enabling clearer pattern visualization in three-dimensional space. In this paper, we will exhibit the performance of Fisher kernels for two domains: financial and biomedical. The financial domain study involves identifying the possibility of collapse or survival of a company trading in the stock market. For assessing the fate of each company, we have collected financial time-series composed of weekly closing stock prices in a common time frame, using Thomson Datastream software. The biomedical domain study involves knee signals collected using the vibration arthrometry technique. This study uses the severity of cartilage degeneration for classifying normal and abnormal knee joints. In both studies, we apply Fisher Kernels incorporated with a Gaussian mixture model (GMM) for dimension transformation into feature space, which is created as a three-dimensional plot for visualization and for further classification using support vector machines. From our experiments we observe that Fisher Kernel usage fits really well for both kinds of signals, with low classification error rates.

Gaussian Processes for Classification: Mean-Field Algorithms

2000 ◽  
Vol 12 (11) ◽  
pp. 2655-2684 ◽  
Author(s):  
Manfred Opper ◽  
Ole Winther
Keyword(s):  
Support Vector Machines ◽  
Gaussian Processes ◽  
Disordered Systems ◽  
Binary Classification ◽  
Computational Cost ◽  
Mean Field ◽  
Strong Support ◽  
Support Vector ◽  
Vector Machines ◽  
Leave One Out

We derive a mean-field algorithm for binary classification with gaussian processes that is based on the TAP approach originally proposed in statistical physics of disordered systems. The theory also yields an approximate leave-one-out estimator for the generalization error, which is computed with no extra computational cost. We show that from the TAP approach, it is possible to derive both a simpler “naive” mean-field theory and support vector machines (SVMs) as limiting cases. For both mean-field algorithms and support vector machines, simulation results for three small benchmark data sets are presented. They show that one may get state-of-the-art performance by using the leave-one-out estimator for model selection and the built-in leave-one-out estimators are extremely precise when compared to the exact leave-one-out estimate. The second result is taken as strong support for the internal consistency of the mean-field approach.

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