Static Models of Derivative-Coordinates Phase Spaces for Multivariate Time Series Classification: An Application to Signature Verification

  • Jonas Richiardi
  • Krzysztof Kryszczuk
  • Andrzej Drygajlo
Part of the Lecture Notes in Computer Science book series (LNCS, volume 5558)

Abstract

Multivariate time series are sequences, whose order is provided by a time index; thus, most classifiers used on such data treat time as a special quantity, and encode it structurally in a model. A typical example of such models is the hidden Markov model, where time is explicitely used to drive state transitions. The time information is discretised into a finite set of states, the cardinality of which is largely chosen by empirical criteria. Taking as an example task signature verification, we propose an alternative approach using static probabilistic models of phase spaces, where the time information is preserved by embedding of the multivariate time series into a higher-dimensional subspace, and modelled probabilistically by using the theoretical framework of static Bayesian networks. We show empirically that performance is equivalent to state-of-the-art signature verification systems.

Keywords

Phase Space Hide Markov Model Gaussian Mixture Model Multivariate Time Series Phase Space Reconstruction 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2009

Authors and Affiliations

  • Jonas Richiardi
    • 1
  • Krzysztof Kryszczuk
    • 2
  • Andrzej Drygajlo
    • 1
  1. 1.Speech Processing and Biometrics Group, Laboratory of IDIAPSwiss Federal Institute of Technology Lausanne (EPFL)Switzerland
  2. 2.IBM Zurich Research LaboratorySwitzerland

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