Pattern Localization in Time Series through Signal-To-Model Alignment in Latent Space

TitlePattern Localization in Time Series through Signal-To-Model Alignment in Latent Space
Publication TypeConference Paper
Year of Publication2018
AuthorsVan Vaerenbergh, S., I. Santamaría, V. Elvira, and M. Salvatori
Conference Name2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
Month PublishedApril
PublisherIEEE
Conference LocationCalgary, Alberta, Canada
AbstractIn this paper, we study the problem of locating a predefined sequence of patterns in a time series. In particular, the studied scenario assumes a theoretical model is available that contains the expected locations of the patterns. This problem is found in several contexts, and it is commonly solved by first synthesizing a time series from the model, and then aligning it to the true time series through dynamic time warping. We propose a technique that increases the similarity of both time series before aligning them, by mapping them into a latent correlation space. The mapping is learned from the data through a machine-learning setup. Experiments on data from non-destructive testing demonstrate that the proposed approach shows significant improvements over the state of the art.