One CLass SVM is a well-known machine learning algorithm for novelty detection, but it is applicable only for a set of vectors not for time series data.
I read a paper recently of how to use (One-Class SVM) OCSVM with time series data by first converting the time series into a phase space then apply the projection into OCSVM [1]
Is there an implementation or library for such an algorithm to handle OCSVM with time series data?
[1] http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.653.2440&rep=rep1&type=pdf
Hi Muhanad,
I suggest that you check out the following references for answering your questions.
1) How to use in time series data context?
- Arenas-Garcia et al., "RLS Adaptation of One-Class SVM for Time Series Novelty Detection", 2004 - http://www.tsc.uc3m.es/~jarenas/papers/international_conferences/2004_LEARNING_RLS_one_class.pdf
- Gómez-Verdejo et al., "Adaptive One-Class Support Vector Machine", 2011 - https://pdfs.semanticscholar.org/7b15/6d318bde78c5c54cbe233aedfa31e294a2b0.pdf
- SURVEY: Pimentel et al., "A Review of Novelty Detection", 2014 - http://www.robots.ox.ac.uk/~davidc/pubs/NDreview2014.pdf
- SURVEY: Y. Motai - "Kernel Association for Classification and Prediction: A Survey", 2015 - http://www.people.vcu.edu/~ymotai/Publications/journals/TNNLS2015.pdf
2) Is there an implementation or library ?
- Shawe-Taylor et al., "A review of optimization methodologies in support vector machines", 2011 - https://pdfs.semanticscholar.org/764f/5d33638780056f4619bcee35ee3efff79900.pdf
- V.D. Sanchez A., "Advanced support vector machines and kernel methods", 2003 - http://booksc.org/book/14083741/248d89
Regards
Hi Muhanad,
I suggest that you check out the following references for answering your questions.
1) How to use in time series data context?
- Arenas-Garcia et al., "RLS Adaptation of One-Class SVM for Time Series Novelty Detection", 2004 - http://www.tsc.uc3m.es/~jarenas/papers/international_conferences/2004_LEARNING_RLS_one_class.pdf
- Gómez-Verdejo et al., "Adaptive One-Class Support Vector Machine", 2011 - https://pdfs.semanticscholar.org/7b15/6d318bde78c5c54cbe233aedfa31e294a2b0.pdf
- SURVEY: Pimentel et al., "A Review of Novelty Detection", 2014 - http://www.robots.ox.ac.uk/~davidc/pubs/NDreview2014.pdf
- SURVEY: Y. Motai - "Kernel Association for Classification and Prediction: A Survey", 2015 - http://www.people.vcu.edu/~ymotai/Publications/journals/TNNLS2015.pdf
2) Is there an implementation or library ?
- Shawe-Taylor et al., "A review of optimization methodologies in support vector machines", 2011 - https://pdfs.semanticscholar.org/764f/5d33638780056f4619bcee35ee3efff79900.pdf
- V.D. Sanchez A., "Advanced support vector machines and kernel methods", 2003 - http://booksc.org/book/14083741/248d89
Regards
I suggest you follow https://au.mathworks.com/help/stats/fitcsvm.html for fully understanding SVM.
- Badges
- Science topic