Discriminant Dynamic Mode Decomposition for Labeled Spatio-Temporal Data
Collections
- URL: http://arxiv.org/abs/2102.09973v1
- Date: Fri, 19 Feb 2021 15:12:59 GMT
- Title: Discriminant Dynamic Mode Decomposition for Labeled Spatio-Temporal Data
Collections
- Authors: Naoya Takeishi, Keisuke Fujii, Koh Takeuchi, Yoshinobu Kawahara
- Abstract summary: We propose a new method for extracting coherent patterns from labeled-temporal data collections.
We achieve such pattern extraction by incorporating discriminant analysis into Dynamic mode decomposition.
We illustrate our method using a synthetic dataset and several real-world datasets.
- Score: 16.69145658813375
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Extracting coherent patterns is one of the standard approaches towards
understanding spatio-temporal data. Dynamic mode decomposition (DMD) is a
powerful tool for extracting coherent patterns, but the original DMD and most
of its variants do not consider label information, which is often available as
side information of spatio-temporal data. In this work, we propose a new method
for extracting distinctive coherent patterns from labeled spatio-temporal data
collections, such that they contribute to major differences in a labeled set of
dynamics. We achieve such pattern extraction by incorporating discriminant
analysis into DMD. To this end, we define a kernel function on subspaces
spanned by sets of dynamic modes and develop an objective to take both
reconstruction goodness as DMD and class-separation goodness as discriminant
analysis into account. We illustrate our method using a synthetic dataset and
several real-world datasets. The proposed method can be a useful tool for
exploratory data analysis for understanding spatio-temporal data.
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