Mohr

Many practical applications involve classification tasks on time series data, e.g., the diagnosis of cardiac insufficiency by evaluating the recordings of an electrocardiogram. Since most machine learning algorithms for classification are not capable of dealing with time series directly, mappings of time series to scalar values, also called representations, are applied before using these algorithms. Finding efficient mappings, which capture the characteristics of a time series is subject of the field of representation learning and especially valuable in cases of few data samples. Time series representations based on information theoretic entropies are a proven and well-established approach. Since this approach assumes a total ordering it is only directly applicable to univariate time series and thus rendering it difficult for many real-world applications dealing with multiple measurements at the same time.