Coding Time-Varying Signals Using Sparse, Shift-Invariant Representations

A common way to represent a time series is to divide it into shortduration blocks,each of which is then represented by a set of basis functions. A limitation of this approach, however, is that the temporal alignmentof the basis functions with the underlying structure in the time series is arbitrary. We present an algorithm for encoding a time series that does not require blocking the data. The algorithm finds an efficient representation by inferring the best temporal positions forfunctions in a kernel basis. These can have arbitrary temporal extent and are not constrained to be orthogonal.