Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2001,43
Time series analysis is an important and complex problem in machine learning and statistics. Real-world applications can consist of very large and high dimensional time series data. Support Vector Machines (SVMs) are a popular tool for the analysis of such data sets. This paper presents some SVM kernel functions and discusses their relative merits, depending on the type of data that is used.