Time-series Dimension Reduction

Spatio-temporal Isomap (ST-Isomap) is an algorithm for registering a single time-series (or a set of time-series) against itself such that data points X corresponding to similar phases of the underlying spatio-temporal process are aligned (placed in close proximity within an estimated embedding Y). This algorithm emphasizes the notion of a registration kernel, where pairwise distance is indicative of how well two points align in space and time, and estimation of new coordinates that preserve distances produced by this kernel.