A Latent Source Model for Nonparametric Time Series ClassificationA Latent Source Model for Nonparametric Time Series Classification George H. Chen MIT georgehc@mit.edu Stanislav Nikolov Twitter snikolov@twitter.com Devavrat Shah MIT devavrat@mit.edu Abstract For classifying time series, a nearest-neighbor approach is widely used in practice with performance often competitive with or better than more elaborate methods such as neural networks, decision trees, and
