Mathematical Problems in Engineering
Volume 2012 (2012), Article ID 467175, 15 pages
Research Article

Pattern Classification of Signals Using Fisher Kernels

1Department of Electrical and Computer Engineering, Ryerson University, Toronto, ON, Canada M5B 2K3
2Ted Rogers School of Management, Ryerson University, Toronto, ON, Canada M5B 2K3

Received 20 May 2012; Accepted 6 August 2012

Academic Editor: Joao B. R. Do Val

Copyright © 2012 Yashodhan Athavale et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


The intention of this study is to gauge the performance of Fisher kernels for dimension simplification and classification of time-series signals. Our research work has indicated that Fisher kernels have shown substantial improvement in signal classification by enabling clearer pattern visualization in three-dimensional space. In this paper, we will exhibit the performance of Fisher kernels for two domains: financial and biomedical. The financial domain study involves identifying the possibility of collapse or survival of a company trading in the stock market. For assessing the fate of each company, we have collected financial time-series composed of weekly closing stock prices in a common time frame, using Thomson Datastream software. The biomedical domain study involves knee signals collected using the vibration arthrometry technique. This study uses the severity of cartilage degeneration for classifying normal and abnormal knee joints. In both studies, we apply Fisher Kernels incorporated with a Gaussian mixture model (GMM) for dimension transformation into feature space, which is created as a three-dimensional plot for visualization and for further classification using support vector machines. From our experiments we observe that Fisher Kernel usage fits really well for both kinds of signals, with low classification error rates.