Mutual Information with Parameter Determination Approach for Feature Selection in Multivariate Time Series Prediction.
Tianhong LiuHaikun WeiChi ZhangKanjian ZhangPublished in: EANN (2016)
Keyphrases
- mutual information
- parameter determination
- feature selection
- model selection
- multivariate time series
- conditional mutual information
- information theoretic
- regression model
- information gain
- dimension reduction
- image registration
- non stationary
- medical image registration
- feature selection algorithms
- selection criterion
- artificial neural networks
- text categorization
- multivariate data
- neuro fuzzy
- similarity measure
- recurrent neural networks
- neural network model
- support vector regression
- cross validation
- unsupervised learning
- feature space
- multi class
- feature set
- selected features
- mutual information maximization
- text classification
- support vector machine
- classification accuracy
- dimensionality reduction
- autoregressive
- prediction model
- feature subset
- deformation field
- moving average
- machine learning
- knn
- irrelevant features
- high dimensionality
- multiresolution
- variable selection
- classification models
- statistical tests