Joint mutual information-based input variable selection for multivariate time series modeling.
Min HanWeijie RenXiaoxin LiuPublished in: Eng. Appl. Artif. Intell. (2015)
Keyphrases
- variable selection
- multivariate time series
- input variables
- dimension reduction
- cross validation
- high dimensional
- model selection
- multivariate time series data
- temporal data
- feature selection
- categorical data
- decision trees
- autoregressive
- input data
- high dimensional data
- parameter estimation
- temporal patterns
- unsupervised learning
- principal component analysis
- object recognition
- pattern recognition
- feature extraction