Out-of-Sample Extension for Dimensionality Reduction of Noisy Time Series.
Hamid DadkhahiMarco F. DuarteBenjamin M. MarlinPublished in: CoRR (2016)
Keyphrases
- dimensionality reduction
- principal component analysis
- high dimensional
- high dimensional data
- feature extraction
- data representation
- high dimensionality
- pattern recognition and machine learning
- pattern recognition
- low dimensional
- principal components
- feature selection
- multivariate time series
- kernel pca
- stock market
- linear discriminant analysis
- manifold learning
- autoregressive
- random projections
- noisy environments
- euclidean distance
- dimensionality reduction methods
- feature space
- structure preserving
- linear dimensionality reduction
- noisy data
- dynamic time warping
- stock price
- data mining
- supervised dimensionality reduction