Out-of-Sample Extension for Dimensionality Reduction of Noisy Time Series.

Hamid Dadkhahi Marco F. Duarte Benjamin M. Marlin

Published 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