A novel artificial neural network improves multivariate feature extraction in predicting correlated multivariate time series.
Parinaz EskandarianJamshid Bagherzadeh MohasefiHabibollah PirnejadZahra NiazkhaniPublished in: Appl. Soft Comput. (2022)
Keyphrases
- multivariate time series
- feature extraction
- artificial neural networks
- dimension reduction
- multivariate time series data
- multivariate data
- phase space reconstruction
- temporal data
- temporal patterns
- neural network
- preprocessing
- feature vectors
- dimensionality reduction
- back propagation
- categorical data
- principal component analysis
- face recognition
- feature selection
- autoregressive
- wavelet transform
- feature space
- linear discriminant analysis
- temporal information
- data analysis
- predicting future
- clustering algorithm