摘要
针对传统边界Fisher分析及相关方法用于多元时间序列降维的局限性,提出一种基于二维类间边界Fisher分析的多元时间序列降维方法。针对边界Fisher分析进行模型改进,在本征图和惩罚图的基础上引入类间惩罚图,用来描述各个类中心之间的距离,并对目标函数进行改进,提出类间边界Fisher分析模型;对所提模型进行二维化拓展,提出基于二维类间边界Fisher分析的降维模型,使其能够直接处理二维矩阵数据,有效保留结构信息;通过计算协方差矩阵将多元时间序列集转化为等长特征集,利用降维模型将等长特征集投影到低维空间,达到数据降维和特征表示的目的。实验结果表明:所提方法能够有效对多元时间序列进行降维,达到良好的分类效果。
In order to address the drawbacks of the traditional marginal Fisher analysis and related methods,a dimension reduction method for multivariate time series based on two-dimensional inter-class marginal Fisher analysis is proposed in this study.First,it conducts model improvement to cope with the limitation of marginal Fisher analysis,introduces an inter-class penalty graph based on eigenimage and penalty graph to describe the distance between the centers of each class,and improves objective function,then finally puts forward an inter-class marginal Fisher analysis model;then,by expanding the aforementioned model to two dimensions,we introduced the two-dimensional inter-class marginal Fisher analysis approach to directly analyze two-dimensional matrix data while successfully preserving structural information.Thereafter,by calculating the covariance matrix,the multivariate time series set is transformed into the equal-length feature set,and the equal-length feature set is projected into a low-dimensional space by using the dimension reduction model to achieve the purpose of data dimension reduction and feature representation.The experimental results show that this method can effectively reduce the dimension of multivariate time series and achieve good classification results compared with other methods.
作者
胡钢
李正欣
张凤鸣
赵永梅
武江南
HU Gang;LI Zhengxin;ZHANG Fengming;ZHAO Yongmei;WU Jiangnan(Equipment Management and Unmanned Aerial Vehicle Engineering College,Air Force Engineering University,Xi’an 710051,China)
出处
《北京航空航天大学学报》
EI
CAS
CSCD
北大核心
2023年第12期3537-3546,共10页
Journal of Beijing University of Aeronautics and Astronautics
基金
国家自然科学基金(62002381)。
关键词
多元时间序列
降维
边界Fisher分析
协方差矩阵
分类
multivariate time series
dimension reduction
marginal Fisher analysis
covariance matrix
classification