In machine learning, selecting useful features and rejecting redundant features is the prerequisite for better modeling and prediction. In this paper, we first study representative feature selection methods based on c...In machine learning, selecting useful features and rejecting redundant features is the prerequisite for better modeling and prediction. In this paper, we first study representative feature selection methods based on correlation analysis, and demonstrate that they do not work well for time series though they can work well for static systems. Then, theoretical analysis for linear time series is carried out to show why they fail. Based on these observations, we propose a new correlation-based feature selection method. Our main idea is that the features highly correlated with progressive response while lowly correlated with other features should be selected, and for groups of selected features with similar residuals, the one with a smaller number of features should be selected. For linear and nonlinear time series, the proposed method yields high accuracy in both feature selection and feature rejection.展开更多
校核、验证与确认(verification,validation,and accreditation,VV&A)是保证仿真模型可信度的关键手段,其中模型验证是核心环节。针对导弹飞行仿真模型结果验证存在的参考数据不可获得、参考数据来源多样、专家验证主观性强等问题,...校核、验证与确认(verification,validation,and accreditation,VV&A)是保证仿真模型可信度的关键手段,其中模型验证是核心环节。针对导弹飞行仿真模型结果验证存在的参考数据不可获得、参考数据来源多样、专家验证主观性强等问题,提出一种基于时间序列分段特征提取的导弹飞行仿真模型结果验证方法。提出了一种综合的时间序列分段线性方法,由基于二阶导数提取趋势边缘点的线性分段算法和基于极值点优化的Top-Down线性分段算法两部分组成,以实现对导弹飞行仿真数据和参考数据进行有效的线性分段表示。基于上述分段结果,对各段时间序列的均值、方差、斜率等特征进行提取,以辅助专家进行验证,从而降低验证中的主观性;或者直接利用TIC系数法、动态时间规整(dynamic time warping,DTW)等方法进行客观的相似性分析。通过充分利用时间序列的分段特征,可实现各种情形下的导弹飞行仿真模型结果验证。通过一个导弹模型结果验证案例演示了所提方法的可行性和有效性。展开更多
文摘In machine learning, selecting useful features and rejecting redundant features is the prerequisite for better modeling and prediction. In this paper, we first study representative feature selection methods based on correlation analysis, and demonstrate that they do not work well for time series though they can work well for static systems. Then, theoretical analysis for linear time series is carried out to show why they fail. Based on these observations, we propose a new correlation-based feature selection method. Our main idea is that the features highly correlated with progressive response while lowly correlated with other features should be selected, and for groups of selected features with similar residuals, the one with a smaller number of features should be selected. For linear and nonlinear time series, the proposed method yields high accuracy in both feature selection and feature rejection.
文摘校核、验证与确认(verification,validation,and accreditation,VV&A)是保证仿真模型可信度的关键手段,其中模型验证是核心环节。针对导弹飞行仿真模型结果验证存在的参考数据不可获得、参考数据来源多样、专家验证主观性强等问题,提出一种基于时间序列分段特征提取的导弹飞行仿真模型结果验证方法。提出了一种综合的时间序列分段线性方法,由基于二阶导数提取趋势边缘点的线性分段算法和基于极值点优化的Top-Down线性分段算法两部分组成,以实现对导弹飞行仿真数据和参考数据进行有效的线性分段表示。基于上述分段结果,对各段时间序列的均值、方差、斜率等特征进行提取,以辅助专家进行验证,从而降低验证中的主观性;或者直接利用TIC系数法、动态时间规整(dynamic time warping,DTW)等方法进行客观的相似性分析。通过充分利用时间序列的分段特征,可实现各种情形下的导弹飞行仿真模型结果验证。通过一个导弹模型结果验证案例演示了所提方法的可行性和有效性。
