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http://bura.brunel.ac.uk/handle/2438/3223| Title: | Variable grouping in multivariate time series via correlation |
| Authors: | Tucker, A Swift, S Liu, X |
| Keywords: | correlation;evolutionary programming;genetic algorithms;grouping; multivariate time series (MTS) |
| Issue Date: | 2001 |
| Publisher: | Institute of Electrical and Electronics Engineers (IEEE) |
| Citation: | Tucker, A., Swift, S. and Liu, X. (2001) 'Variable grouping in multivariate time series via correlation', IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics), 31 (2), pp.. 235 - 245. doi: 10.1109/3477.915346. |
| Abstract: | The decomposition of high-dimensional multivariate time series (MTS) into a number of low-dimensional MTS is a useful but challenging task because the number of possible dependencies between variables is likely to be huge. This paper is about a systematic study of the “variable groupings” problem in MTS. In particular, we investigate different methods of utilizing the information regarding correlations among MTS variables. This type of method does not appear to have been studied before. In all, 15 methods are suggested and applied to six datasets where there are identifiable mixed groupings of MTS variables. This paper describes the general methodology, reports extensive experimental results, and concludes with useful insights on the strength and weakness of this type of grouping method |
| URI: | https://bura.brunel.ac.uk/handle/2438/3223 |
| DOI: | https://doi.org/10.1109/3477.915346 |
| ISSN: | 1083-4419 |
| Appears in Collections: | Computer Science Dept of Computer Science Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Copyright © 2001 Institute of Electrical and Electronics Engineers (IEEE). Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works (see: https://journals.ieeeauthorcenter.ieee.org/become-an-ieee-journal-author/publishing-ethics/guidelines-and-policies/post-publication-policies/). | 271.89 kB | Adobe PDF | View/Open |
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