点击次数：

论文类型：期刊论文

发表时间：2013-06-13

发表刊物：NEUROCOMPUTING

收录刊物：SCIE、EI、Scopus

卷号：110

页面范围：29-34

ISSN号：0925-2312

关键字：Class separability; Feature selection; Multivariate time series; Mutual information

摘要：Feature selection is very important in the mining of multivariate time series data, which is represented in matrix. We propose a novel filter method termed as class separability feature selection (CSFS) for feature selection from multivariate time series with the trace-based class separability criterion. The mutual information matrix between variables is used as the features for classification. And the feature selection algorithm CSFS selects features according to the scores of class separability and variable separability. The proposed method is compared with CLeVer, Corona and AGV on the UCI EEG data sets, and the simulation results substantiate the good performance of CSFS. (C) 2012 Elsevier B.V. All rights reserved.