首页 | 本学科首页   官方微博 | 高级检索  
     


Competitive principal component analysis for locally stationarytime series
Authors:Fancourt  CL Principe  JC
Affiliation:Dept. of Electr. Eng., Florida Univ., Gainesville, FL;
Abstract:A new unsupervised algorithm is proposed that performs competitive principal component analysis (PCA) of a time series. A set of expert PCA networks compete, through the mixture of experts (MOE) formalism, on the basis of their ability to reconstruct the original signal. The resulting network finds an optimal projection of the input onto a reduced dimensional space as a function of the input and, hence, of time. As a byproduct, the time series is both segmented and identified according to stationary regions. Examples showing the performance of the algorithm are included
Keywords:
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号