High-dimensional delay selection for regression models with mutual information and distance-to-diagonal criteria

Neurocomputing

Volumn 70, Issue 7-9, 2007, Pages 1265-1275

  Simon, Geoffroy ^a   Verleysen, Michel ^a,b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b University Paris I Sorbonne Panthéon   (France)

Author keywords

Delay and multiple delay selection; Distance to diagonal; Mutual information; Phase space reconstruction; Regression model; Regressor

Indexed keywords

HEURISTIC METHODS; OPTIMIZATION; PHASE SPACE METHODS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

DELAY SELECTION; DISTANCE-TO-DIAGONAL CRITERION; MUTUAL INFORMATION CRITERION; PHASE SPACE RECONSTRUCTION;

DELAY CONTROL SYSTEMS;

ANALYTICAL ERROR; ARTICLE; ARTIFICIAL NEURAL NETWORK; CONTROLLED STUDY; CORRELATION ANALYSIS; GEOMETRY; INTERMETHOD COMPARISON; K NEAREST NEIGHBOR; LINEAR SYSTEM; MATHEMATICAL COMPUTING; NORMAL DISTRIBUTION; PRIORITY JOURNAL; PROCESS OPTIMIZATION; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

EID: 33847342949     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.neucom.2006.10.150     Document Type: Article

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