Multidimensional Heterogeneous Time Series Analysis Data Mining Pattern Recognition Classification Statistical Robustness Deciding Functions
Issue Date:
2006
Publisher:
Institute of Information Theories and Applications FOI ITHEA
Abstract:
A method for prediction of multidimensional heterogeneous time series using logical decision functions
is suggested. The method implements simultaneous prediction of several goal variables. It uses deciding function
construction algorithm that performs directed search of some variable space partitioning in class of logical
deciding functions. To estimate a deciding function quality the realization of informativity criterion for conditional
distribution in goal variables' space is offered. As an indicator of extreme states, an occurrence a transition with
small probability is suggested.
Description:
* The work is supported by RFBR, grant 04-01-00858-a