New Method for Instance or Prototype Selection using Mutual Information in Time Series Prediction

Abstract

The Problem of Selecting the Patterns to Be Learned by Any Model is Usually Not Considered by the Time of Designing the Concrete Model But as a Preprocessing Step. Information Theory Provides a Robust Theoretical Framework for Performing Input Variable Selection Thanks to the Concept of Mutual Information. Recently the Computation of the Mutual Information for Regression Tasks Has Been Proposed So This Paper Presents a New Application of the Concept of Mutual Information Not to Select the Variables But to Decide Which Prototypes Should Belong to the Training Data Set in Regression Problems. the Proposed Methodology Consists in Deciding If a Prototype Should Belong to or Not to the Training Set using as Criteria the Estimation of the Mutual Information between the Variables. the Novelty of the Approach is to Focus in Prototype Selection for Regression Problems Instead of Classification as the Majority of the Literature Deals Only with the Last One. Other Element that Distinguishes This Work from Others is that It is Not Proposed as an Outlier Detector But as an Algorithm that Determines the Best Subset of Input Vectors by the Time of Building a Model to Approximate It. as the Experiment Section Shows, This New Method is Able to Identify a High Percentage of the Real Data Set When It is Applied to Highly Distorted Data Sets. © 2010 Elsevier B.v.

Department(s)

Engineering Management and Systems Engineering

Comments

Comisión Interministerial de Ciencia y Tecnología, Grant P07-TIC-02768

Keywords and Phrases

Instance; Mutual information; Prediction; Prototype; Regression; Selection; Time series

International Standard Serial Number (ISSN)

0925-2312

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2024 Elsevier, All rights reserved.

Publication Date

01 Jun 2010

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