论文标题
用于多元时间序列数据的正则双线性判别分析
Regularized Bilinear Discriminant Analysis for Multivariate Time Series Data
论文作者
论文摘要
近年来,基于矩阵或双线性判别分析(BLDA)的方法受到了很多关注。尽管有优势,但据报道,传统的基于矢量的正规LDA(RLDA)仍然具有竞争力,并且在某些基准数据集上的表现可以胜过BLDA。然而,还指出,这一发现主要限于图像数据。在本文中,我们提出了正则BLDA(RBLDA),并进一步探讨了RLDA和RBLDA在另一种类型的矩阵数据(即多元时间序列(MTS))上的比较。与图像数据不同,MT通常由在不同时间点测量的多个变量组成。尽管文献中存在许多用于MTS数据分类的方法,但在探索MTS数据的矩阵数据结构方面的工作相对较少。此外,当其类矩阵之一是单数时,无法执行现有的BLDA。为了解决这两个问题,我们建议用于MTS数据分类的RBLDA,其中两个内部矩阵中的每个矩阵都是通过一个参数正规化的。我们开发了RBLDA的有效实现和有效的模型选择算法,可以通过该算法有效地执行RBLDA的交叉验证过程。进行了许多实际MTS数据集的实验,以评估所提出的算法并将RBLDA与包括RLDA和BLDA在内的几种密切相关的方法进行比较。结果表明,RBLDA达到了最佳的总体识别性能,并且提出的模型选择算法有效。此外,与RLDA相比,RBLDA可以产生更好的MTS数据可视化。
In recent years, the methods on matrix-based or bilinear discriminant analysis (BLDA) have received much attention. Despite their advantages, it has been reported that the traditional vector-based regularized LDA (RLDA) is still quite competitive and could outperform BLDA on some benchmark datasets. Nevertheless, it is also noted that this finding is mainly limited to image data. In this paper, we propose regularized BLDA (RBLDA) and further explore the comparison between RLDA and RBLDA on another type of matrix data, namely multivariate time series (MTS). Unlike image data, MTS typically consists of multiple variables measured at different time points. Although many methods for MTS data classification exist within the literature, there is relatively little work in exploring the matrix data structure of MTS data. Moreover, the existing BLDA can not be performed when one of its within-class matrices is singular. To address the two problems, we propose RBLDA for MTS data classification, where each of the two within-class matrices is regularized via one parameter. We develop an efficient implementation of RBLDA and an efficient model selection algorithm with which the cross validation procedure for RBLDA can be performed efficiently. Experiments on a number of real MTS data sets are conducted to evaluate the proposed algorithm and compare RBLDA with several closely related methods, including RLDA and BLDA. The results reveal that RBLDA achieves the best overall recognition performance and the proposed model selection algorithm is efficient; Moreover, RBLDA can produce better visualization of MTS data than RLDA.