классификация мультифрактальных стохастических временных рядов с использованием мета-алгоритмов на основе деревьев решений
Keywords:
мультифрактальные временные ряды, биномиальный стохастический каскад, классификация временных рядов, Случайный лес, БеггингAbstract
В статье проведен сравнительный анализ классификации фрактальных временных рядов с помощью мета-алгоритмов на основе деревьев решений. Для построения модельных фрактальных временных рядов были выбраны биномиальные стохастические каскадные процессы. Анализ показывает, что наилучшие результаты получены методами Случайного леса и Бэггинг, которые используют деревья регрессии.
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6. André L., Coelho V., Clodoaldo A., Lima M.: Assessing fractal dimension methods as feature extractors for EMG signal classification. Engineering Applications of Artificial Intelligence 36 81–98 (2014).
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13. Davy Cielen, Arno Meysman, Mohamed Ali: Introducing Data Science: Big Data, Machine Learning, and more, using Python tools, Manning Publications (2016).
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2020-05-04
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