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Proposing a Sparse Weighted Directed Network Construction Method and a Novel Mutual-Information based Sparse Feature Selection Algorithm for Multivariate Time-series Analysis and its Application in Medical Diagnostic Problems
(2018-08-24)
The main purpose of this study is feature engineering/learning from multivariate (MV) time-series to achieve a more interpretable model by dimension reduction. This aim is fulfilled in 2 main parts. In part 1, we proposed ...