matlab系统聚类代码-RandomWarpingSeries:RandomWarpingSeries(RWS)是用于生成时间序列矢量表示的

上传者: 38694141 | 上传时间: 2023-02-21 23:20:38 | 文件大小: 24.16MB | 文件类型: ZIP
matlab系统聚类代码随机对战系列 RandomWarpingSeries(RWS)是用于生成时间序列矢量表示的简单代码,用于时间序列分类,聚类和回归。 该代码是WME中的WME的简单实现(Matlab,Matlab MEX和C的混合)(Wu等人,“随机变形序列:用于时间序列嵌入的随机特征方法”,AISTATS'18)。 我们将有关RWS的更多信息引至以下论文链接:。 先决条件 为了运行此代码,至少有两个必需的工具包。 您需要下载DTW,LibLinear或LibSVM并为您的操作系统(Mac,Linux或Windows)编译相应的MEX文件。 对于DTW: 对于LibSVM:或LibLinear: 对于单变量时间序列数据集,您可以从UCR时间序列集合()或UEA时间序列集合()下载一些数据集。 对于多元时间序列数据集,您可以从UCI机器学习存储库()或您喜欢的应用程序中下载一些数据集。 通常建议先将数据进行Z形式化处理,然后再将其提供给我们的时间序列嵌入代码。 如何运行代码 请注意,为了获得最佳性能,必须搜索超参数DMax,sigma甚至lambda_inverse(用于使用SVM

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