Most financial time series processes are nonstationary and their frequency characteristics are time-dependant. In this paper we present a time series summarization and prediction ...
Abstract. Principal Component Analysis (PCA) is a feature extraction approach directly based on a whole vector pattern and acquires a set of projections that can realize the best r...
In this paper, a kernel-based SOM-face method is proposed to recognize expression variant faces under the situation of only one training image per person. Based on the localization...
In this paper, we aim to design decision-making mechanisms for an autonomous robot equipped with simple sensors, which integrates over time its perceptual experience in order to in...
Feature selection for ensembles has shown to be an effective strategy for ensemble creation. In this paper we present an ensemble feature selection approach based on a hierarchica...
Luiz E. Soares de Oliveira, Robert Sabourin, Fl&aa...