Multivariate Functional Linear Discriminant Analysis for the Classification of Short Time Series with Missing Data
用于缺失数据短时间序列分类的多变量函数线性判别分析
Functional linear discriminant analysis (FLDA) is a powerful tool that extends LDA-mediated multiclass classification and dimension reduction to univariate time-series functions. However, in the age of large multivariate and incomplete data, statistical dependencies between features must be estimated in a computationally tractable way, while also dealing with missing data. There is a need for a computationally tractable approach that considers the statistical dependencies…