Research on DFF-TopK algorithm based on dynamic feature selection

Xingyi Zhou, Guoyan Xu, Fan Liu, X. Su
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引用次数: 1

Abstract

The time series of water level are affected by rainfall, temperature, upstream and downstream nodes and other factors, which have time fluctuation and spatial complexity, and the interaction between nodes will lead to the uncertainty of the prediction effect. Existing time series prediction algorithms require complex data preprocessing and dynamic feature attribute changes are not supported in these. Based on the above problems, a Dynamic feature-filtering algorithm DFF-TopK (Dynamic Feature filter-TopK) was proposed to reduce the degree of fusion of prior knowledge and support the change of dynamic feature attributes. The algorithm firstly established the initial random forest classifier by directly using the data of all existing features, sorted according to the importance of features. Subsequently, the mapped features are set up as priority queues, and K features with higher priority are selected as input items. When the priority queue length is determined, the importance of input data features within a certain period will be dynamically adjusted along with the priority queue. Furthermore, the influence degree of the upstream and downstream nodes' opening and closing or the dry season and rainy season will be dynamically recognized with the algorithm, which reduces the time complexity and solves the uncertainty caused by a large number of characteristic stacking, and avoids the influence of the traditional prior knowledge division on the results. Compared with the existing global static RF and gradient lifting algorithm DS-TopK, the experiments show that the algorithm has a greater improvement in time complexity and prediction accuracy, which verifies the effectiveness of the algorithm.
基于动态特征选择的DFF-TopK算法研究
水位时间序列受降雨、气温、上下游节点等因素的影响,具有时间波动和空间复杂性,节点之间的相互作用会导致预测效果的不确定性。现有的时间序列预测算法需要复杂的数据预处理,不支持动态特征属性的变化。针对上述问题,提出了一种动态特征滤波算法DFF-TopK (Dynamic Feature filter-TopK),以降低先验知识的融合程度,支持动态特征属性的变化。该算法首先直接利用所有已有特征的数据建立初始随机森林分类器,并根据特征的重要程度进行排序。随后,将映射的特征设置为优先级队列,并选择K个优先级较高的特征作为输入项。确定优先队列长度后,在一定时间段内输入数据特征的重要性会随着优先队列的变化而动态调整。此外,该算法将动态识别上下游节点的开闭或枯水期和雨季的影响程度,降低了时间复杂度,解决了大量特征叠加带来的不确定性,避免了传统先验知识划分对结果的影响。实验结果表明,与现有的全局静态射频和梯度提升算法DS-TopK相比,该算法在时间复杂度和预测精度上都有较大的提高,验证了算法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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