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Improved IAMB with Expanded Markov Blanket for High-Dimensional Time Series Prediction
Affiliation:1. Key Laboratory of Machine Perception(Ministry of Education), School of Electronics Engineering and Computer Science,Peking University, Beijing 100871, China;State Key Laboratory of Space Medicine Fundamentals and Application, China Astronaut Research and Training Center,Beijing 100094, China;2. Key Laboratory of Machine Perception(Ministry of Education), School of Electronics Engineering and Computer Science,Peking University, Beijing 100871, China;3. State Key Laboratory of Space Medicine Fundamentals and Application, China Astronaut Research and Training Center,Beijing 100094, China;4. PKU Healthcare IT Co., Ltd., Beijing 100080, China
Abstract:
Keywords:Expanded Markov blanket (EMB)  High-dimensional time series  Incremental association Markov blanket (IAMB)  Prediction  Regression
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