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arXiv 2011.04317cs.LG

ConFuse: Convolutional Transform Learning Fusion Framework For Multi-Channel Data Analysis

Indraprastha Institute of Information Technology Delhi(德里英德拉普拉斯塔信息技术学院);Inria Saclay(法国国家信息与自动化研究所萨克雷中心);CNRS(法国国家科学研究中心);ESIEE Paris(巴黎高等电子工程师学院)

Pooja Gupta, Jyoti Maggu, Angshul Majumdar, Emilie Chouzenoux, Giovanni Chierchia

英文摘要:

This work addresses the problem of analyzing multi-channel time series data %. In this paper, we by proposing an unsupervised fusion framework based on %the recently proposed convolutional transform learning. Each channel is processed by a separate 1D convolutional transform; the output of all the channels are fused by a fully connected layer of transform learning. The training procedure takes advantage of the proximal interpretation of activation functions. We apply the developed framework to multi-channel financial data for stock forecasting and trading. We compare our proposed formulation with benchmark deep time series analysis networks. The results show that our method yields considerably better results than those compared against.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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