A Novel Fusion and Feature Selection Framework for Multisource Time-Series Data Based on Information Entropy
Information technology growth brings vast time-series data. Despite richness, challenges like redundancy emphasize the need for time-series data fusion research. Rough set theory, a valuable tool for dealing with uncertainty, can identify features and reduce dimensionality, enhancing time-series data fusion. The contribution of the study lies in establishing a fusion and feature selection framework for multisource time-series data. This framework selects optimal information sources by minimizing entropy. In addition, the fusion process integrates a feature selection algorithm to eliminate redundant features, preventing a sequential increase in entropy. Crucial experiments on abundant datasets demonstrate that the proposed approach outperforms several state-of-the-art algorithms in terms of enhancing the accuracy of common classifiers. This research significantly advances the field of time-series data fusion in rough set theory, offering improved accuracy and efficiency in data processing and analysis.
Authors
- Li Lai (ORCID: https://orcid.org/0000-0002-7045-0467)
- Maokang Luo (ORCID: https://orcid.org/0000-0003-2793-6012)
- Xiuwei Chen (ORCID: https://orcid.org/0000-0003-4609-6514)
Institutions
- Sichuan University (CN)
Publication Details
- Journal
- IEEE Transactions on Neural Networks and Learning Systems
- Published
- 2025-03-18
- DOI
- https://doi.org/10.1109/tnnls.2025.3548165
- Citations
- 5
- Primary Topic
- Time Series Analysis and Forecasting
- Type
- article
- Field-Weighted Citation Impact
- 7.43