Is there a paper on how to select the data to be entered into the model in multivariate time series data?

Asked 2 years ago, Updated 2 years ago, 473 views

For example, you have 100 multivariate time series data and want to predict one time series data.
In this case, how do I choose the data I really need to predict from 100 pieces of data?

In addition, if each of these 100 pieces of data is not a number, but an image or text, what can you think of?

Please let me know if there are any papers related to the above.I couldn't find it myself.

deep-learning

2022-09-30 22:03

1 Answers

Generally speaking, you can find papers related to feature selection/feature selection.

https://scholar.google.co.jp/scholar?hl=ja&as_sdt=0%2C5&q=Feature+Selection%3A&btnG=

When I added time series to the search keyword, there were many papers specializing in time series.


2022-09-30 22:03

If you have any answers or tips


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