论文标题

使用机器学习从限时数据数据中估算相关矩阵

Estimation of Correlation Matrices from Limited time series Data using Machine Learning

论文作者

Easaw, Nikhil, Lee, Woo Seok, Lohiya, Prashant Singh, Jalan, Sarika, Pradhan, Priodyuti

论文摘要

相关矩阵包含有关动态系统的各种时空信息。从几个节点的部分时间序列信息中预测相关矩阵,表征了整个基础系统的时空动力学。该信息可以帮助预测从峰值数据中推断神经元连接的基础网络结构,从表达数据中推断基因之间的因果关系,并发现气候变化中长的空间范围影响。预测相关矩阵的传统方法利用了基础网络所有节点的时间序列数据。在这里,我们使用监督的机器学习技术来预测一些随机选择节点的有限时间序列信息的整个系统的相关矩阵。预测的准确性验证了整个系统的一个子集的有限时间序列足以做出良好的相关矩阵预测。此外,使用无监督的学习算法,我们提供了对模型预测成功的见解。最后,我们采用此处开发的机器学习模型到现实世界数据集。

Correlation matrices contain a wide variety of spatio-temporal information about a dynamical system. Predicting correlation matrices from partial time series information of a few nodes characterizes the spatio-temporal dynamics of the entire underlying system. This information can help to predict the underlying network structure, e.g., inferring neuronal connections from spiking data, deducing causal dependencies between genes from expression data, and discovering long spatial range influences in climate variations. Traditional methods of predicting correlation matrices utilize time series data of all the nodes of the underlying networks. Here, we use a supervised machine learning technique to predict the correlation matrix of entire systems from finite time series information of a few randomly selected nodes. The accuracy of the prediction validates that only a limited time series of a subset of the entire system is enough to make good correlation matrix predictions. Furthermore, using an unsupervised learning algorithm, we furnish insights into the success of the predictions from our model. Finally, we employ the machine learning model developed here to real-world data sets.

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