Stefano Mauceri and co-authors (James Sweeney, Miguel Nicolau and James McDermott) have published their latest research on a data-driven approach to feature extraction from time series for one-class classification in the journal Genetic Programming & Evolvable Machines. The approach, which uses Grammatical Evolution to automatically select both the features to extract and the sub-sequences from which to extract them, is demonstrated to lead to problem understanding and improved performance.
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