Isometric Sliced Inverse Regression for Nonlinear Manifolds Learning

[[abstract]]Sliced inverse regression (SIR) was developed to find effective linear dimension-reduction directions for exploring the intrinsic structure of the high-dimensional data. In this study, we present isometric SIR for nonlinear dimension reduction, which is a hybrid of the SIR method using the geodesic distance approximation. First, the proposed method computes the isometric distance between data points; the resulting distance matrix is then sliced according to K-means clustering results, and the classical SIR algorithm is applied. We show that the isometric SIR (ISOSIR) can reveal the geometric structure of a nonlinear manifold dataset (e.g., the Swiss roll). We report and discuss this novel method in comparison to several existing dimension-reduction techniques for data visualization and classification problems. The results show that ISOSIR is a promising nonlinear feature extractor for classification applications.[[incitationindex]]SCI[[booktype]]紙本[[booktype]]電子

Regression Driven F--Transform and Application to Smoothing of Financial Time Series

In this paper we propose to extend the definition of fuzzy transform in order to consider an interpolation of models that are richer than the standard fuzzy transform. We focus on polynomial models, linear in particular, although the approach can be easily applied to other classes of models. As an example of application, we consider the smoothing of time series in finance. A comparison with moving averages is performed using NIFTY 50 stock market index. Experimental results show that a regression driven fuzzy transform (RDFT) provides a smoothing approximation of time series, similar to moving average, but with a smaller delay. This is an important feature for finance and other application, where time plays a key role.Comment: IFSA-SCIS 2017, 5 pages, 6 figures, 1 tabl

Investigating complex networks with inverse models: analytical aspects of spatial leakage and connectivity estimation

Network theory and inverse modeling are two standard tools of applied physics, whose combination is needed when studying the dynamical organization of spatially distributed systems from indirect measurements. However, the associated connectivity estimation may be affected by spatial leakage, an artifact of inverse modeling that limits the interpretability of network analysis. This paper investigates general analytical aspects pertaining to this issue. First, the existence of spatial leakage is derived from the topological structure of inverse operators. Then, the geometry of spatial leakage is modeled and used to define a geometric correction scheme, which limits spatial leakage effects in connectivity estimation. Finally, this new approach for network analysis is compared analytically to existing methods based on linear regressions, which are shown to yield biased coupling estimates.Comment: 19 pages, 4 figures, including 5 appendices; v2: minor edits, 1 appendix added; v3: expanded version, v4: minor edit