The original paper is in English. Non-English content has been machine-translated and may contain typographical errors or mistranslations. ex. Some numerals are expressed as "XNUMX".
Copyrights notice
The original paper is in English. Non-English content has been machine-translated and may contain typographical errors or mistranslations. Copyrights notice
두 변수 간의 유사성을 측정하는 방법이 제시됩니다. 우리의 접근 방식은 사용 가능한 관측값이 변수의 임의로 필터링된 버전인 경우를 고려합니다. 관측값의 원래 변수 간의 유사성을 측정하기 위해 EMF(오류 최소화 필터)를 제안합니다. EMF는 EMF 출력 간의 오차가 최소화되도록 설계되었습니다. 본 논문에서는 EMF를 FIR(Finite Impulse Response) 필터로 구성하고 출력 간 오차를 EMF(평균 제곱 오차)로 평가합니다. MSE를 최소화하면 고유값 문제가 발생하고 최적의 솔루션이 닫힌 형식으로 제공된다는 것을 보여줍니다. 또한 EMF에 의한 최소 MSE는 원본 간의 상관계수 관점에서 유사도 측정에 효율적임을 밝혔다.
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부
Takahiro MURAKAMI, Toshihisa TANAKA, Yoshihisa ISHIDA, "Measurement of Similarity between Latent Variables" in IEICE TRANSACTIONS on Fundamentals,
vol. E92-A, no. 3, pp. 824-831, March 2009, doi: 10.1587/transfun.E92.A.824.
Abstract: A method for measuring similarity between two variables is presented. Our approach considers the case where available observations are arbitrarily filtered versions of the variables. In order to measure the similarity between the original variables from the observations, we propose an error-minimizing filter (EMF). The EMF is designed so that an error between outputs of the EMF is minimized. In this paper, the EMF is constructed by a finite impulse response (FIR) filter, and the error between the outputs is evaluated by the mean square error (EMF). We show that minimization of the MSE results in an eigenvalue problem, and the optimal solution is given in a closed form. We also reveal that the minimal MSE by the EMF is efficient in the measurement of the similarity from the viewpoint of a correlation coefficient between the originals.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/transfun.E92.A.824/_p
부
@ARTICLE{e92-a_3_824,
author={Takahiro MURAKAMI, Toshihisa TANAKA, Yoshihisa ISHIDA, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Measurement of Similarity between Latent Variables},
year={2009},
volume={E92-A},
number={3},
pages={824-831},
abstract={A method for measuring similarity between two variables is presented. Our approach considers the case where available observations are arbitrarily filtered versions of the variables. In order to measure the similarity between the original variables from the observations, we propose an error-minimizing filter (EMF). The EMF is designed so that an error between outputs of the EMF is minimized. In this paper, the EMF is constructed by a finite impulse response (FIR) filter, and the error between the outputs is evaluated by the mean square error (EMF). We show that minimization of the MSE results in an eigenvalue problem, and the optimal solution is given in a closed form. We also reveal that the minimal MSE by the EMF is efficient in the measurement of the similarity from the viewpoint of a correlation coefficient between the originals.},
keywords={},
doi={10.1587/transfun.E92.A.824},
ISSN={1745-1337},
month={March},}
부
TY - JOUR
TI - Measurement of Similarity between Latent Variables
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 824
EP - 831
AU - Takahiro MURAKAMI
AU - Toshihisa TANAKA
AU - Yoshihisa ISHIDA
PY - 2009
DO - 10.1587/transfun.E92.A.824
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E92-A
IS - 3
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - March 2009
AB - A method for measuring similarity between two variables is presented. Our approach considers the case where available observations are arbitrarily filtered versions of the variables. In order to measure the similarity between the original variables from the observations, we propose an error-minimizing filter (EMF). The EMF is designed so that an error between outputs of the EMF is minimized. In this paper, the EMF is constructed by a finite impulse response (FIR) filter, and the error between the outputs is evaluated by the mean square error (EMF). We show that minimization of the MSE results in an eigenvalue problem, and the optimal solution is given in a closed form. We also reveal that the minimal MSE by the EMF is efficient in the measurement of the similarity from the viewpoint of a correlation coefficient between the originals.
ER -