A method and system for selecting one or more variables for...

G - Physics – 06 – F

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G06F 17/18 (2006.01)

Patent

CA 2533016

A method of selecting one or more variables for use with a statistical model, the method comprising the steps of: creating a plurality of unique subsets of variables of multivariate data; determining the performance of a discriminant rule when used with each of the subsets, the discriminant rule being based on multivariate normal class densities each having substantially diagonal covariance matrices; and selecting the one or more variables from at least one of the subsets that result in a desired performance of the discriminant rule.

Cette invention concerne une méthode de sélection d'une ou de plusieurs variables à utiliser avec un modèle statistique. Cette méthode englobe les opérations suivantes: création d'une pluralité de sous-ensembles uniques de variables de données multidimensionnelles ; détermination du fonctionnement d'une règle discriminante reposant sur des densités de classe normale multidimensionnelles ayant chacune des matrices de covariance sensiblement diagonales ; et choix d'un ou de plusieurs variables à partir d'au moins un des sous-ensembles permettant à la règle discriminante de fonctionner comme souhaité.

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