TAPCA: time adaptive self-organizing maps for adaptive principal components analysis

نویسندگان

  • Hamed Shah-Hosseini
  • Reza Safabakhsh
چکیده

In this paper, we propose a neural network called Time Adaptive Principal Components Analysis (TAPCA) which is composed of a number of Time Adaptive SelfOrganizing Map (TASOM) networks. Each TASOM in TAPCA network estimates one eigenvector of tlie correlation matrix of input vectors entered so far, without having to calculate the correlation matrix. This estimation is done in an online fashion. The input distribution can be nonstationary, too. The eigenvectors appear in order of importance: the first TASOM calculates tlie eigenvector corresponding to the largest eigenvalue of the correlation matrix, and so on. Tlie TAPCA network is tested in stationary environments, and is compared with tlie eigendecomposition (ED) method and GeneraliLed Hebbian Algorithm (GHA) network. It performs better tlian both methods and needs fewer samples to converge. It is also tested in nonstationary environments, where it automatically tolerates translation, rotation, scaling, and a change in the shape of distribution.

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تاریخ انتشار 2001