Discriminative Dictionary Pair Learning Constrained by Ordinal Locality for Mixed Frequency Data Classification(DPLOL-MF)

Paper title:
A Novel Discriminative Dictionary Pair Learning Constrained by Ordinal Locality for Mixed Frequency Data Classification

by Hong Yu and Qian Yang et al.
The paper is available at http://dx.doi.org/10.1109/TKDE.2020.3046114.

Copyright (C) 2020
Hong Yu
Chongqing University of Posts and Telecommunications

Usage

• Python 3.6
• Numpy, pandas, functools, sklearn

Describe

The repositories include three folders.

1. “dataset” folder provides the stock datasets as Stock, Stock-UpSampleToDay, Stock-UpSampleToMonth and Stock-DownSampleToQuarter.
2. “software” folder provides a “.exe” progress allowed reader to reproduce the experiment of mixed-frequency data in this paper.
3. “source code” folder provides the source codes of the MvDPL algorithm, the DPL-MF algorithm and the DPLOL-MF algorithm.