"time series attribute selection dimensionality problem"
I wish to use CFSFeatureSetEvaluator to remove a lot of irrelevant attributes.
Because I have a dataset of more then 20 attributes, and I'm using a MultivariateSeries2WindowExamples with window size 96,
I end up with 20 * 96 windowed attributes.
CFSFeatureSetEvaluator can not handle so many attributes.
Apply CFS 20 times, to all windowed examples of the same type.
So for example on all attributes with name attribute_one-.*
Then do this again for attributes with name attribute_two.*
I been trying out different xml set-ups, but I don't want to post them just yet, because it might be confusing..
Thanks in advance,