Rodrigo Rocha Silva

Sammuel Ramos Silva, Rodrigo Silva

Automated Feature Engineering (AutoFE) has become an important task for any machine learning project, as it can help improve model performance and gain more information for statistical analysis. However, most current approaches for AutoFE rely on manual feature creation or use methods that can generate a large number of features, which can be computationally intensive and lead to overfitting. To address these challenges, we propose a novel convolutional method called FeatGeNN that extracts and creates new features using correlation as a pooling function. Unlike traditional pooling functions like max-pooling, correlation-based pooling considers the linear relationship between the features in the data matrix, making it more suitable for tabular data. We evaluate our method on various benchmark datasets and demonstrate that FeatGeNN outperforms existing AutoFE approaches regarding model performance. Our results suggest that correlation-based pooling can be a promising alternative to max-pooling for AutoFE in tabular data applications.

Petrônio Cândido de Lima e Silva, Carlos Alberto Severiano Junior, Marcos Antonio Alves et al.

In this paper we introduce a Non-Stationary Fuzzy Time Series (NSFTS) method with time varying parameters adapted from the distribution of the data. In this approach, we employ Non-Stationary Fuzzy Sets, in which perturbation functions are used to adapt the membership function parameters in the knowledge base in response to statistical changes in the time series. The proposed method is capable of dynamically adapting its fuzzy sets to reflect the changes in the stochastic process based on the residual errors, without the need to retraining the model. This method can handle non-stationary and heteroskedastic data as well as scenarios with concept-drift. The proposed approach allows the model to be trained only once and remain useful long after while keeping reasonable accuracy. The flexibility of the method by means of computational experiments was tested with eight synthetic non-stationary time series data with several kinds of concept drifts, four real market indices (Dow Jones, NASDAQ, SP500 and TAIEX), three real FOREX pairs (EUR-USD, EUR-GBP, GBP-USD), and two real cryptocoins exchange rates (Bitcoin-USD and Ethereum-USD). As competitor models the Time Variant fuzzy time series and the Incremental Ensemble were used, these are two of the major approaches for handling non-stationary data sets. Non-parametric tests are employed to check the significance of the results. The proposed method shows resilience to concept drift, by adapting parameters of the model, while preserving the symbolic structure of the knowledge base.