A Multiattention-Based Supervised Feature Selection Method for Multivariate Time Series

<div>Two-dimensional feature selection in MTS: temporal feature selection and variate selection, only partial variates and certain time lags of those variates relevant towards the label <i>y</i>.</div>

Computational Intelligence and Neuroscience

fig1

Figure 1

Figure 1: A Multiattention-Based Supervised Feature Selection Method for Multivariate Time Series 