TWC-EL: A multivariate prediction model by the fusion of three-way clustering and ensemble learning

Abstract

Multivariate data analysis, as an important research topic in the field of machine learning, focuses on how to utilize the intrinsic connection between feature variables and target variables. However, in the face of complex multivariate prediction environments, existing single prediction models often fail to obtain ideal results. Meanwhile, existing ensemble prediction models are not always adapted to certain complex data. Moreover, the randomness in the clustering process cannot guarantee the clustering accuracy. Therefore, to improve the model’s prediction accuracy and ability to adapt to complex data and reduce the impact of randomness on clustering accuracy, this paper designs a multivariate prediction model utilizing three-way clustering (TWC) and ensemble learning, which is named the TWC-EL model. First, the initial division of the sample set is realized by k-means clustering algorithm, and further the sample set is divided again via the k-means clustering algorithm to solve the problem of clustering accuracy. Then, the results of clustering twice are combined according to the difference in the number of intersection points and the distance from the samples to the center point of each cluster, and the core and fringe regions of each cluster in the initial clustering results are obtained, forming a new TWC method. Next, based on the correlation between the regions, the obtained core and fringe regions are classified into low-correlation, medium-correlation and high-correlation regions, and an ensemble prediction model is designed by combining the advantages of the Elman neural network model, the Extreme Learning Machine (ELM) model and the back propagation neural network (BPNN) model. Finally, the experimental analysis results exhibit that the constructed TWC-EL model is efficient and feasible, and points out the excellent performance compared with the existing prediction models. The validity of the TWC method and the ensemble prediction model in the proposed TWC-EL model are verified by experiments, respectively.