Title
A Linear Decomposition of Index Generation Functions: Optimization Using Autocorrelation Functions.
Abstract
This paper shows that autocorrelation functions are useful to find a decomposition of an index generation functions: F(x1, x2,..., x(n)) = G(y1, y2,..., yp), where y(j) (j = 1, 2,..., p) are linear functions of x1, x2,... x(n-1), and xn. It also shows a strategy to reduce the number of variables p to represent F(x1, x2,..., x(n)) using an autocorrelation functions.
Year
Venue
Field
2017
JOURNAL OF MULTIPLE-VALUED LOGIC AND SOFT COMPUTING
Mathematical optimization,Autocorrelation technique,Computer science,Autocorrelation matrix,Decomposition,Autocorrelation
DocType
Volume
Issue
Journal
28
SP1
ISSN
Citations 
PageRank 
1542-3980
2
0.37
References 
Authors
0
1
Name
Order
Citations
PageRank
Tsutomu Sasao11083141.62