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Considering temporal structures in Independent Component Analysis

Jung, Andreas and Kaiser, Andreas (2003) Considering temporal structures in Independent Component Analysis. ICA 2003 Proceedings.

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Abstract

In this work we show how temporal structures in time series can be used in the framework of independent component analysis assuming the signals arise from Markov chains with finite order. Taking into account the past of the underlying processes, by using time embedding vectors, not only instantaneous independent but also uncoupled sources can be found. As a result signals which are gaussian ...

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Item Type:Article
Date:2003
Institutions:Physics > Institute of Theroretical Physics > Chair Professor Richter > Group Klaus Richter
Projects:Graduiertenkolleg Nichtlinearität und Nichtgleichgewicht
Subjects:500 Science > 530 Physics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Owner: Timo Hartmann
Deposited On:20 Mar 2007
Last Modified:13 Mar 2014 09:58
Item ID:1522
Owner Only: item control page
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