Exploring ICA for time series decomposition
Year of publication: |
2011-05
|
---|---|
Authors: | Ferrer, Antonio García ; Prieto, Ester González ; Peña, Daniel |
Institutions: | Departamento de Estadistica, Universidad Carlos III de Madrid |
Subject: | ICA | Signal extraction | Multivariate time series | Forecasting |
-
Robust online signal extraction from multivariate time series
Lanius, Vivian, (2007)
-
Robust online signal extraction from multivariate time series
Lanius, Vivian, (2007)
-
Multiple time series forecasting using quasi-randomized functional link neural networks
Moudiki, Thierry, (2018)
- More ...
-
NEW IN-SAMPLE PREDICTION ERRORS IN TIME SERIES WITH APPLICATIONS
Peña, Daniel, (2001)
-
Independent components techniques based on kurtosis for functional data analysis
Peña, Daniel, (2014)
-
The change-point problem and segmentation of processes with conditional heteroskedasticity
Badagián, Ana, (2013)
- More ...