Search Results - subject:"Blind source separation"

On the usage of joint diagonalization in multivariate statistics

Nordhausen, Klaus; Ruiz-Gazen, Anne - 2021

Persistent link: https://www.econbiz.de/10012669217

Advantages of Non-Normality in Testing Cointegration Rank

Chan, Felix - Bankwest Curtin Economics Centre, Curtin Business School - 2013

Since the seminal work of Engle and Granger (1987) and Johansen (1988), testing for cointegration has become standard practice in analysing economic and financial time series data. Many of the techniques in cointegration analysis require the assumption of normality, which may not always hold....

Persistent link: https://www.econbiz.de/10010857776

The Research and Simulation of Blind Source Separation Algorithm

Gao, Tao; Li, Jincan - In: International Journal of Advanced Pervasive and … 8 (2016) 3, pp. 1-36

When the original source signals and input channel are unknown, blind source separation (BSS) tries decomposing the …. And a further research on blind source separation algorithm has done when the number of source signals is more than (equal … source separation is described, which consists of the mathematical model, knowledge, performance evaluation index, and so on …

Persistent link: https://www.econbiz.de/10012043033

Independent component analysis via copula techniques

Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang Karl; … - 2008

Persistent link: https://www.econbiz.de/10010274138

Independent Component Analysis Via Copula Techniques

Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang; Huang, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008

source separation examples, which are mathematically equivalent to ICA problems. Finally performances of our method and … idea, we propose the COPICA method for searching independent components. We illustrate this method using several blind … COPICA method for searching independent components. We illustrate this method using several blind source separation examples …

Persistent link: https://www.econbiz.de/10005677950

On robustifying some second order blind source separation methods for nonstationary time series

Nordhausen, Klaus - In: Statistical Papers 55 (2014) 1, pp. 141-156

Blind source separation (BSS) is an important analysis tool in various signal processing applications like image …

Persistent link: https://www.econbiz.de/10010848064

Deflation-based separation of uncorrelated stationary time series

Miettinen, Jari; Nordhausen, Klaus; Oja, Hannu; … - In: Journal of Multivariate Analysis 123 (2014) C, pp. 214-227

In this paper we assume that the observed p time series are linear combinations of p latent uncorrelated weakly stationary time series. The problem is then to find an estimate for an unmixing matrix that transforms the observed time series back to uncorrelated time series. The so called SOBI...

Persistent link: https://www.econbiz.de/10011042070

A hierarchical approach for sparse source Blind Signal Separation problem

Syed, Mujahid N.; Georgiev, Pando G.; Pardalos, Panos M. - In: Computers & operations research : and their … 41 (2014), pp. 386-398

Persistent link: https://www.econbiz.de/10010223298

Analysis of traffic-induced vibrations by blind source separation with application in building monitoring

Popescu, Th.D. - In: Mathematics and Computers in Simulation (MATCOM) 80 (2010) 12, pp. 2374-2385

blind source separation algorithm will estimate the independent vibration sources together with their mixing model. This …

Persistent link: https://www.econbiz.de/10010749085