A4 Artikkeli konferenssijulkaisussa
Signal dimension estimation in BSS models with serial dependence (2022)


Nordhausen, K., Taskinen, S., & Virta, J. (2022). Signal dimension estimation in BSS models with serial dependence. In ICECCME 2022 : Proceedings of the 2nd International Conference on Electrical, Computer, Communications and Mechatronics Engineering. IEEE. https://doi.org/10.1109/ICECCME55909.2022.9988152


JYU-tekijät tai -toimittajat


Julkaisun tiedot

Julkaisun kaikki tekijät tai toimittajatNordhausen, Klaus; Taskinen, Sara; Virta, Joni

EmojulkaisuICECCME 2022 : Proceedings of the 2nd International Conference on Electrical, Computer, Communications and Mechatronics Engineering

Konferenssi:

  • International Conference on Electrical, Computer, Communications and Mechatronics Engineering

Konferenssin paikka ja aikaMale, Maldives16.-18.11.2022

ISBN978-1-6654-7096-4

eISBN978-1-6654-7095-7

Julkaisuvuosi2022

Ilmestymispäivä30.12.2022

KustantajaIEEE

JulkaisumaaYhdysvallat (USA)

Julkaisun kielienglanti

DOIhttps://doi.org/10.1109/ICECCME55909.2022.9988152

Julkaisun avoin saatavuusEi avoin

Julkaisukanavan avoin saatavuus

Julkaisu on rinnakkaistallennettu (JYX)https://jyx.jyu.fi/handle/123456789/85279


Tiivistelmä

Many modern multivariate time series datasets contain a large amount of noise, and the first step of the data analysis is to separate the noise channels from the signals of interest. A crucial part of this dimension reduction is determining the number of signals. In this paper we approach this problem by considering a noisy latent variable time series model which comprises many popular blind source separation models. We propose a general framework for the estimation of the signal dimension that is based on testing for sub-sphericity and give examples of different tests suitable for time series settings. In the inference we rely on bootstrap null distributions. Several simulation studies are used to demonstrate the performances of the tests in different time series settings.


YSO-asiasanataikasarjataikasarja-analyysisignaalinkäsittely

Vapaat asiasanatdimension reduction; nonstationary source separation; second order source separation; sub-sphericity; block bootstrap


Liittyvät organisaatiot


OKM-raportointiKyllä

Raportointivuosi2022

JUFO-taso1


Viimeisin päivitys 2024-30-04 klo 19:35