RT Dissertation/Thesis
T1 Independent component analysis for time series
A1 González Prieto, Ester
AB El objetivo de esta tesis es aplicar el análisis de componentes independientes (ICA) sobre datos multivariantes de series temporales. También, se propone un nuevo procedimiento para predecir un vector de series temporales a partir de un número reducido de componentes independientes
AB The aim of this thesis is to analyze the performance of independent component analysis (ICA) when it is applied to a vector of non-Gaussian time series in order to  find an "interesting" representation of the observations. First, we give an introduction to the ICA methodologyand how it performs on estimating a set of non-Gaussian and statistically independent latent factors. Second, we review some basic ideas of multivariate time series analysis, paying special attention to well known dimension reduction techniques previously proposed in the literature. Third, we give an overview of the existing research that links ICA and time series data. Finallywe outline the thesis
YR 2011
FD 2011-05
LK https://hdl.handle.net/10016/11958
UL https://hdl.handle.net/10016/11958
LA eng
NO SEJ2006-04957
NO S2007-HUM-0413
NO SEJ2007-64500
NO ECO2009-10287
DS e-Archivo
RD 30 abr. 2024