Complexity Pursuit: Separating Interesting Components from Time Series

DOI10.1162/089976601300014394zbMath1044.62093OpenAlexW2134718324WikidataQ43545954 ScholiaQ43545954MaRDI QIDQ2731455

Aapo Hyvärinen

Publication date: 2001

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1162/089976601300014394

zbMATH Keywords

prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)

Related Items (12)

FINDING UNDERLYING FACTORS IN TIMESERIES ⋮ A fixed-point algorithm for blind source separation with nonlinear autocorrelation ⋮ CBR Based Engine for Business Internal Control ⋮ DIPKIP: A CONNECTIONIST KNOWLEDGE MANAGEMENT SYSTEM TO IDENTIFY KNOWLEDGE DEFICITS IN PRACTICAL CASES ⋮ Independent component analysis: recent advances ⋮ Hybrid linear and nonlinear complexity pursuit for blind source separation ⋮ IBR retrieval method based on topology preserving mappings ⋮ Fast nonlinear autocorrelation algorithm for source separation ⋮ Maximization of nonlinear autocorrelation for blind source separation of non-stationary complex signals ⋮ MRF-ICA MIXTURE MODEL FOR HYPERSPECTRAL IMAGERY UNMIXING ⋮ Blind source separation with nonlinear autocorrelation and non-Gaussianity ⋮ A maximum likelihood Hebbian learning-based method to an agent-based architecture

Cites Work

• Blind separation of sources. I: An adaptive algorithm based on neuromimetic architecture
• Projection pursuit
• Independent component analysis by general nonlinear Hebbian-like learning rules
• A simplified neuron model as a principal component analyzer
• Blind source separation using algorithmic information theory
• Independent component analysis, a new concept?
• Adaptive blind separation of independent sources: A deflation approach
• What is Projection Pursuit?
• Indeterminacy and identifiability of blind identification
• A Projection Pursuit Algorithm for Exploratory Data Analysis

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