Blind source separation for compositional time series

DOI10.1007/S11004-020-09869-YMaRDI QIDQ2238080zbMATH OpenOpenAlexWikidataFDO

Authors Klaus Nordhausen, Gregor Fischer, P. Filzmoser

Publication date 29 October 2021

Published in Mathematical Geosciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11004-020-09869-y

zbMATH Keywords

stochastic volatilityisometric log-ratio coordinatesnonstationary source separationsecond-order source separation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Geostatistics (86A32)

Recommendations

• Blind source separation for spatial compositional data
• On robustifying some second order blind source separation methods for nonstationary time series
• Separation of uncorrelated stationary time series using autocovariance matrices
• Using Signal Invariants to Perform Nonlinear Blind Source Separation
• Time Series Source Separation Using Dynamic Mode Decomposition

Cites work

• scientific article; zbMATH DE number 4128217 (Why is no real title available?)
• Blind source separation for spatial compositional data
• Deflation-based separation of uncorrelated stationary time series
• Extracting conditionally heteroskedastic components using independent component analysis
• Imputation of missing values for compositional data using classical and robust methods
• Isometric logratio transformations for compositional data analysis
• Lattice. Multivariate data visualization with R
• Modeling Compositional Time Series with Vector Autoregressive Models
• Multivariate models and the first four moments
• New independent component analysis tools for time series
• Olympic news and attitudes towards the Olympics: a compositional time-series analysis of how sentiment is affected by events
• Poll of Polls: A Compositional Loess Model
• Principal component analysis for second-order stationary vector time series
• Separation of uncorrelated stationary time series using autocovariance matrices
• Spatial blind source separation
• Statistical properties of a blind source separation estimator for stationary time series

Cited in

(4)

• On the usage of joint diagonalization in multivariate statistics
• Blind source separation for spatial compositional data
• Temporal BYY learning for state space approach, hidden Markov model, and blind source separation
• Time Series Source Separation Using Dynamic Mode Decomposition

Describes a project that uses

Uses Software

• R
• lattice
• RMetrics
• fGarch
• JADE
• StatDA
• BSSasymp
• stochvol
• tsBSS

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