Search results for "FAST"

showing 10 items of 821 documents

Independent component analysis based on symmetrised scatter matrices

2007

A new method for separating the mixtures of independent sources has been proposed recently in [Oja et al. (2006). Scatter matrices and independent component analysis. Austrian J. Statist., to appear]. This method is based on two scatter matrices with the so-called independence property. The corresponding method is now further examined. Simple simulation studies are used to compare the performance of so-called symmetrised scatter matrices in solving the independence component analysis problem. The results are also compared with the classical FastICA method. Finally, the theory is illustrated by some examples. peerReviewed

Statistics and ProbabilityApplied MathematicsIndependence propertyStatistical computationhajontamatriisitIndependent component analysisComputational MathematicsComputational Theory and MathematicsComponent analysisSimple (abstract algebra)CalculusSource separationFastICAApplied mathematicsICAIndependence (probability theory)MathematicsComputational Statistics & Data Analysis
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On Independent Component Analysis with Stochastic Volatility Models

2017

Consider a multivariate time series where each component series is assumed to be a linear mixture of latent mutually independent stationary time series. Classical independent component analysis (ICA) tools, such as fastICA, are often used to extract latent series, but they don't utilize any information on temporal dependence. Also financial time series often have periods of low and high volatility. In such settings second order source separation methods, such as SOBI, fail. We review here some classical methods used for time series with stochastic volatility, and suggest modifications of them by proposing a family of vSOBI estimators. These estimators use different nonlinearity functions to…

Statistics and ProbabilityAutoregressive conditional heteroskedasticity01 natural sciencesQA273-280GARCH model010104 statistics & probabilityblind source separation0502 economics and businessSource separationEconometricsApplied mathematics0101 mathematics050205 econometrics MathematicsStochastic volatilitymultivariate time seriesApplied MathematicsStatistics05 social sciencesAutocorrelationEstimatorIndependent component analysisHA1-4737nonlinear autocorrelationFastICAStatistics Probability and UncertaintyVolatility (finance)Probabilities. Mathematical statistics
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fICA : FastICA Algorithms and Their Improved Variants

2019

Abstract In independent component analysis (ICA) one searches for mutually independent non gaussian latent variables when the components of the multivariate data are assumed to be linear combinations of them. Arguably, the most popular method to perform ICA is FastICA. There are two classical versions, the deflation-based FastICA where the components are found one by one, and the symmetric FastICA where the components are found simultaneously. These methods have been implemented previously in two R packages, fastICA and ica. We present the R package fICA and compare it to the other packages. Additional features in fICA include optimization of the extraction order in the deflation-based vers…

Statistics and ProbabilityR-kieliNumerical AnalysisalgorimitComputer sciencealgoritmitFastICAsignaalianalyysiStatistics Probability and UncertaintyAlgorithm
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Fourth Moments and Independent Component Analysis

2015

In independent component analysis it is assumed that the components of the observed random vector are linear combinations of latent independent random variables, and the aim is then to find an estimate for a transformation matrix back to these independent components. In the engineering literature, there are several traditional estimation procedures based on the use of fourth moments, such as FOBI (fourth order blind identification), JADE (joint approximate diagonalization of eigenmatrices), and FastICA, but the statistical properties of these estimates are not well known. In this paper various independent component functionals based on the fourth moments are discussed in detail, starting wi…

Statistics and ProbabilityjadeMultivariate random variableGeneral MathematicsMathematics - Statistics TheoryStatistics Theory (math.ST)02 engineering and technologyEstimating equations01 natural sciences010104 statistics & probabilityTransformation matrixFastICAFOS: Mathematics0202 electrical engineering electronic engineering information engineeringAffine equivarianceApplied mathematics0101 mathematicsLinear combinationMathematicsComponent (thermodynamics)kurtosis020206 networking & telecommunicationsFOBIIndependent component analysisJADEFastICAStatistics Probability and UncertaintyRandom variable
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Structure elucidation of the adducts formed by fjord region Dibenzo[a,l]pyrene-11,12-dihydrodiol 13,14-epoxides with deoxyguanosine.

1999

Model adducts to be used in the identification of biologically formed adducts were synthesized by reaction of fjord-region dibenzo[a,l]pyrene 11,12-dihydrodiol 13,14-epoxides (DB[a,l]PDE) and deoxyadenosine (dA). The (+/-)-anti-DB[a,l]PDE was reacted with dA in dimethylformamide at 100 degrees C for 30 min to give four DB[a, l]PDE-14-N(6)dA adducts: (-)-anti-trans (26%), (+)-anti-trans (26%), (-)-anti-cis (17%), and (+)-anti-cis (17%). The (+/-)-syn-DB[a,l]PDE was reacted with dA under the same conditions to yield four DB[a, l]PDE-14-N(6)dA adducts and one N7Ade adduct: (+)-syn-cis (19%), (+)-syn-trans (13%), (-)-syn-cis (19%), (-)-syn-trans (13%), and (+/-)-syn-DB[a,l]PDE-14-N7Ade (22%). T…

Steric effectsCircular dichroismMagnetic Resonance SpectroscopyMolecular StructureStereochemistryDeoxyguanosineGeneral MedicineDNAFast atom bombardmentToxicologyMass SpectrometryAdductDihydroxydihydrobenzopyreneschemistry.chemical_compoundDNA AdductsStructure-Activity RelationshipSpectrometry FluorescenceDeoxyadenosinechemistryDimethylformamidePyreneStereoselectivityChromatography High Pressure LiquidChemical research in toxicology
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How can perceived consistency in marketing communications influence customer-brand relationship outcomes?

2020

Abstract This paper examines the impact of perceived consistency in marketing communications on customer–brand relationship outcomes. The perception of consistent message and image through different marketing communication tools is one of the basic principles of the integrated marketing communications (IMC) approach. Although literature suggests that IMC might have an influence on customer–brand relationship outcomes, empirical evidence that supports this assumption is still weak and inconclusive. Three main brand relationship outcomes are established for the purpose of the study, i.e. trust, commitment, and loyalty. The relationships between perceived communication consistency and brand ou…

Strategy and Managementmedia_common.quotation_subject05 social sciencesContext (language use)Structural equation modelingBrand loyaltyConsistency (negotiation)Brand relationship0502 economics and businessLoyaltyCommunication consistency ; Customer–brand relationships ; Trust ; Affective commitment ; Loyalty ; Fast-food restaurant brands050211 marketingMarketingPsychologyRelationship marketing050203 business & managementIntegrated marketing communicationsmedia_common
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Structures with Surface-Bonded PZT Piezoelectric Patches: a BEM Investigation into the Strain-transfer Mechanism for SHM applications

2009

In this work a three-dimensional BEM model is used for the analysis of structures with cracks and surface bonded piezoelectric PZT patches used as strain sensors. The cracked structure is modelled by the dual boundary element method, which allows for accurate and reliable crack analysis, while the piezoelectric patch is analyzed by a finite element state-space approach, that embodies both the full electro-mechanical coupling and the suitable sensor’s boundary conditions. The model is used to investigate the strain-transfer mechanism from an host elastic structure to the piezoelectric layer, taking into account the effect of the adhesive layer, as well as the mechanical interaction between t…

Structural health monitoringFast dual boundary element methodPiezoelectric patche
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Supercapacitor diagnosis using an Extended Kalman Filtering approach

2016

This paper deals with the model-based analysis of a Supercapacitor for diagnostic purposes. A two legs nonlinear physical model is assumed for the Supercapacitor and the corresponding second-order nonlinear state-space mathematical model is obtained. Then, an Extended Kalman Filter is tuned so that the estimated outputs reproduce the voltages at the equivalent capacitance terminals; they give information on the state of health of the supercapacitor but are not directly measurable. In particular, an optimization problem is firstly formulated, involving the experimental input-output data and those given by the Extended Kalman Filter.

SupercapacitorEngineeringOptimization problembusiness.industry020209 energy020208 electrical & electronic engineering02 engineering and technologyKalman filterCapacitanceInvariant extended Kalman filterNonlinear systemExtended Kalman filterControl theory0202 electrical engineering electronic engineering information engineeringFast Kalman filterbusiness2016 IEEE 16th International Conference on Environment and Electrical Engineering (EEEIC)
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Transient DC-Arc Voltage Model in the Hybrid Switch of the DTT Fast Discharge Unit

2021

The focus of this work is the transient modelling of the DC-arc voltage on a Hybrid Switch (a mechanical switch in parallel with a static switch) of a key protection component called Fast Discharge Unit (FDU) in the Divertor Tokamak Test (DTT). The DTT facility is an experimental tokamak in advanced design and realization phase, which will be built in the ENEA Research Centre in Frascati (Italy). The FDU allows the safe discharge of the Toroidal Field (TF) superconducting magnets when a quench is detected or a failure occurs in the power supply or in the cryogenic system. In this work, the arc conductance of the mechanical By-Pass Switch (BPS) of the Hybrid Switch is modelled using the well…

SuperconductivityTokamakMaterials scienceNuclear engineeringDivertorPhase (waves)Quench protectionSuperconducting magnetHybrid circuit breakerArc voltagelaw.inventionPower (physics)Arc (geometry)Settore ING-IND/33 - Sistemi Elettrici Per L'EnergiaSettore ING-IND/31 - ElettrotecnicaFast discharge unitlawTransient (oscillation)Voltage
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Hybrid robust and fast algorithm for three-dimensional phase unwrapping

2009

We present a hybrid three-dimensional (3D) unwrapping algorithm that combines the strengths of two other fast and robust existing techniques. In particular, a branch-cut surface algorithm and a path-following method have been integrated in a symbiotic way, still keeping execution times within a range that permits their use in real-time applications that need a relatively fast solution to the problem. First, branch-cut surfaces are calculated, disregarding partial residue loops that end at the boundary of the 3D phase volume. These partial loops are then used to define a quality for each image voxel. Finally, unwrapping proceeds along a path determined by a minimum spanning tree (MST). The M…

Synthetic aperture radarOpticsbusiness.industryComputer scienceRobustness (computer science)Materials Science (miscellaneous)Business and International ManagementMinimum spanning treebusinessPhase retrievalFast algorithmPhase unwrappingIndustrial and Manufacturing EngineeringApplied Optics
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