Search results for "Linear combination"

Statistical properties of a blind source separation estimator for stationary time series

2012

Abstract In this paper, we assume that the observed p time series are linear combinations of p latent uncorrelated weakly stationary time series. The problem is then, using the observed p -variate time series, to find an estimate for a mixing or unmixing matrix for the combinations. The estimated uncorrelated time series may then have nice interpretations and can be used in a further analysis. The popular AMUSE algorithm finds an estimate of an unmixing matrix using covariances and autocovariances of the observed time series. In this paper, we derive the limiting distribution of the AMUSE estimator under general conditions, and show how the results can be used for the comparison of estimate…

Moments for Some Kumaraswamy Generalized Distributions

2014

Explicit expansions for the moments of some Kumaraswamy generalized (Kw-G) distributions (Cordeiro and de Castro, 2011) are derived using special functions. We explore the Kw-normal, Kw-gamma, Kw-beta, Kw-t, and Kw-F distributions. These expressions are given as infinite weighted linear combinations of well-known special functions for which numerical routines are readily available.

Deflation-based separation of uncorrelated stationary time series

2014

In this paper we assume that the observed pp time series are linear combinations of pp latent uncorrelated weakly stationary time series. The problem is then to find an estimate for an unmixing matrix that transforms the observed time series back to uncorrelated time series. The so called SOBI (Second Order Blind Identification) estimate aims at a joint diagonalization of the covariance matrix and several autocovariance matrices with varying lags. In this paper, we propose a novel procedure that extracts the latent time series one by one. The limiting distribution of this deflation-based SOBI is found under general conditions, and we show how the results can be used for the comparison of es…

Separation of Uncorrelated Stationary time series using Autocovariance Matrices

2015

Blind source separation (BSS) is a signal processing tool, which is widely used in various fields. Examples include biomedical signal separation, brain imaging and economic time series applications. In BSS, one assumes that the observed $p$ time series are linear combinations of $p$ latent uncorrelated weakly stationary time series. The aim is then to find an estimate for an unmixing matrix, which transforms the observed time series back to uncorrelated latent time series. In SOBI (Second Order Blind Identification) joint diagonalization of the covariance matrix and autocovariance matrices with several lags is used to estimate the unmixing matrix. The rows of an unmixing matrix can be deriv…

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…

Comparison of Variance and Damage Indicator Methods for Prediction of the Fracture Plane Orientation in Multiaxial Fatigue

1999

ABSTRACT Two methods that enable prediction of the fracture plane orientation are presented and compared in this paper. The first one is a statistical approach, which is based on the variance of an equivalent stress. It is assumed that the fracture plane is the one where the variance of a linear combination of the shear and normal stresses acting on this plane is maximum. The second one uses the so-called damage indicator of a multiaxial fatigue criterion, which is based on the research of the critical plane. The formulation of the criterion involves shear and normal stress amplitudes and mean normal stress. The fracture plane is the critical plane; That is to say the one where the damage i…

Simulation of tungsten tip-Al(100) surface electronic structure through LCAO-LSD calculations

1997

Parameter-free adaptive step-size multiobjective optimization applied to remote photoplethysmography

2018

International audience; In this work, we propose to reformulate the objective function of Independent Component Analysis (ICA) to make it a better posed problem in the context of Remote photoplethysmography (rPPG). In recent previous works, linear combination coefficients of RGB channels are estimated maximizing the non-Gaussianity of ICA output components. However, in the context of rPPG a priori knowledge of the pulse signal can be incorporated into the component extraction algorithm. To this end, the contrast function of regular ICA is extended with a measure of periodicity formulated using autocorrelation. This novel semi-blind source extraction method for measuring rPPG has the interes…

Global atmospheric response to specific linear combinations of the main SST modes. Part I: numerical experiments and preliminary results

1996

Abstract. This article investigates through numerical experiments the controversial question of the impact of El Niño-Southern Oscillation (ENSO) phenomena on climate according to large-scale and regional-scale interhemispheric thermal contrast. Eight experiments (two considering only inversed Atlantic thermal anomalies and six combining ENSO warm phase with large-scale interhemispheric contrast and Atlantic anomaly patterns) were performed with the Météo-France atmospheric general circulation model. The definition of boundary conditions from observed composites and principal components is presented and preliminary results concerning the month of August, especially over West Africa and the …

DLPNO-CCSD(T) scaled methods for the accurate treatment of large supramolecular complexes

2017

In this work, we present scaled variants of the DLPNO-CCSD(T) method, dubbed as (LS)DLPNO-CCSD(T) and (NS)DLPNO-CCSD(T), to obtain accurate interaction energies in supramolecular complexes governed by noncovalent interactions. The novel scaled schemes are based on the linear combination of the DLPNO-CCSD(T) correlation energies calculated with the standard (LoosePNO and NormalPNO) and modified (Loose2PNO and Normal2PNO) DLPNO-CCSD(T) accuracy levels. The scaled DLPNO-CCSD(T) variants provide nearly TightPNO accuracy, which is essential for the quantification of weak noncovalent interactions, with a noticeable saving in computational cost. Importantly, the accuracy of the proposed schemes is…