Search results for "singular value decomposition"

Canonical correlation in multivariate time series analysis

1997

We analyze a class o f state space identification algorithms for time series, based on canonical correlation analysis in the ligth of recent results on stochastic systems theory calle d « subspace methods » .These can be describe as covariance estimation followed b y stochastic realization .The methods offer the major advantage o f converting the nonlinear parameter estimation phase in traditional V A R M A models identification in to the solution o f Riccati equation but introduce at the same time some no n trivial mathematical problem s related to positivity. The states o f the forward -backward innovations representation have an interpretation : Instrumental Variables estimators .

Recognition of Cardiac Arrhythmia by Means of Beat Clustering on ECG-Holter Recordings

2012

The follow-up of some cardiac diseases may be achieved by ECG-holter record analysis. A heartbeat clustering method can be used to reduce the usually high computational cost of such Holter analysis. This study describes a method aimed at cardiac arrhythmia recognition based on this approach, by means of unsupervised inspection of morphologically similar heartbeat groups. Singular Value Decomposition (SVD) is used as the feature selection method since the complexity increases exponentially with the number of features. A modification of the k-means algorithm was developed for centroid computation, taking into account heartbeat length changes. Experimental set consisted of ECG records from the…

Multiple factor analysis: principal component analysis for multitable and multiblock data sets

2013