Ladle Estimator for Time Series Signal Dimension

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dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorNordhausen, Klausen_US
dc.contributor.authorVirta, Jonien_US
dc.contributor.departmentDepartment of Mathematics and Systems Analysisen
dc.contributor.organizationVienna University of Technologyen_US
dc.date.accessioned2019-01-30T15:08:32Z
dc.date.available2019-01-30T15:08:32Z
dc.date.issued2018-08-29en_US
dc.description.abstractWe consider a second order source separation model where a set of latent signals is internally mixed with several channels of noise and the goal is to estimate the number of signals. For the purpose we extend the ladle estimator which has been so far considered only for iid methods such as PCA, CCA or FOBI. Using time series bootstrapping methods ladle estima-tors based on AMUSE and SOBI are presented and a simulation study demonstrates that especially SOBI works well if the time series are sufficiently long.en
dc.description.versionPeer revieweden
dc.format.extent5
dc.format.mimetypeapplication/pdfen_US
dc.identifier.citationNordhausen, K & Virta, J 2018, Ladle Estimator for Time Series Signal Dimension. in 2018 IEEE Statistical Signal Processing Workshop, SSP 2018., 8450695, IEEE, pp. 428-432, IEEE Statistical Signal Processing Workshop, Freiburg im Breisgau, Germany, 10/06/2018. https://doi.org/10.1109/SSP.2018.8450695en
dc.identifier.doi10.1109/SSP.2018.8450695en_US
dc.identifier.isbn9781538615706
dc.identifier.otherPURE UUID: 4fbfb40e-b770-43ea-9ce7-9370b22c45e1en_US
dc.identifier.otherPURE ITEMURL: https://research.aalto.fi/en/publications/4fbfb40e-b770-43ea-9ce7-9370b22c45e1en_US
dc.identifier.otherPURE FILEURL: https://research.aalto.fi/files/31245222/SCI_Nordhausen_Virta_Ladle_Estimator_manuscript_final.pdf
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/36249
dc.identifier.urnURN:NBN:fi:aalto-201901301419
dc.language.isoenen
dc.relation.fundinginfo∗The work of KN was partly supported by CRoNoS COST Action IC1408
dc.relation.ispartofIEEE Statistical Signal Processing Workshopen
dc.relation.ispartofIEEE STATISTICAL SIGNAL PROCESSING WORKSHOPfin
dc.relation.ispartofseries2018 IEEE Statistical Signal Processing Workshop, SSP 2018en
dc.relation.ispartofseriespp. 428-432en
dc.rightsopenAccessen
dc.subject.keywordAMUSEen_US
dc.subject.keywordbootstrapen_US
dc.subject.keywordorder determinationen_US
dc.subject.keywordSOBIen_US
dc.titleLadle Estimator for Time Series Signal Dimensionen
dc.typeA4 Artikkeli konferenssijulkaisussafi
dc.type.versionacceptedVersion

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