Independent component analysis for clustering multivariate time series data

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 3584 LNAI, Issue , 2005, Pages 474-482

  Wu, Edmond H C ^a   Yu, Philip L H ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Clustering; Independent component analysis; Statistics; Time series

Indexed keywords

ALGORITHMIC LANGUAGES; INDEPENDENT COMPONENT ANALYSIS; STATISTICAL METHODS; TIME SERIES ANALYSIS;

CLUSTERING; DATA SOURCES; STOCK PRICE; TIME SERIES;

DATA MINING;

EID: 26944453152     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11527503_57     Document Type: Conference Paper

References (6)

1. P. Comon, Independent component analysis: a new concept?" Signal Processing 36, 287-314, 1994.
2. A. Hyvarinen 1999,Fast and robust fixed-point algorithms for independent component analysis, IEEE Transactions on Neural Networks 10(3), 626-634.
3. A. Hyvarinen, J. Karhunen, E. Oja, Independent Component Analysis, New York, J. Wiley, 2001.
4. A. Hyvarinen and E. Oja, A fast fixed-point algorithm for independent component analysis, Neural Computation 9, 1483-1492, 1997.
5. C. Jutten and J. Herault, Blind separation of sources, part I: An adaptive algorithm based on neuromimetic architecture, Signal Processing 24, 1-10, 1991.
6. J. MacQueen. Some methods for classification and analysis of multivariate observations. In Proc. 5th Berkeley Symp. Math. Statist, Prob., 1:281-297, 1967.