Yan Pan, Markus Matilainen, Sara Taskinen, Klaus Nordhausen
{"title":"A review of second-order blind identification methods.","authors":"Yan Pan, Markus Matilainen, Sara Taskinen, Klaus Nordhausen","doi":"10.1002/wics.1550","DOIUrl":null,"url":null,"abstract":"<p><p>Second-order source separation (SOS) is a data analysis tool which can be used for revealing hidden structures in multivariate time series data or as a tool for dimension reduction. Such methods are nowadays increasingly important as more and more high-dimensional multivariate time series data are measured in numerous fields of applied science. Dimension reduction is crucial, as modeling such high-dimensional data with multivariate time series models is often impractical as the number of parameters describing dependencies between the component time series is usually too high. SOS methods have their roots in the signal processing literature, where they were first used to separate source signals from an observed signal mixture. The SOS model assumes that the observed time series (signals) is a linear mixture of latent time series (sources) with uncorrelated components. The methods make use of the second-order statistics-hence the name \"second-order source separation.\" In this review, we discuss the classical SOS methods and their extensions to more complex settings. An example illustrates how SOS can be performed. This article is categorized under:Statistical Models > Time Series ModelsStatistical and Graphical Methods of Data Analysis > Dimension ReductionData: Types and Structure > Time Series, Stochastic Processes, and Functional Data.</p>","PeriodicalId":4,"journal":{"name":"ACS Applied Energy Materials","volume":" ","pages":"e1550"},"PeriodicalIF":5.4000,"publicationDate":"2022-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9540980/pdf/","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ACS Applied Energy Materials","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1002/wics.1550","RegionNum":3,"RegionCategory":"材料科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2021/2/7 0:00:00","PubModel":"Epub","JCR":"Q2","JCRName":"CHEMISTRY, PHYSICAL","Score":null,"Total":0}
引用次数: 0
Abstract
Second-order source separation (SOS) is a data analysis tool which can be used for revealing hidden structures in multivariate time series data or as a tool for dimension reduction. Such methods are nowadays increasingly important as more and more high-dimensional multivariate time series data are measured in numerous fields of applied science. Dimension reduction is crucial, as modeling such high-dimensional data with multivariate time series models is often impractical as the number of parameters describing dependencies between the component time series is usually too high. SOS methods have their roots in the signal processing literature, where they were first used to separate source signals from an observed signal mixture. The SOS model assumes that the observed time series (signals) is a linear mixture of latent time series (sources) with uncorrelated components. The methods make use of the second-order statistics-hence the name "second-order source separation." In this review, we discuss the classical SOS methods and their extensions to more complex settings. An example illustrates how SOS can be performed. This article is categorized under:Statistical Models > Time Series ModelsStatistical and Graphical Methods of Data Analysis > Dimension ReductionData: Types and Structure > Time Series, Stochastic Processes, and Functional Data.
期刊介绍:
ACS Applied Energy Materials is an interdisciplinary journal publishing original research covering all aspects of materials, engineering, chemistry, physics and biology relevant to energy conversion and storage. The journal is devoted to reports of new and original experimental and theoretical research of an applied nature that integrate knowledge in the areas of materials, engineering, physics, bioscience, and chemistry into important energy applications.