Search results for: EEG time localizations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6491

Search results for: EEG time localizations

6461 Mobile Qibla and Prayer Time Finder using PDA and External Digital Compass

Authors: M.Z. Ibrahim, M.Z. Norashikin

Abstract:

These days people love to travel around the world. Regardless of their location and time, they especially Muslims still need to perform their prayers. Normally for travelers, they need to bring maps, compass and for Muslim, they even have to bring Qibla pointer when they travel. It is slightly difficult to determine the Qibla direction and to know the time for each prayer. As the technology grows, many PDA equip with maps and GPS to locate their location. In this paper we present a new electronic device called Mobile Qibla and Prayer Time Finder to locate the Qibla direction and to determine each prayer time based on the current user-s location using PDA. This device use PIC microcontroller equipped with digital compass where it will communicate with PDA using Bluetooth technology and display the exact Qibla direction and prayer time automatically at any place in the world. This device is reliable and accurate in determining the Qibla direction and prayer time.

Keywords: Bluetooth, digital compass, PDA, prayer time, Qibla.

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6460 Comparative Dielectric Properties of 1,2-Dichloroethane with n-Methylformamide and n,n-Dimethylformamide Using Time Domain Reflectometry Technique in Microwave Frequency

Authors: Shagufta Tabassum, V. P. Pawar, jr., G. N. Shinde

Abstract:

The study of dielectric relaxation properties of polar liquids in the binary mixture has been carried out at 10, 15, 20 and 25 ºC temperatures for 11 different concentrations using time domain reflectometry technique. The dielectric properties of a solute-solvent mixture of polar liquids in the frequency range of 10 MHz to 30 GHz gives the information regarding formation of monomers and multimers and also an interaction between the molecules of the liquid mixture under study. The dielectric parameters have been obtained by the least squares fit method using the Debye equation characterized by a single relaxation time without relaxation time distribution.

Keywords: Excess properties, relaxation time, static dielectric constant, time domain refelectometry technique.

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6459 Sensitivity Computations of Time Relaxation Model with an Application in Cavity Computation

Authors: Monika Neda, Elena Nikonova

Abstract:

We present a numerical study of the sensitivity of the so called time relaxation family of models of fluid motion with respect to the time relaxation parameter χ on the two dimensional cavity problem. The goal of the study is to compute and compare the sensitivity of the model using finite difference method (FFD) and sensitivity equation method (SEM).

Keywords: Sensitivity, time relaxation, deconvolution, Navier- Stokes equations.

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6458 Robust BIBO Stabilization Analysis for Discrete-time Uncertain System

Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

Abstract:

The discrete-time uncertain system with time delay is investigated for bounded input bounded output (BIBO). By constructing an augmented Lyapunov function, three different sufficient conditions are established for BIBO stabilization. These conditions are expressed in the form of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. Two numerical examples are provided to demonstrate the effectiveness of the derived results.

Keywords: Robust BIBO stabilization, delay-dependent stabilization, discrete-time system, time delay.

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6457 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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6456 A Time-Reducible Approach to Compute Determinant |I-X|

Authors: Wang Xingbo

Abstract:

Computation of determinant in the form |I-X| is primary and fundamental because it can help to compute many other determinants. This article puts forward a time-reducible approach to compute determinant |I-X|. The approach is derived from the Newton’s identity and its time complexity is no more than that to compute the eigenvalues of the square matrix X. Mathematical deductions and numerical example are presented in detail for the approach. By comparison with classical approaches the new approach is proved to be superior to the classical ones and it can naturally reduce the computational time with the improvement of efficiency to compute eigenvalues of the square matrix.

Keywords: Algorithm, determinant, computation, eigenvalue, time complexity.

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6455 Analysis of Lead Time Delays in Supply Chain: A Case Study

Authors: Abdel-Aziz M. Mohamed, Nermeen Coutry

Abstract:

Lead time is a critical measure of a supply chain's performance. It impacts both the customer satisfactions as well as the total cost of inventory. This paper presents the result of a study on the analysis of the customer order lead-time for a multinational company. In the study, the lead time was divided into three stages respectively: order entry, order fulfillment, and order delivery. A sample of size 2,425 order lines was extracted from the company's records to use for this study. The sample data entails information regarding customer orders from the time of order entry until order delivery. Data regarding the lead time of each stage for different orders were also provided. Summary statistics on lead time data reveals that about 30% of the orders were delivered later than the scheduled due date. The result of the multiple linear regression analysis technique revealed that component type, logistics parameter, order size and the customer type have significant impacts on lead time. Data analysis on the stages of lead time indicates that stage 2 consumed over 50% of the lead time. Pareto analysis was made to study the reasons for the customer order delay in each stage. Recommendation was given to resolve the problem.

Keywords: Lead time reduction, customer satisfaction, service quality, statistical analysis.

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6454 Multi-view Description of Real-Time Systems- Architecture

Authors: A. Bessam, M. T. Kimour

Abstract:

Real-time embedded systems should benefit from component-based software engineering to handle complexity and deal with dependability. In these systems, applications should not only be logically correct but also behave within time windows. However, in the current component based software engineering approaches, a few of component models handles time properties in a manner that allows efficient analysis and checking at the architectural level. In this paper, we present a meta-model for component-based software description that integrates timing issues. To achieve a complete functional model of software components, our meta-model focuses on four functional aspects: interface, static behavior, dynamic behavior, and interaction protocol. With each aspect we have explicitly associated a time model. Such a time model can be used to check a component-s design against certain properties and to compute the timing properties of component assemblies.

Keywords: Real-time systems, Software architecture, software component, dependability, time properties, ADL, metamodeling.

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6453 An Output Oriented Super-Efficiency Model for Considering Time Lag Effect

Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

There exists some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in calculating efficiency of decision making units (DMU). Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. This problem can be resolved a super-efficiency model. However, a super efficiency model sometimes causes infeasibility problem. This paper suggests an output oriented super-efficiency model for efficiency evaluation under the consideration of time lag effect. A case example using a long term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, Super-efficiency, Time Lag.

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6452 A Super-Efficiency Model for Evaluating Efficiency in the Presence of Time Lag Effect

Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

In many cases, there are some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in evaluating the performance of organizations. Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. Multi-periods input(MpI) and Multi-periods output(MpO) models are integrate models to calculate simple efficiency considering time lag effect. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. That is, efficient DMUs can’t be discriminated because their efficiency scores are same. Thus, this paper suggests a super-efficiency model for efficiency evaluation under the consideration of time lag effect based on the MpO model. A case example using a long term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, Super-efficiency, Time Lag.

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6451 Time Synchronization between the eNBs in E-UTRAN under the Asymmetric IP Network

Authors: M. Kollar, A. Zieba

Abstract:

In this paper, we present a method for a time synchronization between the two eNodeBs (eNBs) in E-UTRAN (Evolved Universal Terrestrial Radio Access) network. The two eNBs are cooperating in so-called inter eNB CA (Carrier Aggregation) case and connected via asymmetrical IP network. We solve the problem by using broadcasting signals generated in E-UTRAN as synchronization signals. The results show that the time synchronization with the proposed method is possible with the error significantly less than 1 ms which is sufficient considering the time transmission interval is 1 ms in E-UTRAN. This makes this method (with low complexity) more suitable than Network Time Protocol (NTP) in the mobile applications with generated broadcasting signals where time synchronization in asymmetrical network is required.

Keywords: E-UTRAN, IP scheduled throughput, initial burst delay, synchronization, NTP, delay, asymmetric network.

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6450 Time Compression in Engineer-to-Order Industry: A Case Study of a Norwegian Shipbuilding Industry

Authors: Tarek Fatouh, Chehab Elbelehy, Alaa Abdelsalam, Eman Elakkad, Alaa Abdelshafie

Abstract:

This paper aims to explore the possibility of time compression in Engineer to Order production networks. A case study research method is used in a Norwegian shipbuilding project by implementing a value stream mapping lean tool with total cycle time as a unit of analysis. The analysis resulted in demonstrating the time deviations for the planned tasks in one of the processes in the shipbuilding project. So, authors developed a future state map by removing time wastes from value stream process.

Keywords: Engineer to order, total cycle time, value stream mapping, shipbuilding.

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6449 A New Time-Frequency Speech Analysis Approach Based On Adaptive Fourier Decomposition

Authors: Liming Zhang

Abstract:

In this paper, a new adaptive Fourier decomposition (AFD) based time-frequency speech analysis approach is proposed. Given the fact that the fundamental frequency of speech signals often undergo fluctuation, the classical short-time Fourier transform (STFT) based spectrogram analysis suffers from the difficulty of window size selection. AFD is a newly developed signal decomposition theory. It is designed to deal with time-varying non-stationary signals. Its outstanding characteristic is to provide instantaneous frequency for each decomposed component, so the time-frequency analysis becomes easier. Experiments are conducted based on the sample sentence in TIMIT Acoustic-Phonetic Continuous Speech Corpus. The results show that the AFD based time-frequency distribution outperforms the STFT based one.

Keywords: Adaptive fourier decomposition, instantaneous frequency, speech analysis, time-frequency distribution.

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6448 Designing and Implementation of a Method Comprising One to One Web-Based Real-Time Communications

Authors: Lata Kiran Dey, Rajendra Kumar, Biren Karmakar

Abstract:

Web Real-Time Communications is a collection of standards, and protocols, which provide real-time communications capabilities between web browsers and devices. This paper outlines the design and further implementation of a web real-time communications method on a secure web application having audio and video call capabilities. This proposed application may put up a system that will be able to work over both desktop as well as mobile browsers. Web Real-Time Communications (WebRTC) also gives a set of JavaScript standard Real-Time Communications (RTC) Application Programming Interfaces (APIs), which primarily work over the RTC framework. This helps to build a suitable communication application, which enables the audio, video, and message transfer between today’s modern browsers having WebRTC support.

Keywords: WebRTC, Session Initiation Protocol, SIP, RTC, JavaScript, Secure Real Time Protocol, SRTP, Secure Web Sockets, Browser.

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6447 Investigation of Time Delay Factors in Global Software Development

Authors: Khalid Khan, Atique Ahmad Zafar, Mohammed A. Alnuem, Hashim Khan

Abstract:

Global Software Development (GSD) projects are passing through different boundaries of a company, country and even in other continents where time zone differs between both sites. Beside many benefits of such development, research declared plenty of negative impacts on these GSD projects. It is important to understand problems which may lie during the execution of GSD project with different time zones. This research project discussed and provided different issues related to time delays in GSD projects. In this paper, authors investigated some of the time delay factors which usually lie in GSD projects with different time zones. This investigation is done through systematic review of literature. Furthermore, the practices to overcome these delay factors which have already been reported in literature and GSD organizations are also explored through literature survey and case studies.

Keywords: Case Studies, Global Software Development, Global Software Engineering, Temporal Difference, Time Delay

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6446 Real-time Performance Study of EPA Periodic Data Transmission

Authors: Liu Ning, Zhong Chongquan, Teng Hongfei

Abstract:

EPA (Ethernet for Plant Automation) resolves the nondeterministic problem of standard Ethernet and accomplishes real-time communication by means of micro-segment topology and deterministic scheduling mechanism. This paper studies the real-time performance of EPA periodic data transmission from theoretical and experimental perspective. By analyzing information transmission characteristics and EPA deterministic scheduling mechanism, 5 indicators including delivery time, time synchronization accuracy, data-sending time offset accuracy, utilization percentage of configured timeslice and non-RTE bandwidth that can be used to specify the real-time performance of EPA periodic data transmission are presented and investigated. On this basis, the test principles and test methods of the indicators are respectively studied and some formulas for real-time performance of EPA system are derived. Furthermore, an experiment platform is developed to test the indicators of EPA periodic data transmission in a micro-segment. According to the analysis and the experiment, the methods to improve the real-time performance of EPA periodic data transmission including optimizing network structure, studying self-adaptive adjustment method of timeslice and providing data-sending time offset accuracy for configuration are proposed.

Keywords: EPA system, Industrial Ethernet, Periodic data, Real-time performance

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6445 Analyzing and Formulation of Product Lead Time

Authors: B. Fahimnia, L.H.S. Luong, B. Motevallian, R. M. Marian, M. M. Esmaeil

Abstract:

Product Lead Time (PLT) is the period of time from receiving a customer's order to delivering the final product. PLT is an indicator of the manufacturing controllability, efficiency and performance. Due to the explosion in the rate of technological innovations and the rapid changes in the nature of manufacturing processes, manufacturing firms can bring the new products to market quicker only if they can reduce their PLT and speed up the rate at which they can design, plan, control, and manufacture. Although there is a substantial body of research on manufacturing relating to cost and quality issues, there is no much specific research conducted in relation to the formulation of PLT, despite its significance and importance. This paper analyzes and formulates PLT which can be used as a guideline for achieving the shorter PLT. Further more this paper identifies the causes of delay and factors that contributes to the increased product lead-time.

Keywords: Manufacturing Control, Manufacturing Lead Time, Manufacturing Planning, Product Design, and Product Lead Time.

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6444 Reduced Dynamic Time Warping for Handwriting Recognition Based on Multidimensional Time Series of a Novel Pen Device

Authors: Muzaffar Bashir, Jürgen Kempf

Abstract:

The purpose of this paper is to present a Dynamic Time Warping technique which reduces significantly the data processing time and memory size of multi-dimensional time series sampled by the biometric smart pen device BiSP. The acquisition device is a novel ballpoint pen equipped with a diversity of sensors for monitoring the kinematics and dynamics of handwriting movement. The DTW algorithm has been applied for time series analysis of five different sensor channels providing pressure, acceleration and tilt data of the pen generated during handwriting on a paper pad. But the standard DTW has processing time and memory space problems which limit its practical use for online handwriting recognition. To face with this problem the DTW has been applied to the sum of the five sensor signals after an adequate down-sampling of the data. Preliminary results have shown that processing time and memory size could significantly be reduced without deterioration of performance in single character and word recognition. Further excellent accuracy in recognition was achieved which is mainly due to the reduced dynamic time warping RDTW technique and a novel pen device BiSP.

Keywords: Biometric character recognition, biometric person authentication, biometric smart pen BiSP, dynamic time warping DTW, online-handwriting recognition, multidimensional time series.

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6443 Globally Exponential Stability and Dissipativity Analysis of Static Neural Networks with Time Delay

Authors: Lijiang Xiang, Shouming Zhong, Yucai Ding

Abstract:

The problems of globally exponential stability and dissipativity analysis for static neural networks (NNs) with time delay is investigated in this paper. Some delay-dependent stability criteria are established for static NNs with time delay using the delay partitioning technique. In terms of this criteria, the delay-dependent sufficient condition is given to guarantee the dissipativity of static NNs with time delay. All the given results in this paper are not only dependent upon the time delay but also upon the number of delay partitions. Two numerical examples are used to show the effectiveness of the proposed methods.

Keywords: Globally exponential stability, Dissipativity, Static neural networks, Time delay.

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6442 Robust Control for Discrete-Time Sector Bounded Systems with Time-Varying Delay

Authors: Ju H. Park, S.M. Lee

Abstract:

In this paper, we propose a robust controller design method for discrete-time systems with sector-bounded nonlinearities and time-varying delay. Based on the Lyapunov theory, delaydependent stabilization criteria are obtained in terms of linear matrix inequalities (LMIs) by constructing the new Lyapunov-Krasovskii functional and using some inequalities. A robust state feedback controller is designed by LMI framework and a reciprocally convex combination technique. The effectiveness of the proposed method is verified throughout a numerical example.

Keywords: Lur'e systems, Time-delay, Stabilization, LMIs.

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6441 Combining the Description Features of UMLRT and CSP+T Specifications Applied to a Complete Design of Real-Time Systems

Authors: Kawtar Benghazi Akhlaki, Manuel I. Capel-Tuñón

Abstract:

UML is a collection of notations for capturing a software system specification. These notations have a specific syntax defined by the Object Management Group (OMG), but many of their constructs only present informal semantics. They are primarily graphical, with textual annotation. The inadequacies of standard UML as a vehicle for complete specification and implementation of real-time embedded systems has led to a variety of competing and complementary proposals. The Real-time UML profile (UML-RT), developed and standardized by OMG, defines a unified framework to express the time, scheduling and performance aspects of a system. We present in this paper a framework approach aimed at deriving a complete specification of a real-time system. Therefore, we combine two methods, a semiformal one, UML-RT, which allows the visual modeling of a realtime system and a formal one, CSP+T, which is a design language including the specification of real-time requirements. As to show the applicability of the approach, a correct design of a real-time system with hard real time constraints by applying a set of mapping rules is obtained.

Keywords: CSP+T, formal software specification, process algebras, real-time systems, unified modeling language.

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6440 On the Determination of a Time-like Dual Curve in Dual Lorentzian Space

Authors: Emin Özyılmaz

Abstract:

In this work, position vector of a time-like dual curve according to standard frame of D31 is investigated. First, it is proven that position vector of a time-like dual curve satisfies a dual vector differential equation of fourth order. The general solution of this dual vector differential equation has not yet been found. Due to this, in terms of special solutions, position vectors of some special time-like dual curves with respect to standard frame of D31 are presented.

Keywords: Classical Differential Geometry, Dual Numbers, DualFrenet Equations, Time-like Dual Curve, Position Vector, DualLorentzian Space.

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6439 Modeling and Simulation Methods Using MATLAB/Simulink

Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,

Abstract:

This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.

Keywords: Model Based Design, MATLAB, Simulink, Stateflow, plant model, real time model, real-time workshop, target language compiler.

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6438 A Dynamic Time-Lagged Correlation based Method to Learn Multi-Time Delay Gene Networks

Authors: Ankit Agrawal, Ankush Mittal

Abstract:

A gene network gives the knowledge of the regulatory relationships among the genes. Each gene has its activators and inhibitors that regulate its expression positively and negatively respectively. Genes themselves are believed to act as activators and inhibitors of other genes. They can even activate one set of genes and inhibit another set. Identifying gene networks is one of the most crucial and challenging problems in Bioinformatics. Most work done so far either assumes that there is no time delay in gene regulation or there is a constant time delay. We here propose a Dynamic Time- Lagged Correlation Based Method (DTCBM) to learn the gene networks, which uses time-lagged correlation to find the potential gene interactions, and then uses a post-processing stage to remove false gene interactions to common parents, and finally uses dynamic correlation thresholds for each gene to construct the gene network. DTCBM finds correlation between gene expression signals shifted in time, and therefore takes into consideration the multi time delay relationships among the genes. The implementation of our method is done in MATLAB and experimental results on Saccharomyces cerevisiae gene expression data and comparison with other methods indicate that it has a better performance.

Keywords: Activators, correlation, dynamic time-lagged correlation based method, inhibitors, multi-time delay gene network.

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6437 All-Pairs Shortest-Paths Problem for Unweighted Graphs in O(n2 log n) Time

Authors: Udaya Kumar Reddy K. R, K. Viswanathan Iyer

Abstract:

Given a simple connected unweighted undirected graph G = (V (G), E(G)) with |V (G)| = n and |E(G)| = m, we present a new algorithm for the all-pairs shortest-path (APSP) problem. The running time of our algorithm is in O(n2 log n). This bound is an improvement over previous best known O(n2.376) time bound of Raimund Seidel (1995) for general graphs. The algorithm presented does not rely on fast matrix multiplication. Our algorithm with slight modifications, enables us to compute the APSP problem for unweighted directed graph in time O(n2 log n), improving a previous best known O(n2.575) time bound of Uri Zwick (2002).

Keywords: Distance in graphs, Dynamic programming, Graphalgorithms, Shortest paths.

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6436 Transferring Route Plan over Time

Authors: Barıs Kocer, Ahmet Arslan

Abstract:

Travelling salesman problem (TSP) is a combinational optimization problem and solution approaches have been applied many real world problems. Pure TSP assumes the cities to visit are fixed in time and thus solutions are created to find shortest path according to these point. But some of the points are canceled to visit in time. If the problem is not time crucial it is not important to determine new routing plan but if the points are changing rapidly and time is necessary do decide a new route plan a new approach should be applied in such cases. We developed a route plan transfer method based on transfer learning and we achieved high performance against determining a new model from scratch in every change.

Keywords: genetic algorithms, transfer learning, travellingsalesman problem

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6435 Improved Robust Stability and Stabilization Conditions of Discrete-time Delayed System

Authors: Zixin Liu

Abstract:

The problem of robust stability and robust stabilization for a class of discrete-time uncertain systems with time delay is investigated. Based on Tchebychev inequality, by constructing a new augmented Lyapunov function, some improved sufficient conditions ensuring exponential stability and stabilization are established. These conditions are expressed in the forms of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. Compared with some previous results derived in the literature, the new obtained criteria have less conservatism. Two numerical examples are provided to demonstrate the improvement and effectiveness of the proposed method.

Keywords: Robust stabilization, robust stability, discrete-time system, time delay.

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6434 Differentiation of Heart Rate Time Series from Electroencephalogram and Noise

Authors: V. I. Thajudin Ahamed, P. Dhanasekaran, Paul Joseph K.

Abstract:

Analysis of heart rate variability (HRV) has become a popular non-invasive tool for assessing the activities of autonomic nervous system. Most of the methods were hired from techniques used for time series analysis. Currently used methods are time domain, frequency domain, geometrical and fractal methods. A new technique, which searches for pattern repeatability in a time series, is proposed for quantifying heart rate (HR) time series. These set of indices, which are termed as pattern repeatability measure and pattern repeatability ratio are able to distinguish HR data clearly from noise and electroencephalogram (EEG). The results of analysis using these measures give an insight into the fundamental difference between the composition of HR time series with respect to EEG and noise.

Keywords: Approximate entropy, heart rate variability, noise, pattern repeatability, and sample entropy.

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6433 On-Time Performance and Service Regularity of Stage Buses in Mixed Traffic

Authors: Suwardo, Madzlan B. Napiah, Ibrahim B. Kamaruddin

Abstract:

Stage bus operated in the mixed traffic might always meet many problems about low quality and reliability of services. The low quality and reliability of bus service can make the system not attractive and directly reduce the interest of using bus service. This paper presents the result of field investigation and analysis of on-time performance and service regularity of stage bus in mixed traffic. Data for analysis was collected from the field by on-board observation along the Ipoh-Lumut corridor in Perak, Malaysia. From analysis and discussion, it can be concluded that on-time performance and service regularity varies depend on station, typical day, time period, operation characteristics of bus and characteristics of traffic. The on-time performance and service regularity of stage bus in mixed traffic can be derived by using data collected by onboard survey. It is clear that on-time performance and service regularity of the existing stage bus system was low.

Keywords: mixed traffic, on-time performance, service regularity, stage bus

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6432 Time Series Forecasting Using Independent Component Analysis

Authors: Theodor D. Popescu

Abstract:

The paper presents a method for multivariate time series forecasting using Independent Component Analysis (ICA), as a preprocessing tool. The idea of this approach is to do the forecasting in the space of independent components (sources), and then to transform back the results to the original time series space. The forecasting can be done separately and with a different method for each component, depending on its time structure. The paper gives also a review of the main algorithms for independent component analysis in the case of instantaneous mixture models, using second and high-order statistics. The method has been applied in simulation to an artificial multivariate time series with five components, generated from three sources and a mixing matrix, randomly generated.

Keywords: Independent Component Analysis, second order statistics, simulation, time series forecasting

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