Extracting Non-Linear Signals from Several Economic Indicators
نویسندگان
چکیده
منابع مشابه
MACBSE: Extracting signals with linear autocorrelations
This paper proposes blind source extraction methods based on several time-delay autocorrelations of primary sources, called MACBSE. The MACBSE approaches are batch fixed-point learning algorithms for extraction of source signals with linear autocorrelations. The fixed-point algorithms are very simple and do not need choose any learning step sizes. Furthermore, the convergence properties of the ...
متن کاملExtracting Driving Signals from Non-Stationary Time Series
We propose a simple method for the reconstruction of slow dynamics perturbations from non-stationary time series records. The method traces the evolution of the perturbing signal by simultaneously learning the intrinsic stationary dynamics and the time dependency of the changing parameter. For this purpose, an extra input unit is added to a feedforward artificial neural network and a suitable e...
متن کاملExtracting Seismic Profiles from Background Seismic Signals
The idea of obtaining the seismic trace representing the impulse response at one receiver due to a source at another receiver has discussed by many authors. Jon Claerbout (see e.g. Rickett and Claerbout, 1996; Claerbout, web) introduced the concept to seismology. It has been investigated in the laboratory by Lobkis and Weaver (2001), observed in seismic data by Campillio and Paul (2003), and in...
متن کاملExtracting cyclostationary features from single carrier signals
This paper contributes to the discussion about the usefulness of cyclostationary feature detection for the purpose of cognitive radio. From a simple but realistic radio signal model and an ideal channel, the power spectral density of the random signal component is derived, and compared with the periodical component that can be retrieved from the signal with a nonlinear operation.
متن کاملExtracting complexity waveforms from one-dimensional signals
BACKGROUND Nonlinear methods provide a direct way of estimating complexity of one-dimensional sampled signals through calculation of Higuchi's fractal dimension (1<FD<2). In most cases the signal is treated as being characterized by one value of FD and consequently analyzed as one epoch or, if divided into more epochs, often only mean and standard deviation of epoch FD are calculated. If its co...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2012
ISSN: 1556-5068
DOI: 10.2139/ssrn.2000676