Title :
Study of Noise Reduction about Economic Time Series Data Based on ICA
Author :
Cheng, Liu ; Liu, Jian-kang ; He, Guo-zhu
Author_Institution :
Sichuan Agric. Univ., Dujiangyan, China
Abstract :
This paper raised a new method about noise-reduction for 1D economic time series data based on ICA, making use of high rank statistical peculiarity of ICA, because of a large number of noises contained in economic series data. We expand 1D signal to many dims, drawing into invented noise components, and separate blind source. Compared to adapt-self filter, this method is excel enter. Authentic proof making effect clearly.
Keywords :
adaptive filters; blind source separation; independent component analysis; time series; 1D economic time series data; 1D signal; ICA; adapt-self filter; authentic proof making; economic series data; high rank statistical peculiarity; invented noise components; noise reduction; separate blind source; Adaptation model; Adaptive filters; Economics; Noise; Noise reduction; Signal processing algorithms; Time series analysis; ICA; economic time series data; noise reduction;
Conference_Titel :
Cryptography and Network Security, Data Mining and Knowledge Discovery, E-Commerce & Its Applications and Embedded Systems (CDEE), 2010 First ACIS International Symposium on
Conference_Location :
Qinhuangdao
Print_ISBN :
978-1-4244-9595-5
DOI :
10.1109/CDEE.2010.55
