Publication Abstracts
Aires et al. 2000
Aires, F., A. Chédin, and J.-P. Nadal, 2000: Independent component analysis of multivariate time series. Application to the tropical SST variability. J. Geophys. Res., 105, 17437-17456, doi:10.1029/2000JD900152.
With the aim of identifying the physical causes of variability of a given dynamical system, the geophysical community has made an extensive use of classical component extraction techniques such as principal component analysis (PCA) or rotational techniques (RT). We introduce a recently developed algorithm based on information theory: independent component analysis (ICA). This new technique presents two major advantages over classical methods. First, it aims at extracting statistically independent components where classical techniques search for decorrelated components (i.e., a weaker constraint). Second, the linear hypothesis for the mixture of components is not required. In this paper, after having briefly summarized the essentials of classical techniques, we present the new method in the context of geophysical time series analysis. We then illustrate the ICA algorithm by applying it to the study of the variability of the tropical sea surface temperature (SST), with a particular emphasis on the analysis of the links between El Niño Southern Oscillation (ENSO) and Atlantic SST variability. The new algorithm appears to be particularly efficient in describing the complexity of the phenomena and their various sources of variability in space and time.
- Get PDF (6.6 MB)
- PDF documents require the free Adobe Reader or compatible viewing software to be viewed.
- Go to journal article webpage
Export citation: [ BibTeX ] [ RIS ]
BibTeX Citation
@article{ai01000b, author={Aires, F. and Chédin, A. and Nadal, J.-P.}, title={Independent component analysis of multivariate time series. Application to the tropical SST variability}, year={2000}, journal={Journal of Geophysical Research}, volume={105}, pages={17437--17456}, doi={10.1029/2000JD900152}, }
[ Close ]
RIS Citation
TY - JOUR ID - ai01000b AU - Aires, F. AU - Chédin, A. AU - Nadal, J.-P. PY - 2000 TI - Independent component analysis of multivariate time series. Application to the tropical SST variability JA - J. Geophys. Res. JO - Journal of Geophysical Research VL - 105 SP - 17437 EP - 17456 DO - 10.1029/2000JD900152 ER -
[ Close ]