Publication Abstracts

Aires et al. 2002

Aires, F., W.B. Rossow, and A. Chédin, 2002: Rotation of EOFs by the Independent Component Analysis: Toward solving the mixing problem in the decomposition of geophysical time series. J. Atmos. Sci., 59, 111-123, doi:10.1175/1520-0469(2002)059<0111:ROEBTI>2.0.CO;2.

The Independent Component Analysis is a recently developed technique for component extraction. This new method requires the statistical independence of the extracted components, a stronger constraint that uses higher-order statistics, instead of the classical decorrelation (in the sense of "no correlation"), a weaker constraint that uses only second-order statistics. This technique has been used recently for the analysis of geophysical time series with the goal of investigating the causes of variability in observed data (i.e. exploratory approach). We demonstrate with a data simulation experiment that, if initialized with a Principal Component Analysis, the Independent Component Analysis performs a rotation of the classical PCA (or EOF) solution. This experiment is conducted using a synthetic dataset, where the correct answer is known, to more clearly illustrate and understand the behavior of the more familiar PCA and less familiar ICA. This rotation uses no localization criterion like other Rotation Techniques (RT), only the generalization of decorrelation into full statistical independence is used. This rotation of the PCA solution seems to be able to avoid the tendency of PCA to mix several components, even when the signal is just their linear sum.

Export citation: [ BibTeX ] [ RIS ]

BibTeX Citation

@article{ai05000n,
  author={Aires, F. and Rossow, W. B. and Chédin, A.},
  title={Rotation of EOFs by the Independent Component Analysis: Toward solving the mixing problem in the decomposition of geophysical time series},
  year={2002},
  journal={J. Atmos. Sci.},
  volume={59},
  pages={111--123},
  doi={10.1175/1520-0469(2002)059%3C0111%3AROEBTI%3E2.0.CO;2},
}

[ Close ]

RIS Citation

TY  - JOUR
ID  - ai05000n
AU  - Aires, F.
AU  - Rossow, W. B.
AU  - Chédin, A.
PY  - 2002
TI  - Rotation of EOFs by the Independent Component Analysis: Toward solving the mixing problem in the decomposition of geophysical time series
JA  - J. Atmos. Sci.
VL  - 59
SP  - 111
EP  - 123
DO  - 10.1175/1520-0469(2002)059%3C0111%3AROEBTI%3E2.0.CO;2
ER  -

[ Close ]

• Return to 2002 Publications

• Return to Publications Homepage