Denoising using local projective subspace methods
Neurocomputing
dAMUSE---A new tool for denoising and blind source separation
Digital Signal Processing
AutoAssign: an automatic assignment tool for independent components
IbPRIA'05 Proceedings of the Second Iberian conference on Pattern Recognition and Image Analysis - Volume Part II
A hybridization of simulated annealing and local PCA for automatic component assignment within ICA
IWANN'05 Proceedings of the 8th international conference on Artificial Neural Networks: computational Intelligence and Bioinspired Systems
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Singular spectrum analysis (SSA) is a method of time-series analysis based on the singular value decomposition of an associated Hankel matrix. We present an approach to SSA using an effective and numerically stable high-degree polynomial approximation of a spectral projector, which also provides a means of time-series forecasting. Several numerical examples illustrating the algorithm are given.