Title
Ladle Estimator For Time Series Signal Dimension
Abstract
We consider a second order source separation model where a set of latent signals is internally mixed with several channels of noise and the goal is to estimate the number of signals. For the purpose we extend the ladle estimator which has been so far considered only for iid methods such as PCA, CCA or FOBI. Using time series bootstrapping methods ladle estimators based on AMUSE and SOBI are presented and a simulation study demonstrates that especially SOBI works well if the time series are sufficiently long.
Year
DOI
Venue
2018
10.1109/SSP.2018.8450695
2018 IEEE Statistical Signal Processing Workshop (SSP)
Keywords
Field
DocType
AMUSE,SOBI,bootstrap,order determination
Computer science,Bootstrapping,Algorithm,Communication channel,Ladle,Source separation,Bootstrapping (electronics),Estimator
Conference
ISBN
Citations 
PageRank 
978-1-5386-1572-0
1
0.38
References 
Authors
0
2
Name
Order
Citations
PageRank
Klaus Nordhausen19014.33
Joni Virta210.38