Extreme events: blending PCA and ICA [16]

Go to: Summary | Previous | Next   
Bullet points include: If y are observed output results and x are supposed input signals then We have assumed that y = Wx for some W, the mixing matrix. Hence x = Ay, for some A, the unmixing matrix, where A = W -1. Inputs. Market dynamics (assumed to arise from a mixing matrix). Outputs. yi = Wxi. hence xi= W -1yi

Contents | Prev | Next | Library

Desktop view | Switch to Mobile