Baragona R, Battaglia F. (2007). Outliers detection in multivariate time series by independent component analysis. Neural computation. 19 [PubMed]

See more from authors: Baragona R · Battaglia F

References and models cited by this paper

Abraham B. (1980). Intervention analysis and multiple time series Biometrika. 67

Bai J, Ng S. (2002). Determining the number of factors in approximate factor models. Econometrica. 70

Barbati G, Porcaro C, Zappasodi F, Rossini PM, Tecchio F. (2004). Optimization of an independent component analysis approach for artifact identification and removal in magnetoencephalographic signals. Clinical neurophysiology : official journal of the International Federation of Clinical Neurophysiology. 115 [PubMed]

Barbati G, Porcaro C, Zappasodi F, Tecchio F. (2005). An ICA approach todetect functionally different intra-regional neuronal signals in MEG data Lecture Notes In Computer Science. 3512

Bell AJ, Sejnowski TJ. (1995). An information-maximization approach to blind separation and blind deconvolution. Neural computation. 7 [PubMed]

Box GEP, Pena D. (1987). Identifying a simplifying structure in time series J Am Stat Assoc. 82

Cardoso JF, Souloumiac A. (1993). Blind beamforming for non-gaussian signals Proc IEEE. 140

Chen C, Liu L. (1993). Joint estimation of model parameters and outlier effects in time series J Am Stat Assoc. 88

Delorme A, Makeig S. (2004). EEGLAB: an open source toolbox for analysis of single-trial EEG dynamics including independent component analysis. Journal of neuroscience methods. 134 [PubMed]

Forni M, Reichlin L. (1998). Lets get real: A dynamic factor analytical approach to disaggregated business cycle Review Of Economic Studies. 65

Galeano P, Pena D, Tsay RS. (2004). Outlier detection in multivariate time series via projection pursuit (Working Paper 04-42) Departamento de Estadstica, Universidad Carlos III de Madrid.

Georgiev I. (2005). A factor model for innovational outliers in multivariate time series Paper presented at the First Italian Congress of Econometrics and Empirical Economics. Available online at http:--www.cide.info-conf old-papers-1151.pdf.

Geweke J. (1977). The dynamic factor analysis of economic time-series models The dynamic factor analysis of economic time-series models.

Hyvärinen A, Oja E. (2000). Independent component analysis: algorithms and applications. Neural networks : the official journal of the International Neural Network Society. 13 [PubMed]

Oja E, Hyvarinen A, Karunen J. (2001). Independent component analysis.

Pena D, Tsay RS, Pankratz AE. (2000). Outliers in multivariate time series Biometrika. 87

Sejnowski TJ, Bell A, Makeig S, Jung TP. (1996). Independent component analysis of electroencephalographic data Advances in neural information processing systems.

Stock JH, Watson MW. (2002). Forecasting using principal components from a large number of predictors J Am Stat Assoc. 97

Stock JH, Watson MW. (2004). Combination forecasts of output growth in a seven-country data set J Forecast. 23

Tsay RS. (1988). Outliers, level shifts and variance changes in time series J Forecast. 7

Vessereau T. (2000). Factor analysis and independent component analysis in presence of high idiosyncratic risks CIRANO Working Paper 2000.

Yau R. (2004). Macroeconomic forecasting with independent component analysis Paper presented at the Econometric Society 2004 Far Eastern Meetings 741.

References and models that cite this paper
This website requires cookies and limited processing of your personal data in order to function. By continuing to browse or otherwise use this site, you are agreeing to this use. See our Privacy policy and how to cite and terms of use.