Exploring ICA for time series decomposition Working Papers uri icon

authors

  • GARCIA FERRER, ANTONIO
  • GONZALEZ PRIETO, ESTER
  • PE√ĎA SANCHEZ DE RIVERA, DANIEL

publication date

  • 2011

series title

  • UC3M Working papers. Statistics and Econometrics

series number

  • 11-11

keywords

  • ica; signal extraction; multivariate time series; forecasting