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音響メディア信号処理における独立成分分析の発展と応用, History of...
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History of independent component analysis for sound media signal processing and its applications2201628
2ICAICA
3ICAICA
: Daichi Kitamura: 2519903112:
: Twitter: @UDN48_udon4
16 ~ 22, 22 ~ 24, 24 ~ 27
4
5
Kagawa
5
6
Nara
NAIST
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7
Tokyo
14F
7
NAIST
nonnegative matrix factorization: NMF8
8
9
etc.
10Independent component analysis: ICAsource
ICA
ICA
11ICAICA
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factor analysis
19-
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central limit theorem
241 2 {1, 2, 3, 4, 5, 6}11/6100
2
251 2 {1, 2, 3, 4, 5, 6}11/6100
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261 2 {1, 2, 3, 4, 5, 6}11/6100
271 2 {1, 2, 3, 4, 5, 6}11/6100
28 [-1, 1] 3.3
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[-1, 1] 3.3
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32
: 0.05: 3.36
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A. D. Back and A. S. Weigend, A first application of independent component analysis to extracting structure from stock returns, Int. J. on Neural Systems, vol. 8, no. 4, pp. 473-484, 1997.
60ICA
K. Kiviluoto and E. Oja, Independent component analysis for parallel financial time series, Proc. Int. Con. on Neural Information Processing, vol. 2, pp. 895-898, 1998.
61ICA ICA
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62ICA40PCA4ICAPCA
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ICAS. Malaroiu, K. Kiviluoto and E. Oja, Time series prediction with independent component analysis, Proc. Int. Conf. on Advanced Investment Technology, 2000.
ICA
12
ARAR
67ICAICA
68independent component analysis: ICAPCA2
PCAICAPCA19952010