Alexander Ilin | PubMed Health

PubMed2006

Exploratory analysis of climate data using source separation methods.

We present an example of exploratory data analysis of climate measurements using a recently developed denoising source separation (DSS) framework. We analyzed a combined dataset containing daily measurements of three variables: surface temperature, sea level pressure and precipitation around the globe, for a period of 56 years. Components exhibiting slow temporal behavior were extracted using DSS with linear denoising. The first component, most prominent in the interannual time scale, captured the well-known El Niño-Southern Oscillation (ENSO) phenomenon and the second component was close to the derivative of the first one. The slow components extracted in a wider frequency range were further rotated using a frequency-based separation criterion implemented by DSS with nonlinear denoising. The rotated sources give a meaningful representation of the slow climate variability as a combination of trends, interannual oscillations, the annual cycle and slowly changing seasonal variations. Again, components related to the ENSO phenomenon emerge very clearly among the found sources.

Atmospheric Pressure↗

PubMed2004

Nonlinear dynamical factor analysis for state change detection.

Changes in a dynamical process are often detected by monitoring selected indicators directly obtained from the process observations, such as the mean values or variances. Standard change detection algorithms such as the Shewhart control charts or the cumulative sum (CUSUM) algorithm are often based on such first- and second-order statistics. Much better results can be obtained if the dynamical process is properly modeled, for example by a nonlinear state-space model, and then the accuracy of the model is monitored over time. The success of the latter approach depends largely on the quality of the model. In practical applications like industrial processes, the state variables, dynamics, and observation mapping are rarely known accurately. Learning from data must be used; however, methods for the simultaneous estimation of the state and the unknown nonlinear mappings are very limited. We use a novel method of learning a nonlinear state-space model, the nonlinear dynamical factor analysis (NDFA) algorithm. It takes a set of multivariate observations over time and fits blindly a generative dynamical latent variable model, resembling nonlinear independent component analysis. We compare the performance of the model in process change detection to various traditional methods. It is shown that NDFA outperforms the classical methods by a wide margin in a variety of cases where the underlying process dynamics changes.

Factor Analysis, Statistical↗