Patrick Koch

  1. How slow is slow? SFA detects signals that are slower than the driving force.

    Authors: Wolfgang Konen, Patrick Koch
    Subjects: Machine Learning
    Abstract

    Slow feature analysis (SFA) is a method for extracting slowly varying driving
    forces from quickly varying nonstationary time series. We show here that it is
    possible for SFA to detect a component which is even slower than the driving
    force itself (e.g. the envelope of a modulated sine wave). It is shown that it
    depends on circumstances like the embedding dimension, the time series
    predictability, or the base frequency, whether the driving force itself or a
    slower subcomponent is detected.

Syndicate content