Abstract:Various techniques of multivariate data analysis have been proposed to
study time series, including the Multi-channel Singular Spectrum Analysis (MSSA).
This technique is a Principal Component Analysis (PCA) of the extended matrix of
initial lagged series, also called Extended Empirical Orthogonal Function (EEOF)
Analysis in a climatological context. This work uses Independent Component Analysis
(ICA) as an alternative to the MSSA method, when studying the extended
time series matrix. Often, ICA is more … Show more
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