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Técnicas não lineares baseadas em componentes principais no estudo de séries temporais

Authors: Teixeira, Ana;

Técnicas não lineares baseadas em componentes principais no estudo de séries temporais

Abstract

The main goal of this work was to study non linear techniques to remove noise in time series. The study was based on Singular Spectrum Analysis (SSA) and Kernel Principal Component Analysis (KPCA) algorithms. A new algorithm is presented, named as Local SSA, which consists on extension of the SSA. KPCA algorithm is described in a different approach from the one presented in the literature. The performance of the algorithms, with distinct parameters, was studied using artificial signals. A preliminary study was carried out, applying these algorithms to EEG signals in order to remove high amplitude artefacts like the interference of the EOG signal.

Este trabalho teve como objectivo estudar técnicas não lineares para a eliminação de ruído em séries temporais. O estudo efectuado baseou-se nos algoritmos SSA e KPCA. É apresentado um novo algoritmo, designado por Local SSA, que representa uma extensão do SSA. O algoritmo KPCA é descrito numa abordagem diferente da apresentada na literatura. Os algoritmos foram aplicados a sinais artificiais para estudar a influência dos parâmetros na performance dos mesmos. Foi efectuado um estudo preliminar da aplicação destes algoritmos a sinais EEG para eliminação de artefactos, nomeadamente, do sinal EOG.

Mestrado em Engenharia Electrónica e Telecomunicações

Country
Portugal
Related Organizations
Keywords

Redução de ruído, Engenharia electrónica, Electroencefalografia, Análise de séries temporais

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green