{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,13]],"date-time":"2024-09-13T02:14:37Z","timestamp":1726193677996},"reference-count":56,"publisher":"Elsevier BV","license":[{"start":{"date-parts":[[2017,12,1]],"date-time":"2017-12-01T00:00:00Z","timestamp":1512086400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"funder":[{"DOI":"10.13039\/501100002341","name":"Academy of Finland","doi-asserted-by":"crossref","award":["268703"],"id":[{"id":"10.13039\/501100002341","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":["elsevier.com","sciencedirect.com"],"crossmark-restriction":true},"short-container-title":["Signal Processing"],"published-print":{"date-parts":[[2017,12]]},"DOI":"10.1016\/j.sigpro.2017.06.008","type":"journal-article","created":{"date-parts":[[2017,6,10]],"date-time":"2017-06-10T21:46:15Z","timestamp":1497131175000},"page":"204-216","update-policy":"http:\/\/dx.doi.org\/10.1016\/elsevier_cm_policy","source":"Crossref","is-referenced-by-count":13,"special_numbering":"C","title":["Blind source separation of tensor-valued time series"],"prefix":"10.1016","volume":"141","author":[{"given":"Joni","family":"Virta","sequence":"first","affiliation":[]},{"given":"Klaus","family":"Nordhausen","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/j.sigpro.2017.06.008_bib0001","series-title":"Advances in Neural Information Processing Systems 27","first-page":"3491","article-title":"Fast multivariate spatio-temporal analysis via low rank tensor learning","author":"Bahadori","year":"2014"},{"issue":"1","key":"10.1016\/j.sigpro.2017.06.008_bib0002","doi-asserted-by":"crossref","first-page":"294","DOI":"10.1016\/j.neuroimage.2004.10.043","article-title":"Tensorial extensions of independent component analysis for multisubject FMRI analysis","volume":"25","author":"Beckmann","year":"2005","journal-title":"Neuroimage"},{"issue":"2","key":"10.1016\/j.sigpro.2017.06.008_bib0003","doi-asserted-by":"crossref","first-page":"434","DOI":"10.1109\/78.554307","article-title":"A blind source separation technique using second-order statistics","volume":"45","author":"Belouchrani","year":"1997","journal-title":"IEEE Trans. Sig. Process."},{"issue":"3","key":"10.1016\/j.sigpro.2017.06.008_bib0004","doi-asserted-by":"crossref","first-page":"307","DOI":"10.1016\/0304-4076(86)90063-1","article-title":"Generalized autoregressive conditional heteroskedasticity","volume":"31","author":"Bollerslev","year":"1986","journal-title":"J. Econometrics"},{"issue":"2","key":"10.1016\/j.sigpro.2017.06.008_bib0005","doi-asserted-by":"crossref","first-page":"346","DOI":"10.1109\/TSP.2016.2617858","article-title":"A tensor-based method for large-scale blind source separation using segmentation","volume":"65","author":"Bouss\u00e9","year":"2017","journal-title":"IEEE Trans. Sig. Process."},{"issue":"4","key":"10.1016\/j.sigpro.2017.06.008_bib0006","doi-asserted-by":"crossref","first-page":"412","DOI":"10.1093\/jjfinec\/nbp011","article-title":"CHICAGO: a fast and accurate method for portfolio risk calculation","volume":"7","author":"Broda","year":"2009","journal-title":"J. Financ. Econometrics"},{"key":"10.1016\/j.sigpro.2017.06.008_sbref0007","series-title":"Proceedings of the 4th International Symposium on Independent Component Analysis and Blind Signal Separation (ICA2003)","first-page":"281","article-title":"ICA of functional MRI data: an overview","author":"Calhoun","year":"2003"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0008","series-title":"International Conference on Acoustics, Speech, and Signal Processing, 1989. ICASSP-89.","first-page":"2109","article-title":"Source separation using higher order moments","author":"Cardoso","year":"1989"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0009","series-title":"IEE Proceedings F (Radar and Signal Processing)","first-page":"362","article-title":"Blind beamforming for non-Gaussian signals","volume":"vol. 140","author":"Cardoso","year":"1993"},{"issue":"1","key":"10.1016\/j.sigpro.2017.06.008_bib0010","doi-asserted-by":"crossref","first-page":"161","DOI":"10.1137\/S0895479893259546","article-title":"Jacobi angles for simultaneous diagonalization","volume":"17","author":"Cardoso","year":"1996","journal-title":"SIAM J. Matrix Anal. Appl."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0011","doi-asserted-by":"crossref","first-page":"594","DOI":"10.1016\/j.cam.2006.05.016","article-title":"Portfolio value at risk based on independent component analysis","volume":"205","author":"Chen","year":"2007","journal-title":"J. Comput. Appl. Math."},{"issue":"2","key":"10.1016\/j.sigpro.2017.06.008_bib0012","doi-asserted-by":"crossref","first-page":"255","DOI":"10.1016\/j.jempfin.2009.09.005","article-title":"GHICA \u2013 risk analysis with GH distributions and independent components","volume":"17","author":"Chen","year":"2010","journal-title":"J. Empir. Finance"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0013","series-title":"Neural Networks for Signal Processing X, 2000. Proceedings of the 2000 IEEE Signal Processing Society Workshop","first-page":"405","article-title":"Blind separation of nonstationary and temporally correlated sources from noisy mixtures","volume":"vol. 1","author":"Choi","year":"2000"},{"issue":"9","key":"10.1016\/j.sigpro.2017.06.008_bib0014","doi-asserted-by":"crossref","first-page":"848","DOI":"10.1049\/el:20000623","article-title":"Blind separation of nonstationary sources in noisy mixtures","volume":"36","author":"Choi","year":"2000","journal-title":"Electr. Lett.s"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0015","series-title":"Handbook of Blind Source Separation: Independent Component Analysis and Applications","author":"Comon","year":"2010"},{"issue":"4","key":"10.1016\/j.sigpro.2017.06.008_bib0016","doi-asserted-by":"crossref","first-page":"1253","DOI":"10.1137\/S0895479896305696","article-title":"A multilinear singular value decomposition","volume":"21","author":"De Lathauwer","year":"2000","journal-title":"SIAM J. Matrix Anal. Appl."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0017","doi-asserted-by":"crossref","first-page":"216","DOI":"10.1016\/j.jmva.2014.08.015","article-title":"Tensor sliced inverse regression","volume":"133","author":"Ding","year":"2015","journal-title":"J. Multivar. Anal."},{"issue":"1","key":"10.1016\/j.sigpro.2017.06.008_bib0018","doi-asserted-by":"crossref","first-page":"70","DOI":"10.1016\/j.ijforecast.2011.02.010","article-title":"A conditionally heteroskedastic independent factor model with an application to financial stock returns","volume":"28","author":"Garc\u00eda-Ferrer","year":"2012","journal-title":"Int. J. Forecast."},{"issue":"23","key":"10.1016\/j.sigpro.2017.06.008_bib0019","doi-asserted-by":"crossref","first-page":"6368","DOI":"10.1109\/TSP.2015.2472364","article-title":"Robust Kronecker product PCA for spatio-temporal covariance estimation","volume":"63","author":"Greenewald","year":"2015","journal-title":"IEEE Trans. Sig. Process."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0020","doi-asserted-by":"crossref","first-page":"95","DOI":"10.1016\/j.sigpro.2015.01.017","article-title":"Model selection using limiting distributions of second-order blind source separation algorithms","volume":"113","author":"Illner","year":"2015","journal-title":"Sig. Process."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0021","series-title":"Latent Variable Analysis and Signal Separation","first-page":"229","article-title":"A new performance index for ICA: properties, computation and asymptotic analysis","author":"Ilmonen","year":"2010"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0022","series-title":"Latent Variable Analysis and Signal Separation","first-page":"328","article-title":"An affine equivariant robust second-order BSS method","author":"Ilmonen","year":"2015"},{"issue":"5","key":"10.1016\/j.sigpro.2017.06.008_bib0023","doi-asserted-by":"crossref","first-page":"1","DOI":"10.18637\/jss.v069.i05","article-title":"Dealing with stochastic volatility in time series using the R package stochvol","volume":"69","author":"Kastner","year":"2016","journal-title":"J. Stat. Softw."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0024","doi-asserted-by":"crossref","first-page":"408","DOI":"10.1016\/j.csda.2013.01.002","article-title":"Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models","volume":"76","author":"Kastner","year":"2014","journal-title":"Comput. Stat. Data Anal."},{"issue":"3","key":"10.1016\/j.sigpro.2017.06.008_bib0025","doi-asserted-by":"crossref","first-page":"455","DOI":"10.1137\/07070111X","article-title":"Tensor decompositions and applications","volume":"51","author":"Kolda","year":"2009","journal-title":"SIAM Rev."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0026","doi-asserted-by":"crossref","first-page":"1094","DOI":"10.1214\/09-AOS737","article-title":"On dimension folding of matrix-or array-valued statistical objects","volume":"38","author":"Li","year":"2010","journal-title":"Ann. Stat."},{"issue":"11","key":"10.1016\/j.sigpro.2017.06.008_bib0027","doi-asserted-by":"crossref","first-page":"1459","DOI":"10.1109\/TIP.2004.836169","article-title":"Statistical modeling of complex backgrounds for foreground object detection","volume":"13","author":"Li","year":"2004","journal-title":"IEEE Trans. Image Process."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0028","series-title":"Proceedings of the International Joint Conference on Computational Sciences and Optimization","first-page":"468","article-title":"Application of independent component analysis preprocessing and support vector regression in time series prediction","volume":"vol. 1","author":"Lu","year":"2009"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0029","unstructured":"M. Matilainen, J. Miettinen, K. Nordhausen, H. Oja, S. Taskinen, tsBSS: Tools for Blind Source Separation for Time Series, 2016. R package version 0.2."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0030","doi-asserted-by":"crossref","first-page":"80","DOI":"10.1016\/j.spl.2015.04.033","article-title":"New independent component analysis tools for time series","volume":"105","author":"Matilainen","year":"2015","journal-title":"Stat. Probab. Lett."},{"issue":"3","key":"10.1016\/j.sigpro.2017.06.008_bib0031","doi-asserted-by":"crossref","first-page":"337","DOI":"10.1111\/jtsa.12159","article-title":"Separation of uncorrelated stationary time series using autocovariance matrices","volume":"37","author":"Miettinen","year":"2016","journal-title":"J. Time Ser. Anal."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0032","doi-asserted-by":"crossref","first-page":"214","DOI":"10.1016\/j.jmva.2013.09.009","article-title":"Deflation-based separation of uncorrelated stationary time series","volume":"123","author":"Miettinen","year":"2014","journal-title":"J. Multivar. Anal."},{"issue":"1","key":"10.1016\/j.sigpro.2017.06.008_bib0033","first-page":"1","article-title":"Blind source separation based on joint diagonalization in R: the packages JADE and BSSasymp","volume":"76","author":"Miettinen","year":"2017","journal-title":"J. Stat. Softw."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0034","doi-asserted-by":"crossref","first-page":"141","DOI":"10.1007\/s00362-012-0487-5","article-title":"On robustifying some second order blind source separation methods for nonstationary time series","volume":"55","author":"Nordhausen","year":"2014","journal-title":"Stat. Papers"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0035","series-title":"Adaptive Systems for Signal Processing, Communications, and Control Symposium","first-page":"111","article-title":"Independent component analysis for financial time series","author":"Oja","year":"2000"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0036","series-title":"Multivariate Nonparametric Methods with R. An Approach Based on Spatial Signs and Ranks","author":"Oja","year":"2010"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0037","series-title":"R Foundation for Statistical Computing","article-title":"R: A Language and Environment for Statistical Computing","author":"R Core Team","year":"2015"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0038","series-title":"Advances in Neural Information Processing Systems 26","first-page":"2634","article-title":"Multilinear dynamical systems for tensor time series","author":"Rogers","year":"2013"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0039","unstructured":"P.J. Rousseeuw, J. Raymaekers, M. Hubert, A measure of directional outlyingness with applications to image data and video, arXiv preprint arXiv:1608.05012 (2016)."},{"issue":"4","key":"10.1016\/j.sigpro.2017.06.008_bib0040","doi-asserted-by":"crossref","first-page":"357","DOI":"10.3103\/S1066530708040066","article-title":"Models with a kronecker product covariance structure: estimation and testing","volume":"17","author":"Srivastava","year":"2008","journal-title":"Math. Methods Stat."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0041","doi-asserted-by":"crossref","first-page":"549","DOI":"10.1111\/j.1467-9868.2009.00706.x","article-title":"Invariant coordinate selection","volume":"71","author":"Tyler","year":"2009","journal-title":"J. R. Stat. Soc. Ser. B"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0042","series-title":"Computer Vision and Pattern Recognition, 2005. CVPR 2005. IEEE Computer Society Conference on","first-page":"547","article-title":"Multilinear independent components analysis","volume":"1","author":"Vasilescu","year":"2005"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0043","doi-asserted-by":"crossref","unstructured":"J. Virta, B. Li, K. Nordhausen, H. Oja, Independent component analysis for tensor-valued data, Preprint available as arXiv:1602.00879(2016a).","DOI":"10.1016\/j.jmva.2017.09.008"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0044","unstructured":"J. Virta, B. Li, K. Nordhausen, H. Oja, JADE for tensor-valued observations, Preprint available as arXiv:1603.05406(2016b)."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0045","doi-asserted-by":"crossref","unstructured":"J. Virta, K. Nordhausen, H. Oja, B. Li, tensorBSS: Blind Source Separation Methods for Tensor-Valued Observations, 2016. R package version 0.2.","DOI":"10.32614\/CRAN.package.tensorBSS"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0046","series-title":"IEEE Signal Processing in Medicine and Biology Symposium (SPMB)","first-page":"1","article-title":"Applying fully tensorial ICA to fMRI data","author":"Virta","year":"2016"},{"issue":"2017","key":"10.1016\/j.sigpro.2017.06.008_bib0047","doi-asserted-by":"crossref","first-page":"157","DOI":"10.1098\/rspa.2001.0866","article-title":"Wavelet analysis of matrix\u2013valued time\u2013series","volume":"458","author":"Walden","year":"2002","journal-title":"Proc. R. Soc. London A"},{"issue":"10","key":"10.1016\/j.sigpro.2017.06.008_bib0048","doi-asserted-by":"crossref","first-page":"1","DOI":"10.18637\/jss.v044.i10","article-title":"Neurosim: an R package for generating fMRI data","volume":"44","author":"Welvaert","year":"2011","journal-title":"J. Stat. Softw."},{"issue":"2","key":"10.1016\/j.sigpro.2017.06.008_bib0049","doi-asserted-by":"crossref","first-page":"478","DOI":"10.1109\/TSP.2007.907834","article-title":"On estimation of covariance matrices with Kronecker product structure","volume":"56","author":"Werner","year":"2008","journal-title":"IEEE Trans. Sig. Process."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0050","series-title":"ggplot2: Elegant Graphics for Data Analysis","author":"Wickham","year":"2009"},{"issue":"12","key":"10.1016\/j.sigpro.2017.06.008_bib0051","doi-asserted-by":"crossref","first-page":"6182","DOI":"10.1109\/TSP.2012.2218241","article-title":"Geodesic convexity and covariance estimation","volume":"60","author":"Wiesel","year":"2012","journal-title":"IEEE Trans. Sig. Process."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0052","series-title":"Intelligent Data Engineering and Automated Learning","first-page":"571","article-title":"Volatility modelling of multivariate financial time series by using ICA-GARCH models","author":"Wu","year":"2005"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0053","unstructured":"D., Wuertz Michal, Y.C., Miklovic, C., Boudt, P., Chausse, et\u00a0al., 2013. fGarch: Rmetrics - autoregressive conditional heteroskedastic modelling. URL: https:\/\/CRAN.R-project.org\/package=fGarch. R package version 3010.82."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0054","doi-asserted-by":"crossref","first-page":"213","DOI":"10.1007\/978-1-4614-7846-1_18","article-title":"Dimension reduction for tensor classification","volume":"55","author":"Zeng","year":"2013","journal-title":"Topics Appl. Stat."},{"key":"10.1016\/j.sigpro.2017.06.008_bib0055","series-title":"Computer Vision and Pattern Recognition, 2008. CVPR 2008. IEEE Conference on","first-page":"1","article-title":"Directional independent component analysis with tensor representation","author":"Zhang","year":"2008"},{"key":"10.1016\/j.sigpro.2017.06.008_bib0056","doi-asserted-by":"crossref","first-page":"178","DOI":"10.1002\/wics.1350","article-title":"Tensor sufficient dimension reduction","volume":"7","author":"Zhong","year":"2015","journal-title":"WIREs Comput. Stat."}],"container-title":["Signal Processing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0165168417302190?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0165168417302190?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2024,6,24]],"date-time":"2024-06-24T18:18:52Z","timestamp":1719253132000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0165168417302190"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,12]]},"references-count":56,"alternative-id":["S0165168417302190"],"URL":"https:\/\/doi.org\/10.1016\/j.sigpro.2017.06.008","relation":{},"ISSN":["0165-1684"],"issn-type":[{"value":"0165-1684","type":"print"}],"subject":[],"published":{"date-parts":[[2017,12]]},"assertion":[{"value":"Elsevier","name":"publisher","label":"This article is maintained by"},{"value":"Blind source separation of tensor-valued time series","name":"articletitle","label":"Article Title"},{"value":"Signal Processing","name":"journaltitle","label":"Journal Title"},{"value":"https:\/\/doi.org\/10.1016\/j.sigpro.2017.06.008","name":"articlelink","label":"CrossRef DOI link to publisher maintained version"},{"value":"article","name":"content_type","label":"Content Type"},{"value":"\u00a9 2017 Elsevier B.V. All rights reserved.","name":"copyright","label":"Copyright"}]}}