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Independent Component Analysis for Three-Way Data With an Application From Atmospheric Science
Stockholm University, Faculty of Science, Department of Meteorology .
2011 (English)In: Journal of Agricultural Biological and Environmental Statistics, ISSN 1085-7117, E-ISSN 1537-2693, Vol. 16, no 3, 319-338 p.Article in journal (Refereed) Published
Abstract [en]

In this paper, a new approach to independent component analysis (ICA) for three-way data is considered. The rotational freedom of the three-mode component analysis (Tucker3) model is exploited to implement ICA in one mode of the data. The performance of the proposed approach is evaluated by means of numerical experiments. An illustration with real data from atmospheric science is presented, where the first mode is spatial location, the second is time and the third is a set of different meteorological variables representing geopotential heights at various vertical pressure levels. The results show that the three-mode decomposition finds spatial patterns of climate anomalies which can be interpreted in a meteorological sense and as such gives an insightful low-dimensional representation of the data.

Place, publisher, year, edition, pages
2011. Vol. 16, no 3, 319-338 p.
Keyword [en]
Geopotential heights, Gridded climate data, Independent component analysis, Rotation, Spatial patterns, Three-way data, Tucker3 model
National Category
Natural Sciences
URN: urn:nbn:se:su:diva-68020DOI: 10.1007/s13253-011-0055-9ISI: 000294473000002OAI: diva2:471896
authorCount :4Available from: 2012-01-03 Created: 2012-01-02 Last updated: 2012-01-03Bibliographically approved

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Hannachi, Abdel
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