Statistical properties of a blind source separation estimator for stationary time series

2012 ◽  
Vol 82 (11) ◽  
pp. 1865-1873 ◽  
Author(s):  
Jari Miettinen ◽  
Klaus Nordhausen ◽  
Hannu Oja ◽  
Sara Taskinen
Keyword(s):  
Time Series ◽  
Blind Source Separation ◽  
Source Separation ◽  
Statistical Properties ◽  
Stationary Time Series ◽  
Stationary Time

Increasing the sensitivity of real-time method for diagnostic of autogenerators phase synchronization based on their non-stationary time series

2021 ◽  
Vol 29 (6) ◽  
pp. 892-904
Author(s):  
Aleksandr Kurbako ◽  
◽  
Danil Kulminskiy ◽  
Ekaterina Borovkova ◽  
Anton Kiselev ◽  
...  
Keyword(s):  
Experimental Data ◽  
Time Series ◽  
Computational Complexity ◽  
Real Time ◽  
Phase Synchronization ◽  
Statistical Properties ◽  
Stationary Time Series ◽  
Test Time ◽  
Stationary Time ◽  
Proposed Modification

Purpose of this work is to of the research – Increasing the sensitivity of a method for diagnosing phase synchronization of autogenerators based on their non-stationary time series in real time, and also a comparison of the statistical properties of the proposed modification of the method with the well-known method for diagnostics of loop synchronization, which has proven itself in the analysis of experimental data. Methods.The paper compares the probabilities of the appearance of an error of the second kind of the developed modified method for diagnostics of phase synchronization with the probabilities of occurrence of an error of the second kind of the known method at equal values of sensitivity. When comparing the methods, generated test time realizations with a priori known boundaries of the phase synchronization sections are used, which repeat the statistical properties of the experimental data. It also compares the computational complexity of the two methods. Results. A modification of the method for diagnosing phase synchronization of autonomic regulation circuits in real time is proposed. It is shown that the proposed modification provides similar values of sensitivity and probability of appearance of errors of the second kind as the previously proposed approach. The developed method has less computational complexity than the previously proposed method. The values of free parameters corresponding to different values of sensitivity and probability of appearance of errors of the second kind are obtained. Conclusion. The area of application of the developed method with modification is formulated. The low computational complexity of the proposed method, as well as the possibility of switching devices to integer computations in calculations, makes it possible to use it for wearable registrations performing calculations in real time, based on small-sized low-power processors that do not support floating-point arithmetic operations.

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