Variational Bayesian Independent Component Analysis for InSAR Displacement Time‐Series With Application to Central California, USA

2021 ◽  
Vol 126 (4) ◽  
Author(s):  
Adriano Gualandi ◽  
Zhen Liu
Keyword(s):  
Time Series ◽  
Independent Component Analysis ◽  
Component Analysis ◽  
Independent Component ◽  
Central California ◽  
Variational Bayesian

Variational Bayesian Independent Component Analysis for InSAR displacement time series with application to California

2020 ◽  
Author(s):  
Adriano Gualandi ◽  
Zhen Liu
Keyword(s):  
Time Series ◽  
Independent Component Analysis ◽  
Component Analysis ◽  
Independent Component ◽  
Time Range ◽  
Tectonic Deformation ◽  
Statistical Techniques ◽  
Multivariate Statistical Techniques ◽  
Multivariate Statistical ◽  
Variational Bayesian

<p>The exploitation of ever increasing Interferometric Synthetic Aperture Radar (InSAR) datasets to monitor the Earth surface deformation is an important goal of today’s geodesy. Surface geodetic deformation observations are often the result of the combination of a multitude of sources (either volcano-tectonic deformation associated with seismic events, post-seismic relaxation, aseismic transients, long-term creep loading, magma intrusions or non-tectonic deformation associated with hydrological loads, poroelastic rebound, anthropic activity and various sources of noise). In this regard, we are facing a so-called Blind Source Separation (BSS) problem. Natural approaches to tackle BSS problems are those multivariate statistical techniques which attempt to decompose the dataset into a limited number of statistically independent sources, under the assumption that the different physical mechanisms underlying the observations have independent footprints either in space or time. Multiple algorithms have been proposed to separate the various independent sources, and here we show the capabilities of a variational Bayesian Independent Component Analysis (vbICA) algorithm. In particular, we show through synthetic test cases its superiority with respect to other commonly used multivariate statistical techniques like the Principal Component Analysis (PCA) and the FastICA algorithm. Application of vbICA to InSAR time series from European Space Agency (ESA) Sentinel-1 satellite in the Central Valley and on the Central San Andreas Fault segment, California, spanning the time range 2015-2019, shows that the algorithm provides a viable way to separate elastic and inelastic deformation in response to the aquifer charge/discharge as well as creeping signal from seasonal loading.</p>

Outliers Detection in Multivariate Time Series by Independent Component Analysis

2007 ◽  
Vol 19 (7) ◽  
pp. 1962-1984 ◽  
Author(s):  
Roberto Baragona ◽  
Francesco Battaglia
Keyword(s):  
Time Series ◽  
Independent Component Analysis ◽  
Model Building ◽  
Multivariate Time Series ◽  
Component Analysis ◽  
Independent Component ◽  
Level Shifts ◽  
The Common ◽  
Identification Techniques ◽  
Pattern Occurrences

In multivariate time series, outlying data may be often observed that do not fit the common pattern. Occurrences of outliers are unpredictable events that may severely distort the analysis of the multivariate time series. For instance, model building, seasonality assessment, and forecasting may be seriously affected by undetected outliers. The structure dependence of the multivariate time series gives rise to the well-known smearing and masking phenomena that prevent using most outliers' identification techniques. It may be noticed, however, that a convenient way for representing multiple outliers consists of superimposing a deterministic disturbance to a gaussian multivariate time series. Then outliers may be modeled as nongaussian time series components. Independent component analysis is a recently developed tool that is likely to be able to extract possible outlier patterns. In practice, independent component analysis may be used to analyze multivariate observable time series and separate regular and outlying unobservable components. In the factor models framework too, it is shown that independent component analysis is a useful tool for detection of outliers in multivariate time series. Some algorithms that perform independent component analysis are compared. It has been found that all algorithms are effective in detecting various types of outliers, such as patches, level shifts, and isolated outliers, even at the beginning or the end of the stretch of observations. Also, there is no appreciable difference in the ability of different algorithms to display the outlying observations pattern.

PATTERN RECOGNITION OF THE TERM STRUCTURE USING INDEPENDENT COMPONENT ANALYSIS

2006 ◽  
Vol 20 (02) ◽  
pp. 173-188 ◽  
Author(s):  
EDMOND HAOCUN WU ◽  
PHILIP L. H. YU
Keyword(s):  
Time Series ◽  
Pattern Recognition ◽  
Independent Component Analysis ◽  
Term Structure ◽  
Financial Time Series ◽  
Empirical Studies ◽  
Multivariate Time Series ◽  
Principal Component ◽  
Component Analysis ◽  
Independent Component

Term structure is a useful curve describing some financial asset as a function of time to maturity or expiration. In this paper, we propose to use Independent Component Analysis (ICA) to model the term structure of multiple yield curves. The idea is that we first employ ICA to decompose the multivariate time series, then we suggest two ICA methods for dimension reduction and pattern recognition of the term structure. We also compare the results by using an alternative method, Principal Component Analysis (PCA). The empirical studies suggest that the proposed ICA approaches outperform PCA methods in modeling the term structure. This model can be used in financial time series analysis as well as related financial applications.

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