arXiv
Open Access
2017
Comparison of PCA with ICA from data distribution perspective
Miron Ivanov
Abstrak
We performed an empirical comparison of ICA and PCA algorithms by applying them on two simulated noisy time series with varying distribution parameters and level of noise. In general, ICA shows better results than PCA because it takes into account higher moments of data distribution. On the other hand, PCA remains quite sensitive to the level of correlations among signals.
Penulis (1)
M
Miron Ivanov
Akses Cepat
Informasi Jurnal
- Tahun Terbit
- 2017
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- en
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- arXiv
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- Open Access ✓