Hybridizing Genetic Algorithms with ICA in Higher Dimension [chapter]

Juan Manuel Górriz, Carlos G. Puntonet, Moisés Salmerón, Fernando Rojas Ruiz
2004 Lecture Notes in Computer Science  
In this paper we present a novel method for blindly separating unobservable independent component signals from their linear mixtures, using genetic algorithms (GA) to minimize the nonconvex and nonlinear cost functions. This approach is very useful in many fields such as forecasting indexes in financial stock markets where the search for independent components is the major task to include exogenous information into the learning machine. The GA presented in this work is able to extract
more » ... t components with faster rate than the previous independent component analysis algorithms based on Higher Order Statistics (HOS) as input space dimension increases showing significant accuracy and robustness. 1. the original (unobservable) sources are statistically independent which are related to social-economic events. 2. the number of sensors (stock series) is equal to that of sources. 3. the Darmois-Skitovick conditions are satisfied [9] .
doi:10.1007/978-3-540-30110-3_53 fatcat:aqaiuxmu2ney7gjhrra55jpmxa