Independent component analysis of climate data: A new look at EOF rotation

The complexity inherent in climate data makes it necessary to introduce more than one statistical tool to the researcher to gain insight into the climate system. Empirical orthogonal function (EOF) analysis is one of the most widely used methods to analyze weather/climate modes of variability and to reduce the dimensionality of the system. Simple structure rotation of EOFs can enhance interpretability of the obtained patterns but cannot provide anything more than temporal uncorrelatedness. In this paper, an alternative rotation method based on independent component analysis (ICA) is considered. The ICA is viewed here as a method of EOF rotation. Starting from an initial EOF solution rather than rotating the loadings toward simplicity, ICA seeks a rotation matrix that maximizes the independence between the components in the time domain. If the underlying climate signals have an independent forcing, one can expect to find loadings with interpretable patterns whose time coefficients have properties that go beyond simple noncorrelation observed in EOFs. The methodology is presented and an application to monthly means sea level pressure (SLP) field is discussed. Among the rotated (to independence) EOFs, the North Atlantic Oscillation (NAO) pattern, an Arctic Oscillation–like pattern, and a Scandinavian-like pattern have been identified. There is the suggestion that the NAO is an intrinsic mode of variability independent of the Pacific.

The underlying return generating factors for REIT returns: an application of independent component analysis

Multi-factor approaches to analysis of real estate returns have, since the pioneering work of Chan, Hendershott and Sanders (1990), emphasised a macro-variables approach in preference to the latent factor approach that formed the original basis of the arbitrage pricing theory. With increasing use of high frequency data and trading strategies and with a growing emphasis on the risks of extreme events, the macro-variable procedure has some deficiencies. This paper explores a third way, with the use of an alternative to the standard principal components approach – independent components analysis (ICA). ICA seeks higher moment independence and maximises in relation to a chosen risk parameter. We apply an ICA based on kurtosis maximisation to weekly US REIT data using a kurtosis maximising algorithm. The results show that ICA is successful in capturing the kurtosis characteristics of REIT returns, offering possibilities for the development of risk management strategies that are sensitive to extreme events and tail distributions.

Constrained principal component analysis reveals functionally connected load-dependent networks involved in multiple stages of working memory

Constrained principal component analysis (CPCA) with a finite impulse response (FIR) basis set was used to reveal functionally connected networks and their temporal progression over a multistage verbal working memory trial in which memory load was varied. Four components were extracted, and all showed statistically significant sensitivity to the memory load manipulation. Additionally, two of the four components sustained this peak activity, both for approximately 3 s (Components 1 and 4). The functional networks that showed sustained activity were characterized by increased activations in the dorsal anterior cingulate cortex, right dorsolateral prefrontal cortex, and left supramarginal gyrus, and decreased activations in the primary auditory cortex and "default network" regions. The functional networks that did not show sustained activity were instead dominated by increased activation in occipital cortex, dorsal anterior cingulate cortex, sensori-motor cortical regions, and superior parietal cortex. The response shapes suggest that although all four components appear to be invoked at encoding, the two sustained-peak components are likely to be additionally involved in the delay period. Our investigation provides a unique view of the contributions made by a network of brain regions over the course of a multiple-stage working memory trial.

Analysis of diffusion tensor magnetic resonance imaging data using principal component analysis

An analysis method for diffusion tensor (DT) magnetic resonance imaging data is described, which, contrary to the standard method (multivariate fitting), does not require a specific functional model for diffusion-weighted (DW) signals. The method uses principal component analysis (PCA) under the assumption of a single fibre per pixel. PCA and the standard method were compared using simulations and human brain data. The two methods were equivalent in determining fibre orientation. PCA-derived fractional anisotropy and DT relative anisotropy had similar signal-to-noise ratio (SNR) and dependence on fibre shape. PCA-derived mean diffusivity had similar SNR to the respective DT scalar, and it depended on fibre anisotropy. Appropriate scaling of the PCA measures resulted in very good agreement between PCA and DT maps. In conclusion, the assumption of a specific functional model for DW signals is not necessary for characterization of anisotropic diffusion in a single fibre.

Analysis of functional networks involved in motor execution and motor imagery using combined hierarchical clustering analysis and independent component analysis

Cognitive experiments involving motor execution (ME) and motor imagery (MI) have been intensively studied using functional magnetic resonance imaging (fMRI). However, the functional networks of a multitask paradigm which include ME and MI were not widely explored. In this article, we aimed to investigate the functional networks involved in MI and ME using a method combining the hierarchical clustering analysis (HCA) and the independent component analysis (ICA). Ten right-handed subjects were recruited to participate a multitask experiment with conditions such as visual cue, MI, ME and rest. The results showed that four activation clusters were found including parts of the visual network, ME network, the MI network and parts of the resting state network. Furthermore, the integration among these functional networks was also revealed. The findings further demonstrated that the combined HCA with ICA approach was an effective method to analyze the fMRI data of multitasks.

Sparse density estimation on multinomial manifold combining local component analysis

A new sparse kernel density estimator is introduced based on the minimum integrated square error criterion combining local component analysis for the finite mixture model. We start with a Parzen window estimator which has the Gaussian kernels with a common covariance matrix, the local component analysis is initially applied to find the covariance matrix using expectation maximization algorithm. Since the constraint on the mixing coefficients of a finite mixture model is on the multinomial manifold, we then use the well-known Riemannian trust-region algorithm to find the set of sparse mixing coefficients. The first and second order Riemannian geometry of the multinomial manifold are utilized in the Riemannian trust-region algorithm. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with competitive accuracy to existing kernel density estimators.

Effectiveness of landmark analysis for establishing locality in p2p networks

Locality to other nodes on a peer-to-peer overlay network can be established by means of a set of landmarks shared among the participating nodes. Each node independently collects a set of latency measures to landmark nodes, which are used as a multi-dimensional feature vector. Each peer node uses the feature vector to generate a unique scalar index which is correlated to its topological locality. A popular dimensionality reduction technique is the space filling Hilbert’s curve, as it possesses good locality preserving properties. However, there exists little comparison between Hilbert’s curve and other techniques for dimensionality reduction. This work carries out a quantitative analysis of their properties. Linear and non-linear techniques for scaling the landmark vectors to a single dimension are investigated. Hilbert’s curve, Sammon’s mapping and Principal Component Analysis have been used to generate a 1d space with locality preserving properties. This work provides empirical evidence to support the use of Hilbert’s curve in the context of locality preservation when generating peer identifiers by means of landmark vector analysis. A comparative analysis is carried out with an artificial 2d network model and with a realistic network topology model with a typical power-law distribution of node connectivity in the Internet. Nearest neighbour analysis confirms Hilbert’s curve to be very effective in both artificial and realistic network topologies. Nevertheless, the results in the realistic network model show that there is scope for improvements and better techniques to preserve locality information are required.

Phenetic analysis of anemone coronaria (ranunculaceae) and related species

This study clarifies the taxonomic status of Anemone coronaria and segregates the species and A. coronaria infraspecific variants using morphological and morphometric analyses. Principal component analysis of the coronaria group was performed on 25 quantitative and qualitative characters, and morphometric analysis of the A. coronaria infraspecific variants was performed on 21 quantitative and qualitative characters. The results showed that the A. coronaria group clustered into four major groups: A. coronaria L., A. biflora DC, A. bucharica (Regel) Juz.ex Komarov, and a final group including A. eranthioides Regel and A. tschernjaewii Regel. The data on the A. coronaria infraspecific variants clustered into six groups: A. coronaria L. var. coronaria L., var. cyanea Ard., var. albiflora Rouy & Fouc., var. parviflora Regel, var. ventreana Ard., and var. rissoana Ard. © 2007 The Linnean Society of London

Rapid quality assessment of wheat cultivars registered in Poland using the 2-g mixograph and multivariate statistical analysis

Baking and 2-g mixograph analyses were performed for 55 cultivars (19 spring and 36 winter wheat) from various quality classes from the 2002 harvest in Poland. An instrumented 2-g direct-drive mixograph was used to study the mixing characteristics of the wheat cultivars. A number of parameters were extracted automatically from each mixograph trace and correlated with baking volume and flour quality parameters (protein content and high molecular weight glutenin subunit [HMW-GS] composition by SDS-PAGE) using multiple linear regression statistical analysis. Principal component analysis of the mixograph data discriminated between four flour quality classes, and predictions of baking volume were obtained using several selected mixograph parameters, chosen using a best subsets regression routine, giving R-2 values of 0.862-0.866. In particular, three new spring wheat strains (CHD 502a-c) recently registered in Poland were highly discriminated and predicted to give high baking volume on the basis of two mixograph parameters: peak bandwidth and 10-min bandwidth.