Extraction of Dynamic Nonnegative Features from Multidimensional Nonstationary Signals

Autor: Rafal Zdunek, Michalina Kotyla
Rok vydání: 2016
Předmět:
Zdroj: Data Mining and Big Data ISBN: 9783319409726
DMBD
DOI: 10.1007/978-3-319-40973-3_57
Popis: In the paper, we study the problem of time-varying feature extraction from a long sequence of dynamic multidimensional observations. Imposing the nonnegativity constrains onto the estimated features, the problem can be represented by an on-line nonnegative matrix factorization (NMF) model. To update the nonnegative factors in such a model, we used various computational strategies, including the row-action projections (Kaczmarz algorithm), rank-one least square updates, and modified proximal gradient iterations. The numerical experiments, performed on the benchmarks of nonstationary spectral signals, demonstrated that the Kaczmarz algorithm appeared to be the most efficient, both with respect to the performance and the computational time.
Databáze: OpenAIRE