Communication Dans Un Congrès Année : 2020

Time Series Source Separation with Slow Flows

Résumé

In this paper, we show that slow feature analysis (SFA), a common time series decomposition method, naturally fits into the flow-based models (FBM) framework, a type of invertible neural latent variable models. Building upon recent advances on blind source separation, we show that such a fit makes the time series decomposition identifiable.

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hal-02959282 , version 1 (06-10-2020)

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  • HAL Id : hal-02959282 , version 1

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Edouard Pineau, Sébastien Razakarivony, Thomas Bonald. Time Series Source Separation with Slow Flows. ICML Workshop on Invertible Neural Networks, Normalizing Flows, and Explicit Likelihood Models, 2020, (On line ), France. ⟨hal-02959282⟩
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