Work

Time Series Source Separation with Slow Flows

Year: 2020
Type: preprint
Abstract: 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.
Language: English
Open Access status: green
OpenAlex ID: W3042874812
Cites: 24
Cited by:
Related to: 10