Unkel, Steffen; Hannachi, Abdel; Trendafilov, Nickolay T. and Jolliffe, Ian T.
Independent component analysis for three-way data with an application from atmospheric science.
Journal of Agricultural, Biological, and Environmental Statistics, 16(3) pp. 319–338.
In this paper, a new approach to independent component analysis (ICA) for three-way data is considered. The rotational freedom of the three-mode component analysis (Tucker3) model is exploited to implement ICA in one mode of the data. The performance of the proposed approach is evaluated by means of numerical experiments. An illustration with real data from atmospheric science is presented, where the first mode is spatial location, the second is time and the third is a set of different meteorological variables representing geopotential heights at various vertical pressure levels. The results show that the three-mode decomposition finds spatial patterns of climate anomalies which can be interpreted in a meteorological sense and as such gives an insightful low-dimensional representation of the data.
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