The Molgedey and Schuster decorrelation algorithm, having square mixing matrix and no noise . Truncation is used for the time shifted matrix, and it is forced to be symmetric . The Delay Tau is estimated .
The number of independent components are calculated using Bayes Information Criterion (BIC), with PCA for dimension reduction.
This applet illustrates the prediction capabilities of the multi-layer perceptrons. It allows to define an input signal on which prediction will be performed. The user can choose the number of input units, hidden units and output units, as well as the Delay between the input series and the predicted output series. Then it is possible to observe interesting prediction properties.
THIS M-FILE USES THE TRANFER MATRIX METHOD TO EVALUATE THE COUPLED-MODE
%EQUATIONS. THE REFLECTION SPECTRUM OF THE GRATING AND THE TRANSMISSION
%SPECTRUM, Delay AND DISPERSION OF THE FABRY-PEROT FILTER ARE SIMULATED