The recent work by (Rieger et al 2021) is concerned with the problem of extracting features from spatio-temporal geophysical signals. The authors introduce the complex rotated MCA (xMCA) to deal with lagged effects and non-orthogonality of the feature representation. This method essentially (1) transforms the signals to a complex plane with the Hilbert transform; (2) applies an oblique (Varimax and Promax) rotation to remove the orthogonality constraint; and (3) performs the eigendecomposition in this complex space (Horel et al, 1984). We argue that this method is essentially a particular case of the method called rotated complex kernel principal component analysis (ROCK-PCA) introduced in (Bueso et al., 2019, 2020), where we proposed the same approach: first transform the data to the complex plane with the Hilbert transform and then apply the varimax rotation, with the only difference that the eigendecomposition is performed in the dual (kernel) Hilbert space. The latter allows us to generalize the xMCA solution by extracting nonlinear (curvilinear) features when nonlinear kernel functions are used. Hence, the solution of xMCA boils down to ROCK-PCA when the inner product is computed in the input data space instead of in the high-dimensional (possibly infinite) kernel Hilbert space to which data has been mapped. In this short correspondence we show theoretical proof that xMCA is a special case of ROCK-PCA and provide quantitative evidence that more expressive and informative features can be extracted when working with kernels; results of the decomposition of global sea surface temperature (SST) fields are shown to illustrate the capabilities of ROCK-PCA to cope with nonlinear processes, unlike xMCA.
翻译:最近(Rieger等人 2021) 的工作涉及从时空空间信号中提取元素的问题。 作者们介绍了复杂旋转的 MCA (xMCA), 以应对特征显示的延迟效应和非垂直性。 这种方法基本上 (1) 将信号转换成复杂平面, 使用Hilbert 变形; (2) 应用斜面( Varimax 和 Promax) 旋转来消除正方位温度限制; (3) 在这个复杂的空间( Horrel等人, 1984年) 中进行eigendecommation。 我们争辩说, 这种方法基本上是在( Bueso 等人, 2019, 2020年) 中引入的 复杂 MICA (xMC) 组合式主部件分析( OCK- PC) 的复杂旋转性 。 这种方法基本上是一个特定的例子。 我们提出了相同的方法: 将数据转换成复杂平面平面( Varimax 和 Promaxcal ) 的内空域数据结果在双层空间空间( 空间( 内流) ) 的直径) 上, 直径( 直径) 和直径 的解的解 使我们能够将 XMCA 的解的解算的解的解算法函数的解为非内, 的解解算的解算的解算的内,,, 的解的解的解的解的解到解到解的解的解的解的解。