Neural Processing Letters

, Volume 22, Issue 3, pp 311–324 | Cite as

A Resampling Test for the Total Independence of Stationary Time Series: Application to the Performance Evaluation of ICA Algorithms

  • Juha KarvanenEmail author


This paper addresses the independence testing of stationary time series. We develop a resampling test based on the Kankainen–Ushakov test of total independence. The resampling test, contrary to the original test, can be also applied to the data with a time-structure. The simulation studies demonstrate the good performance of the proposed test even with strongly autocorrelated time series. As an application, we consider biomedical signal processing and independent component analysis (ICA). The independence test can be used as a performance criterion for ICA algorithms. The practical example of performance evaluation deals with the ICA of electroencephalogram (EEG) data.


EEG independence independent component analysis multivariate time series 


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Copyright information

© Springer 2005

Authors and Affiliations

  1. 1.Laboratory for Advanced Brain Signal ProcessingRIKEN Brain Science InstituteJapan

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