Blind source separation problem in GPS time series

Abstract

A critical point in the analysis of ground dis- placement time series, as those recorded by space geodetic techniques, is the development of data-driven methods that allow the different sources of deformation to be discerned and characterized in the space and time domains. Multivariate statistic includes several approaches that can be considered as a part of data-driven methods. A widely used technique is the principal component analysis (PCA), which allows us to reduce the dimensionality of the data space while maintain- ing most of the variance of the dataset explained. However, PCA does not perform well in finding the solution to the so-called blind source separation (BSS) problem, i.e., in recovering and separating the original sources that gener- ate the observed data. This is mainly due to the fact that PCA minimizes the misfit calculated using an L 2 norm (χ 2 ), look- ing for a new Euclidean space where the projected data are uncorrelated. The independent component analysis (ICA) is a popular technique adopted to approach the BSS problem. However, the independence condition is not easy to impose, and it is often necessary to introduce some approximations. To work around this problem, we test the use of a modi- fied variational Bayesian ICA (vbICA) method to recover the multiple sources of ground deformation even in the presence of missing data. The vbICA method models the probability density function (pdf) of each source signal using a mix of Gaussian distributions, allowing for more flexibility in the description of the pdf of the sources with respect to standard ICA, and giving a more reliable estimate of them. Here we present its application to synthetic global positioning system (GPS) position time series, generated by simulating deforma- tion near an active fault, including inter-seismic, co-seismic, and post-seismic signals, plus seasonal signals and noise, and an additional time-dependent volcanic source. We evaluate the ability of the PCA and ICA decomposition techniques in explaining the data and in recovering the original (known) sources. Using the same number of components, we find that the vbICA method fits the data almost as well as a PCA method, since the χ 2 increase is less than 10 % the value cal- culated using a PCA decomposition. Unlike PCA, the vbICA algorithm is found to correctly separate the sources if the correlation of the dataset is low (<0.67) and the geodetic network is sufficiently dense (ten continuous GPS stations within a box of side equal to two times the locking depth of a fault where an earthquake of Mw > 6 occurred). We also provide a cookbook for the use of the vbICA algorithm in analyses of position time series for tectonic and non-tectonic applications.