A fast algorithm for multiresolution mode decomposition

DOI10.1137/18M1220649MaRDI QIDQ5112043zbMATH OpenFDO

Authors Gao Tang, Haizhao Yang

Publication date 27 May 2020

Published in Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.09338

zbMATH Keywords

nonparametric regressiontime seriesnonuniform fast Fourier transformmultiresolution analysismode decompositionwave shape functions

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Numerical methods for discrete and fast Fourier transforms (65T50)

Abstract: emph{Multiresolution mode decomposition} (MMD) is an adaptive tool to analyze a time series $f(t)=su{m}_{k=1}^K{f}_k(t)$, where $f_k(t)$ is a emph{multiresolution intrinsic mode function} (MIMF) of the form �egin{eqnarray*} f_k(t)&=&sum_{n=-N/2}^{N/2-1} a_{n,k}cos(2pi nphi_k(t))s_{cn,k}(2pi N_kphi_k(t))\&&+sum_{n=-N/2}^{N/2-1}b_{n,k} sin(2pi nphi_k(t))s_{sn,k}(2pi N_kphi_k(t)) end{eqnarray*} with time-dependent amplitudes, frequencies, and waveforms. The multiresolution expansion coefficients $a_{n,k}$, $b_{n,k}$, and the shape function series $s_{cn,k}(t)$ and $s_{sn,k}(t)$ provide innovative features for adaptive time series analysis. The MMD aims at identifying these MIMF's (including their multiresolution expansion coefficients and shape functions series) from their superposition. This paper proposes a fast algorithm for solving the MMD problem based on recursive diffeomorphism-based spectral analysis (RDSA). RDSA admits highly efficient numerical implementation via the nonuniform fast Fourier transform (NUFFT); its convergence and accuracy can be guaranteed theoretically. Numerical examples from synthetic data and natural phenomena are given to demonstrate the efficiency of the proposed method.

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Cited in

(7)

• SRMD: sparse random mode decomposition
• A class of fast and accurate deterministic trend decomposition in the spectral domain using simple and sharp diffusive filters
• Fast decomposition algorithm based on two-dimensional wavelet transform for image processing of graphic design
• Successive multivariate variational mode decomposition
• An Improved Membrane Algorithm for Solving Time-Frequency Atom Decomposition
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• Multiresolution mode decomposition for adaptive time series analysis

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• SynLab

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