Data-driven time-frequency analysis

DOI10.1016/J.ACHA.2012.10.001zbMATH Open1336.94019arXiv1202.5621OpenAlexW2171487891MaRDI QIDQ2252154FDOQ2252154

Authors: Zuoqiang Shi, Thomas Y. Hou 

Publication date: 16 July 2014

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Abstract: In this paper, we introduce a new adaptive data analysis method to study trend and instantaneous frequency of nonlinear and non-stationary data. This method is inspired by the Empirical Mode Decomposition method (EMD) and the recently developed compressed (compressive) sensing theory. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary consisting of intrinsic mode functions of the form $a(t)cos(heta(t))$, where $ainV(heta)$, $V(heta)$ consists of the functions smoother than $cos(heta(t))$ and $het{a}^{\prime }ge0$. This problem can be formulated as a nonlinear $L^0$ optimization problem. In order to solve this optimization problem, we propose a nonlinear matching pursuit method by generalizing the classical matching pursuit for the $L^0$ optimization problem. One important advantage of this nonlinear matching pursuit method is it can be implemented very efficiently and is very stable to noise. Further, we provide a convergence analysis of our nonlinear matching pursuit method under certain scale separation assumptions. Extensive numerical examples will be given to demonstrate the robustness of our method and comparison will be made with the EMD/EEMD method. We also apply our method to study data without scale separation, data with intra-wave frequency modulation, and data with incomplete or under-sampled data.

Full work available at URL: https://arxiv.org/abs/1202.5621

Recommendations

• Sparse time-frequency representation of nonlinear and nonstationary data
• Adaptive data analysis via sparse time-frequency representation
• Convergence of a data-driven time-frequency analysis method
• scientific article; zbMATH DE number 5152158
• A two-level method for sparse time-frequency representation of multiscale data

zbMATH Keywords

time-frequency analysisinstantaneous frequencymatching pursuitsparse decomposition

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
• A wavelet tour of signal processing. The sparse way.
• Atomic Decomposition by Basis Pursuit
• Ten Lectures on Wavelets
• Matching pursuits with time-frequency dictionaries
• The Split Bregman Method for L1-Regularized Problems
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
• From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
• Compressed sensing
• Proximal splitting methods in signal processing
• CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
• Uniform uncertainty principle and signal recovery via regularized orthogonal matching pursuit
• Optimization with sparsity-inducing penalties
• A parallel inertial proximal optimization method
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Title not available (Why is that?)
• Mathematical Analysis of Random Noise
• Sparse representations in unions of bases
• Synchrosqueezed wavelet transforms: an empirical mode decomposition-like tool
• Adaptive data analysis via sparse time-frequency representation
• Signal representation using adaptive normalized Gaussian functions
• The Hilbert spectrum via wavelet projections
• The relationship between instantaneous frequency and time-frequency representations
• Convergence of a data-driven time-frequency analysis method

Cited In (24)

• Convergence of a data-driven time-frequency analysis method
• Constructions of \(\epsilon\)-mono-components and mathematical analysis on signal decomposition algorithm
• Data-driven atomic decomposition via frequency extraction of intrinsic mode functions
• Financial time series analysis and forecasting with Hilbert-Huang transform feature generation and machine learning
• THE LINEAR TIME FREQUENCY ANALYSIS TOOLBOX
• Wave-shape function analysis. When cepstrum meets time-frequency analysis
• On the uniqueness of sparse time-frequency representation of multiscale data
• Sparse time-frequency decomposition for multiple signals with same frequencies
• Adaptive data analysis via sparse time-frequency representation
• Extraction of intrawave signals using the sparse time-frequency representation method
• Convex optimization approach to signals with fast varying instantaneous frequency
• A new approach to sparse decomposition of nonstationary signals with multiple scale structures using self-consistent nonlinear waves
• Sparse time-frequency decomposition based on dictionary adaptation
• Time-frequency and time-scale analysis
• Sparse time-frequency representation of nonlinear and nonstationary data
• Synchrosqueezed wave packet transforms and diffeomorphism based spectral analysis for 1D general mode decompositions
• A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. II: Adaptivity and generalizations
• Recursive diffeomorphism-based regression for shape functions
• Two-dimensional compact variational mode decomposition
• A two-level method for sparse time-frequency representation of multiscale data
• Data-driven spatiotemporal modal decomposition for time frequency analysis
• A fast algorithm for multiresolution mode decomposition
• A multiscale computation for highly oscillatory dynamical systems using empirical mode decomposition (EMD)-type methods
• Multiresolution mode decomposition for adaptive time series analysis

Uses Software

• PDCO
• UNLocBoX
• CoSaMP

This page was built for publication: Data-driven time-frequency analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2252154)