Recursive diffeomorphism-based regression for shape functions

DOI10.1137/16M1097535MaRDI QIDQ4602440zbMATH OpenFDO

Authors Jieren Xu, Haizhao Yang, Ingrid Daubechies

Publication date 11 January 2018

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.03819

zbMATH Keywords

diffeomorphismgeneralized mode decompositiongeneralized shape functioninstantaneousnumerical examplerecursive nonparametric regressionsynchrosqueezed wave packet transform

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical methods for trigonometric approximation and interpolation (65T40)

Abstract: This paper proposes a recursive diffeomorphism based regression method for one-dimensional generalized mode decomposition problem that aims at extracting generalized modes $alph{a}_k(t)s_k(2pi{N}_{k}ph{i}_k(t))$ from their superposition $su{m}_{k=1}^{K}alph{a}_k(t)s_k(2pi{N}_{k}ph{i}_k(t))$. First, a one-dimensional synchrosqueezed transform is applied to estimate instantaneous information, e.g., $alph{a}_k(t)$ and $N_{k}ph{i}_k(t)$. Second, a novel approach based on diffeomorphisms and nonparametric regression is proposed to estimate wave shape functions $s_k(t)$. These two methods lead to a framework for the generalized mode decomposition problem under a weak well-separation condition. Numerical examples of synthetic and real data are provided to demonstrate the fruitful applications of these methods.

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Cited in

(9)

• Wave-shape oscillatory model for nonstationary periodic time series analysis
• Synchrosqueezed wave packet transforms and diffeomorphism based spectral analysis for 1D general mode decompositions
• Multiresolution mode decomposition for adaptive time series analysis
• Fundamental component enhancement via adaptive nonlinear activation functions
• When Ramanujan meets time-frequency analysis in complicated time series analysis
• Kernel mode decomposition and the programming of kernels
• A fast algorithm for multiresolution mode decomposition
• Phase-Space Sketching for Crystal Image Analysis Based on Synchrosqueezed Transforms
• PiPs: a kernel-based optimization scheme for analyzing non-stationary 1D signals

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• SynLab

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