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arXiv 2104.01293eess.SPcs.LGcs.NAmath.NA
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非平稳时间序列数据中瞬时频率和幅值的提取

Extraction of instantaneous frequencies and amplitudes in nonstationary time-series data

University of Washington(华盛顿大学)

Daniel E. Shea, Rajiv Giridharagopal, David S. Ginger, Steven L. Brunton, J. Nathan Kutz

摘要:

时间序列分析对于科学和工程中的各种应用至关重要。通过利用现代梯度下降算法,傅里叶变换,多分辨率分析和贝叶斯谱分析的优势,我们提出了一种数据驱动的方法来进行时频分析,规避了许多经典方法的缺点,包括提取非平稳信号的不连续性。介绍的方法是等效的{ \em非平稳傅立叶模式分解}(NFMD)的非平稳和非线性时间信号,允许瞬时频率和它们的幅度的准确识别。该方法被证明的多样性的时间序列数据,包括从基于静电力显微镜的数据,以量化的时间依赖性的演变在纳米级的充电动力学。

英文摘要:

Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral analysis, we propose a data-driven approach to time-frequency analysis that circumvents many of the shortcomings of classic approaches, including the extraction of nonstationary signals with discontinuities in their behavior. The method introduced is equivalent to a {\em nonstationary Fourier mode decomposition} (NFMD) for nonstationary and nonlinear temporal signals, allowing for the accurate identification of instantaneous frequencies and their amplitudes. The method is demonstrated on a diversity of time-series data, including on data from cantilever-based electrostatic force microscopy to quantify the time-dependent evolution of charging dynamics at the nanoscale.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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