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.
In this paper, the instantaneous frequency estimation of nonstationary signals is considered. The instantaneous frequency is estimated from the timefrequency representation where certain percent of the coefficients is missing. The time-frequency representation is considered as an image, whose missing pixels are reconstructed by using compressive sensing recovery algorithms. As a time-frequency representation, the S-method is considered. The Compressive Sensing as a intensively growing novel approach for signal acquisition, ensures accurate signal reconstruction from relatively small percent of…
Analysis of signals with oscillatory modes with crossover instantaneous frequencies is a challenging problem in time series analysis. One way to handle this problem is lifting the 2-dimensional time-frequency representation to a 3-dimensional representation, called time-frequency-chirp rate (TFC) representation, by adding one extra chirp rate parameter so that crossover frequencies are disentangled in higher dimension. The chirplet transform is an algorithm for this lifting idea, which leads to a TFC representation. However, in practice, we found that it has a strong ``blurring'' effect in the…
In many applications, it is necessary to retrieve the sub-signal building blocks of a multi-component signal, which is usually non-stationary in real-world and real-life applications. Empirical mode decomposition (EMD), synchrosqueezing transform (SST), signal separation operation (SSO), and iterative filtering decomposition (IFD) have been proposed and developed for this purpose. However, these computational methods are restricted by the specification of well-separation of the sub-signal frequency curves for multi-component signals. On the other hand, the chirplet transform-based signal separ…
In nature and engineering world, the acquired signals are usually affected by multiple complicated factors and appear as multicomponent nonstationary modes. In such and many other situations, it is necessary to separate these signals into a finite number of monocomponents to represent the intrinsic modes and underlying dynamics implicated in the source signals. In this paper, we consider the mode retrieval of a multicomponent signal which has crossing instantaneous frequencies (IFs), meaning that some of the components of the signal overlap in the time-frequency domain. We use the chirplet tra…
We present a continuous-time probabilistic approach for estimating the chirp signal and its instantaneous frequency function when the true forms of these functions are not accessible. Our model represents these functions by non-linearly cascaded Gaussian processes represented as non-linear stochastic differential equations. The posterior distribution of the functions is then estimated with stochastic filters and smoothers. We compute a (posterior) Cramér--Rao lower bound for the Gaussian process model, and derive a theoretical upper bound for the estimation error in the mean squared sense. The…
Many physical, biological and neural systems behave as coupled oscillators, with characteristic phase coupling across different frequencies. Methods such as $n:m$ phase locking value and bi-phase locking value have previously been proposed to quantify phase coupling between two resonant frequencies (e.g. $f$, $2f/3$) and across three frequencies (e.g. $f_1$, $f_2$, $f_1+f_2$), respectively. However, the existing phase coupling metrics have their limitations and limited applications. They cannot be used to detect or quantify phase coupling across multiple frequencies (e.g. $f_1$, $f_2$, $f_3$, …
Synchrosqueezed X-Ray Wavelet-Chirplet Transform for Accurate Chirp Rate Estimation and Retrieval of Modes from Multicomponent Signals with Crossover Instantaneous Frequencies
Given nonstationary data, one generally wants to extract the trend from the noise by smoothing or filtering. However, it is often important to delineate a third intermediate category, that we call high frequency (HF) features: this is the case in our motivating example, which consists in experimental measurements of the time-dynamics of depolymerising protein fibrils average size. One may intuitively visualise HF features as the presence of fast, possibly nonstationary and transient oscillations, distinct from a slowly-varying trend envelope. The aim of this article is to propose an empirical …
Time-frequency representation (TFR) allowing for mode reconstruction plays a significant role in interpreting and analyzing the nonstationary signal constituted of various modes. However, it is difficult for most previous methods to handle signal modes with closely-spaced or spectrally-overlapped instantaneous frequencies (IFs) especially in adverse environments. To address this issue, we propose an enhanced TFR and mode decomposition (ETFR-MD) method, which is particularly adapted to represent and decompose multi-mode signals with close or crossing IFs under low signal-to-noise ratio (SNR) co…
Hong Kong Baptist University（香港浸会大学）；Stanford University（斯坦福大学）；Claremont Graduate University（克莱蒙特研究生大学）
This paper is concerned with the inverse problem of recovering the unknown signal components, along with extraction of their instantaneous frequencies (IFs), governed by the adaptive harmonic model (AHM), from discrete (and possibly non-uniform) samples of the blind-source composite signal. None of the existing decomposition methods and algorithms, including the most popular empirical mode decomposition (EMD) computational scheme and its current modifications, is capable of solving this inverse problem. In order to meet the AHM formulation and to extract the IFs of the decomposed components, c…
Real-world phenomena that can be formulated as signals are often affected by a number of factors and appear as multi-component modes. To understand and process such phenomena, "divide-and-conquer" is probably the most common strategy to address the problem. In other words, the captured signal is decomposed into signal components for each individual component to be processed. Unfortunately, for signals that are superimposition of non-stationary amplitude-frequency modulated (AM-FM) components, the "divide-and-conquer" strategy is bound to fail, since there is no way to be sure that the decompos…
Sometimes, it is of interest to single out the fluctuations associated to a given frequency. We propose a new variant of SSA, Circulant SSA (CiSSA), that allows to extract the signal associated to any frequency specified beforehand. This is a novelty when compared with other procedures that need to identify ex-post the frequencies associated to extracted signals. We prove that CiSSA is asymptotically equivalent to these alternative procedures although with the advantage of avoiding the need of the subsequent frequency identification. We check its good performance and compare it to alternative …
