6,714 research outputs found
Single-trial multiwavelet coherence in application to neurophysiological time series
A method of single-trial coherence analysis is presented, through the application of continuous muldwavelets. Multiwavelets allow the construction of spectra and bivariate statistics such as coherence within single trials. Spectral estimates are made consistent through optimal time-frequency localization and smoothing. The use of multiwavelets is considered along with an alternative single-trial method prevalent in the literature, with the focus being on statistical, interpretive and computational aspects. The multiwavelet approach is shown to possess many desirable properties, including optimal conditioning, statistical descriptions and computational efficiency. The methods. are then applied to bivariate surrogate and neurophysiological data for calibration and comparative study. Neurophysiological data were recorded intracellularly from two spinal motoneurones innervating the posterior,biceps muscle during fictive locomotion in the decerebrated cat
A new class of wavelet networks for nonlinear system identification
A new class of wavelet networks (WNs) is proposed for nonlinear system identification. In the new networks, the model structure for a high-dimensional system is chosen to be a superimposition of a number of functions with fewer variables. By expanding each function using truncated wavelet decompositions, the multivariate nonlinear networks can be converted into linear-in-the-parameter regressions, which can be solved using least-squares type methods. An efficient model term selection approach based upon a forward orthogonal least squares (OLS) algorithm and the error reduction ratio (ERR) is applied to solve the linear-in-the-parameters problem in the present study. The main advantage of the new WN is that it exploits the attractive features of multiscale wavelet decompositions and the capability of traditional neural networks. By adopting the analysis of variance (ANOVA) expansion, WNs can now handle nonlinear identification problems in high dimensions
A unified wavelet-based modelling framework for non-linear system identification: the WANARX model structure
A new unified modelling framework based on the superposition of additive submodels, functional components, and
wavelet decompositions is proposed for non-linear system identification. A non-linear model, which is often represented
using a multivariate non-linear function, is initially decomposed into a number of functional components via the wellknown
analysis of variance (ANOVA) expression, which can be viewed as a special form of the NARX (non-linear
autoregressive with exogenous inputs) model for representing dynamic input–output systems. By expanding each functional
component using wavelet decompositions including the regular lattice frame decomposition, wavelet series and
multiresolution wavelet decompositions, the multivariate non-linear model can then be converted into a linear-in-theparameters
problem, which can be solved using least-squares type methods. An efficient model structure determination
approach based upon a forward orthogonal least squares (OLS) algorithm, which involves a stepwise orthogonalization
of the regressors and a forward selection of the relevant model terms based on the error reduction ratio (ERR), is
employed to solve the linear-in-the-parameters problem in the present study. The new modelling structure is referred to
as a wavelet-based ANOVA decomposition of the NARX model or simply WANARX model, and can be applied to
represent high-order and high dimensional non-linear systems
Data-Adaptive Wavelets and Multi-Scale Singular Spectrum Analysis
Using multi-scale ideas from wavelet analysis, we extend singular-spectrum
analysis (SSA) to the study of nonstationary time series of length whose
intermittency can give rise to the divergence of their variance. SSA relies on
the construction of the lag-covariance matrix C on M lagged copies of the time
series over a fixed window width W to detect the regular part of the
variability in that window in terms of the minimal number of oscillatory
components; here W = M Dt, with Dt the time step. The proposed multi-scale SSA
is a local SSA analysis within a moving window of width M <= W <= N.
Multi-scale SSA varies W, while keeping a fixed W/M ratio, and uses the
eigenvectors of the corresponding lag-covariance matrix C_M as a data-adaptive
wavelets; successive eigenvectors of C_M correspond approximately to successive
derivatives of the first mother wavelet in standard wavelet analysis.
Multi-scale SSA thus solves objectively the delicate problem of optimizing the
analyzing wavelet in the time-frequency domain, by a suitable localization of
the signal's covariance matrix. We present several examples of application to
synthetic signals with fractal or power-law behavior which mimic selected
features of certain climatic and geophysical time series. A real application is
to the Southern Oscillation index (SOI) monthly values for 1933-1996. Our
methodology highlights an abrupt periodicity shift in the SOI near 1960. This
abrupt shift between 4 and 3 years supports the Devil's staircase scenario for
the El Nino/Southern Oscillation phenomenon.Comment: 24 pages, 19 figure
Wavelet transforms and their applications to MHD and plasma turbulence: a review
Wavelet analysis and compression tools are reviewed and different
applications to study MHD and plasma turbulence are presented. We introduce the
continuous and the orthogonal wavelet transform and detail several statistical
diagnostics based on the wavelet coefficients. We then show how to extract
coherent structures out of fully developed turbulent flows using wavelet-based
denoising. Finally some multiscale numerical simulation schemes using wavelets
are described. Several examples for analyzing, compressing and computing one,
two and three dimensional turbulent MHD or plasma flows are presented.Comment: Journal of Plasma Physics, 201
- …