4,005 research outputs found
Real-time extraction of the Madden-Julian oscillation using empirical mode decomposition and statistical forecasting with a VARMA model
A simple guide to the new technique of empirical mode decomposition (EMD) in a meteorological-climate forecasting context is presented. A single application of EMD to a time series essentially acts as a local high-pass filter. Hence, successive applications can be used to produce a bandpass filter that is highly efficient at extracting a broadband signal such as the Madden-Julian Oscillation (MJO). The basic EMD method is adapted to minimize end effects, such that it is suitable for use in real time. The EMD process is then used to efficiently extract the MJO signal from gridded time series of outgoing longwave radiation (OLR) data. A range of statistical models from the general class of vector autoregressive moving average (VARMA) models was then tested for their suitability in forecasting the MJO signal, as isolated by the EMD. A VARMA (5, 1) model was selected and its parameters determined by a maximum likelihood method using 17 yr of OLR data from 1980 to 1996. Forecasts were then made on the remaining independent data from 1998 to 2004. These were made in real time, as only data up to the date the forecast was made were used. The median skill of forecasts was accurate (defined as an anomaly correlation above 0.6) at lead times up to 25 days
Detection of multiplicative noise in stationary random processes using second- and higher order statistics
This paper addresses the problem of detecting the presence of colored multiplicative noise, when the information process can be modeled as a parametric ARMA process. For the case of zero-mean multiplicative noise, a cumulant based suboptimal detector is studied. This detector tests the nullity of a specific cumulant slice. A second detector is developed when the multiplicative noise is nonzero mean. This detector consists of filtering the data by an estimated AR filter. Cumulants of the residual data are then shown to be well suited to the detection problem. Theoretical expressions for the asymptotic probability of
detection are given. Simulation-derived finite-sample ROC curves are shown for different sets of model parameters
Analytical methods and experimental approaches for electrophysiological studies of brain oscillations
Brain oscillations are increasingly the subject of electrophysiological studies probing their role in the functioning and dysfunction of the human brain. In recent years this research area has seen rapid and significant changes in the experimental approaches and analysis methods. This article reviews these developments and provides a structured overview of experimental approaches, spectral analysis techniques and methods to establish relationships between brain oscillations and behaviour
Dynamic Decomposition of Spatiotemporal Neural Signals
Neural signals are characterized by rich temporal and spatiotemporal dynamics
that reflect the organization of cortical networks. Theoretical research has
shown how neural networks can operate at different dynamic ranges that
correspond to specific types of information processing. Here we present a data
analysis framework that uses a linearized model of these dynamic states in
order to decompose the measured neural signal into a series of components that
capture both rhythmic and non-rhythmic neural activity. The method is based on
stochastic differential equations and Gaussian process regression. Through
computer simulations and analysis of magnetoencephalographic data, we
demonstrate the efficacy of the method in identifying meaningful modulations of
oscillatory signals corrupted by structured temporal and spatiotemporal noise.
These results suggest that the method is particularly suitable for the analysis
and interpretation of complex temporal and spatiotemporal neural signals
Modeling the pulse signal by wave-shape function and analyzing by synchrosqueezing transform
We apply the recently developed adaptive non-harmonic model based on the
wave-shape function, as well as the time-frequency analysis tool called
synchrosqueezing transform (SST) to model and analyze oscillatory physiological
signals. To demonstrate how the model and algorithm work, we apply them to
study the pulse wave signal. By extracting features called the spectral pulse
signature, {and} based on functional regression, we characterize the
hemodynamics from the radial pulse wave signals recorded by the
sphygmomanometer. Analysis results suggest the potential of the proposed signal
processing approach to extract health-related hemodynamics features
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