Synchrosqueezed Wave Packet Transforms and Diffeomorphism Based Spectral Analysis for 1D General Mode Decompositions

This paper develops new theory and algorithms for 1D general mode decompositions. First, we introduce the 1D synchrosqueezed wave packet transform and prove that it is able to estimate the instantaneous information of well-separated modes from their superposition accurately. The synchrosqueezed wave packet transform has a better resolution than the synchrosqueezed wavelet transform in the time-frequency domain for separating high frequency modes. Second, we present a new approach based on diffeomorphisms for the spectral analysis of general shape functions. These two methods lead to a framework for general mode decompositions under a weak well-separation condition and a well different condition. Numerical examples of synthetic and real data are provided to demonstrate the fruitful applications of these methods.Comment: 39 page

Time-frequency representation of earthquake accelerograms and inelastic structural response records using the adaptive chirplet decomposition and empirical mode decomposition

In this paper, the adaptive chirplet decomposition combined with the Wigner-Ville transform and the empirical mode decomposition combined with the Hilbert transform are employed to process various non-stationary signals (strong ground motions and structural responses). The efficacy of these two adaptive techniques for capturing the temporal evolution of the frequency content of specific seismic signals is assessed. In this respect, two near-field and two far-field seismic accelerograms are analyzed. Further, a similar analysis is performed for records pertaining to the response of a 20-story steel frame benchmark building excited by one of the four accelerograms scaled by appropriate factors to simulate undamaged and severely damaged conditions for the structure. It is shown that the derived joint time–frequency representations of the response time histories capture quite effectively the influence of non-linearity on the variation of the effective natural frequencies of a structural system during the evolution of a seismic event; in this context, tracing the mean instantaneous frequency of records of critical structural responses is adopted. The study suggests, overall, that the aforementioned techniques are quite viable tools for detecting and monitoring damage to constructed facilities exposed to seismic excitations

Noise Corruption of Empirical Mode Decomposition and Its Effect on Instantaneous Frequency

Huang's Empirical Mode Decomposition (EMD) is an algorithm for analyzing nonstationary data that provides a localized time-frequency representation by decomposing the data into adaptively defined modes. EMD can be used to estimate a signal's instantaneous frequency (IF) but suffers from poor performance in the presence of noise. To produce a meaningful IF, each mode of the decomposition must be nearly monochromatic, a condition that is not guaranteed by the algorithm and fails to be met when the signal is corrupted by noise. In this work, the extraction of modes containing both signal and noise is identified as the cause of poor IF estimation. The specific mechanism by which such "transition" modes are extracted is detailed and builds on the observation of Flandrin and Goncalves that EMD acts in a filter bank manner when analyzing pure noise. The mechanism is shown to be dependent on spectral leak between modes and the phase of the underlying signal. These ideas are developed through the use of simple signals and are tested on a synthetic seismic waveform.Comment: 28 pages, 19 figures. High quality color figures available on Daniel Kaslovsky's website: http://amath.colorado.edu/student/kaslovsk

Algorithmic options for joint time-frequency analysis in structural dynamics applications

The purpose of this paper is to present recent research efforts by the authors supporting the superiority of joint time-frequency analysis over the traditional Fourier transform in the study of non-stationary signals commonly encountered in the fields of earthquake engineering, and structural dynamics. In this respect, three distinct signal processing techniques appropriate for the representation of signals in the time-frequency plane are considered. Namely, the harmonic wavelet transform, the adaptive chirplet decomposition, and the empirical mode decomposition, are utilized to analyze certain seismic accelerograms, and structural response records. Numerical examples associated with the inelastic dynamic response of a seismically-excited 3-story benchmark steel-frame building are included to show how the mean-instantaneous-frequency, as derived by the aforementioned techniques, can be used as an indicator of global structural damage

EMD performance comparison: single vs double floating points

Empirical mode decomposition (EMD) is a data-driven method used to decompose data into oscillatory components. This paper examines to what extent the defined algorithm for EMD might be susceptible to data format. Two key issues with EMD are its stability and computational speed. This paper shows that for a given signal there is no significant difference between results obtained with single (binary32) and double (binary64) floating points precision. This implies that there is no benefit in increasing floating point precision when performing EMD on devices optimised for single floating point format, such as graphical processing units (GPUs)

Anomalous volatility scaling in high frequency financial data

Volatility of intra-day stock market indices computed at various time horizons exhibits a scaling behaviour that differs from what would be expected from fractional Brownian motion (fBm). We investigate this anomalous scaling by using empirical mode decomposition (EMD), a method which separates time series into a set of cyclical components at different time-scales. By applying the EMD to fBm, we retrieve a scaling law that relates the variance of the components to a power law of the oscillating period. In contrast, when analysing 22 different stock market indices, we observe deviations from the fBm and Brownian motion scaling behaviour. We discuss and quantify these deviations, associating them to the characteristics of financial markets, with larger deviations corresponding to less developed markets.Comment: 25 pages, 11 figure, 5 table

A Scale-Separated Dynamic Mode Decomposition From Observations of the Ionospheric Electron Density Profile

We present a method for modeling a time series of ionospheric electron density profiles using modal decompositions. Our method is based on the Dynamic Mode Decomposition (DMD), which provides a means of determining spatiotemporal modes from measurements alone. DMD-derived models can be easily updated as new data is recorded and do not require any physics to inform the dynamics. However, in the case of ionospheric profiles, we find a wide range of oscillations, including some far above the diurnal frequency. Therefore, we propose nontrivial extensions to DMD using multiresolution analysis (MRA) via wavelet decompositions. We call this method the Scale-Separated Dynamic Mode Decomposition (SSDMD) since the MRA isolates fluctuations at different scales within the time series into separated components. We show that this method provides a stable reconstruction of the mean plasma density and can be used to predict the state of the vertical profile at future time steps. We demonstrate the SSDMD method on data sets covering periods of high and low solar activity.Comment: 26 pages, 16 figure

Empirical Mode Decomposition (EMD) Based Denoising Method for Heart Sound Signal and Its Performance Analysis

In this paper, a denoising method for heart sound signal based on empirical mode decomposition (EMD) is proposed. To evaluate the performance of the proposed method, extensive simulations are performed using synthetic normal and abnormal heart sound data corrupted with white, colored, exponential and alpha-stable noise under different SNR input values. The performance is evaluated in terms of signal-to-noise ratio (SNR), root mean square error (RMSE), and percent root mean square difference (PRD), and compared with wavelet transform (WT) and total variation (TV) denoising methods. The simulation results show that the proposed method outperforms two other methods in removing three types of noises