Time-Frequency Analysis of Fourier Integral Operators

We use time-frequency methods for the study of Fourier Integral operators (FIOs). In this paper we shall show that Gabor frames provide very efficient representations for a large class of FIOs. Indeed, similarly to the case of shearlets and curvelets frames, the matrix representation of a Fourier Integral Operator with respect to a Gabor frame is well-organized. This is used as a powerful tool to study the boundedness of FIOs on modulation spaces. As special cases, we recapture boundedness results on modulation spaces for pseudo-differential operators with symbols in $M^{\infty,1}$, for some unimodular Fourier multipliers and metaplectic operators

Frequency-Domain Analysis of Linear Time-Periodic Systems

In this paper, we study convergence of truncated representations of the frequency-response operator of a linear time-periodic system. The frequency-response operator is frequently called the harmonic transfer function. We introduce the concepts of input, output, and skew roll-off. These concepts are related to the decay rates of elements in the harmonic transfer function. A system with high input and output roll-off may be well approximated by a low-dimensional matrix function. A system with high skew roll-off may be represented by an operator with only few diagonals. Furthermore, the roll-off rates are shown to be determined by certain properties of Taylor and Fourier expansions of the periodic systems. Finally, we clarify the connections between the different methods for computing the harmonic transfer function that are suggested in the literature

Time-frequency analysis of locally stationary Hawkes processes

Locally stationary Hawkes processes have been introduced in order to generalise classical Hawkes processes away from stationarity by allowing for a time-varying second-order structure. This class of self-exciting point processes has recently attracted a lot of interest in applications in the life sciences (seismology, genomics, neuro-science,...), but also in the modelling of high-frequency financial data. In this contribution we provide a fully developed nonparametric estimation theory of both local mean density and local Bartlett spectra of a locally stationary Hawkes process. In particular we apply our kernel estimation of the spectrum localised both in time and frequency to two data sets of transaction times revealing pertinent features in the data that had not been made visible by classical non-localised approaches based on models with constant fertility functions over time.Comment: Bernoulli journal, A Para{\^i}tr

Time-frequency analysis

Cílem tohoto bakalářské práce je zjistit možnosti získání analýzy časové, frekvenční a jejich vzájemné kombinace, časově-frekvenční, různými metodami například Fourierovou transformací a Vlnkovou transformací. Během práce se seznámíme s jednotlivými transformacemi a vysvětlíme postup jejich výpočtu a především jejich výhody a nevýhody z pohledu přesnosti určení velikosti frekvence signálu v čase.The aim of this bachelor`s thesis is to explore possibilities of solving time-, frequency analysis a their combination time-frequency analysis by different methods for example Fourier transform a Wavelet transform. Going through this project we will get know each transformation and we will make clear procedure of their solving and first of all their advantages and disadvantages in view of accuracy of frequention`s mark in time.

Data-Driven Time-Frequency Analysis

In this paper, we introduce a new adaptive data analysis method to study trend and instantaneous frequency of nonlinear and non-stationary data. This method is inspired by the Empirical Mode Decomposition method (EMD) and the recently developed compressed (compressive) sensing theory. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary consisting of intrinsic mode functions of the form $\{a(t) \cos(\theta(t))\}$, where $a \in V(\theta)$, $V(\theta)$ consists of the functions smoother than $\cos(\theta(t))$ and $\theta'\ge 0$. This problem can be formulated as a nonlinear $L^0$ optimization problem. In order to solve this optimization problem, we propose a nonlinear matching pursuit method by generalizing the classical matching pursuit for the $L^0$ optimization problem. One important advantage of this nonlinear matching pursuit method is it can be implemented very efficiently and is very stable to noise. Further, we provide a convergence analysis of our nonlinear matching pursuit method under certain scale separation assumptions. Extensive numerical examples will be given to demonstrate the robustness of our method and comparison will be made with the EMD/EEMD method. We also apply our method to study data without scale separation, data with intra-wave frequency modulation, and data with incomplete or under-sampled data

Time-frequency analysis of chaotic systems

We describe a method for analyzing the phase space structures of Hamiltonian systems. This method is based on a time-frequency decomposition of a trajectory using wavelets. The ridges of the time-frequency landscape of a trajectory, also called instantaneous frequencies, enable us to analyze the phase space structures. In particular, this method detects resonance trappings and transitions and allows a characterization of the notion of weak and strong chaos. We illustrate the method with the trajectories of the standard map and the hydrogen atom in crossed magnetic and elliptically polarized microwave fields.Comment: 36 pages, 18 figure