Extraction of Instantaneous Frequencies and Amplitudes in Nonstationary Time-Series Data

Autor: Daniel E. Shea, Rajiv Giridharagopal, David S. Ginger, Steven L. Brunton, J. Nathan Kutz
Jazyk: angličtina
Rok vydání: 2021
Předmět:
Zdroj: IEEE Access, Vol 9, Pp 83453-83466 (2021)
Druh dokumentu: article
ISSN: 2169-3536
DOI: 10.1109/ACCESS.2021.3087595
Popis: 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 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.
Databáze: Directory of Open Access Journals