Extraction of instantaneous frequencies and amplitudes in nonstationary time-series data

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Publication:6364453

arXiv2104.01293MaRDI QIDQ6364453

Author name not available (Why is that?)

Publication date: 2 April 2021

Abstract: 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 {em 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.




Has companion code repository: https://github.com/sheadan/NFMD-ExtractionInstantaneous








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