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元素分析:一种基于小波的方法,用于分析噪声时间序列中的时间局部化事件。

Element analysis: a wavelet-based method for analysing time-localized events in noisy time series.

作者信息

Lilly Jonathan M

机构信息

NorthWest Research Associates, Redmond, WA 98009, USA.

出版信息

Proc Math Phys Eng Sci. 2017 Apr;473(2200):20160776. doi: 10.1098/rspa.2016.0776. Epub 2017 Apr 26.

Abstract

A method is derived for the quantitative analysis of signals that are composed of superpositions of isolated, time-localized 'events'. Here, these events are taken to be well represented as rescaled and phase-rotated versions of generalized Morse wavelets, a broad family of continuous analytic functions. Analysing a signal composed of replicates of such a function using another Morse wavelet allows one to directly estimate the properties of events from the values of the wavelet transform at its own maxima. The distribution of events in general power-law noise is determined in order to establish significance based on an expected false detection rate. Finally, an expression for an event's 'region of influence' within the wavelet transform permits the formation of a criterion for rejecting spurious maxima due to numerical artefacts or other unsuitable events. Signals can then be reconstructed based on a small number of isolated points on the time/scale plane. This method, termed , is applied to the identification of long-lived eddy structures in ocean currents as observed by along-track measurements of sea surface elevation from satellite altimetry.

摘要

本文推导了一种用于定量分析由孤立的、时间局部化的“事件”叠加而成的信号的方法。在此,这些事件被认为可以很好地表示为广义莫尔斯小波的重新缩放和相位旋转版本,广义莫尔斯小波是一类广泛的连续解析函数。使用另一个莫尔斯小波分析由这种函数的重复组成的信号,可以从其自身最大值处的小波变换值直接估计事件的属性。确定一般幂律噪声中事件的分布,以便基于预期的误检率确定显著性。最后,小波变换内事件“影响区域”的表达式允许形成一个标准,用于拒绝由于数值伪像或其他不合适的事件而产生的虚假最大值。然后可以基于时间/尺度平面上的少量孤立点重建信号。这种方法,称为[方法名称未给出],应用于通过卫星测高仪对海面高度的沿轨测量所观测到的洋流中长寿命涡旋结构的识别。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/8db1/5415685/fbd93c8ee8a5/rspa20160776-g1.jpg

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