Zappalà Dario A, Barreiro Marcelo, Masoller Cristina
Departament de Física, Universitat Politècnica de Catalunya, Rambla St. Nebridi 22, 08222 Terrassa, Barcelona, Spain.
Instituto de Física, Facultad de Ciencias, Universidad de la República, Iguá 4225, Montevideo 11400, Uruguay.
Chaos. 2019 May;29(5):051101. doi: 10.1063/1.5091817.
Uncovering meaningful regularities in complex oscillatory signals is a challenging problem with applications across a wide range of disciplines. Here, we present a novel approach, based on the Hilbert transform (HT). We show that temporal periodicity can be uncovered by averaging the signal in a moving window of appropriated length, τ, before applying the HT. As a case study, we investigate global gridded surface air temperature (SAT) datasets. By analyzing the variation of the mean rotation period, T¯, of the Hilbert phase as a function of τ, we discover well-defined plateaus. In many geographical regions, the plateau corresponds to the expected 1-yr solar cycle; however, in regions where SAT dynamics is highly irregular, the plateaus reveal non-trivial periodicities, which can be interpreted in terms of climatic phenomena such as El Niño. In these regions, we also find that Fourier analysis is unable to detect the periodicity that emerges when τ increases and gradually washes out SAT variability. The values of T¯ obtained for different τs are then given to a standard machine learning algorithm. The results demonstrate that these features are informative and constitute a new approach for SAT time series classification. To support these results, we analyze the synthetic time series generated with a simple model and confirm that our method extracts information that is fully consistent with our knowledge of the model that generates the data. Remarkably, the variation of T¯ with τ in the synthetic data is similar to that observed in the real SAT data. This suggests that our model contains the basic mechanisms underlying the unveiled periodicities. Our results demonstrate that Hilbert analysis combined with temporal averaging is a powerful new tool for discovering hidden temporal regularity in complex oscillatory signals.
在复杂振荡信号中发现有意义的规律是一个具有挑战性的问题,其应用涵盖广泛的学科领域。在此,我们提出一种基于希尔伯特变换(HT)的新颖方法。我们表明,在应用HT之前,通过在适当长度τ的移动窗口中对信号进行平均,可以揭示时间周期性。作为一个案例研究,我们调查了全球网格化地面气温(SAT)数据集。通过分析希尔伯特相位的平均旋转周期T¯随τ的变化,我们发现了明确的平稳段。在许多地理区域,平稳段对应于预期的1年太阳周期;然而,在SAT动态高度不规则的区域,平稳段揭示了非平凡的周期性,这可以用诸如厄尔尼诺等气候现象来解释。在这些区域,我们还发现傅里叶分析无法检测到当τ增加并逐渐消除SAT变异性时出现的周期性。然后将针对不同τ值获得的T¯值输入到标准机器学习算法中。结果表明,这些特征具有信息价值,并构成了一种用于SAT时间序列分类的新方法。为了支持这些结果,我们分析了用简单模型生成的合成时间序列,并确认我们的方法提取的信息与我们对生成数据的模型的了解完全一致。值得注意的是,合成数据中T¯随τ的变化与实际SAT数据中观察到的变化相似。这表明我们的模型包含了所揭示的周期性背后的基本机制。我们的结果表明,希尔伯特分析与时间平均相结合是发现复杂振荡信号中隐藏时间规律的强大新工具。