Results 1 -
7 of
7
Testing stationarity with surrogates: A time-frequency approach
- IEEE TRANS. SIGNAL PROCESSING
, 2009
"... An operational framework is developed for testing stationarity relatively to an observation scale, in both stochastic and deterministic contexts. The proposed method is based on a comparison between global and local time-frequency features. The originality is to make use of a family of stationary s ..."
Abstract
-
Cited by 11 (4 self)
- Add to MetaCart
(Show Context)
An operational framework is developed for testing stationarity relatively to an observation scale, in both stochastic and deterministic contexts. The proposed method is based on a comparison between global and local time-frequency features. The originality is to make use of a family of stationary surrogates for defining the null hypothesis of stationarity and to base on them two different statistical tests. The first one makes use of suitably chosen distances between local and global spectra, whereas the second one is implemented as a one-class classifier, the time-frequency features extracted from the surrogates being interpreted as a learning set for stationarity. The principle of the method and of its two variations is presented, and some results are shown on typical models of signals that can be thought of as stationary or nonstationary, depending on the observation scale used.
TESTING STATIONARITY WITH TIME-FREQUENCY SURROGATES
, 2007
"... A method is proposed for testing stationarity in an operational sense, i.e., by both including explicitly an observation scale in the definition and elaborating a stationarized reference so as to reject the null hypothesis of stationarity with a controlled level of statistical significance. While th ..."
Abstract
-
Cited by 8 (4 self)
- Add to MetaCart
(Show Context)
A method is proposed for testing stationarity in an operational sense, i.e., by both including explicitly an observation scale in the definition and elaborating a stationarized reference so as to reject the null hypothesis of stationarity with a controlled level of statistical significance. While the approach is classically based on comparing local vs. global features in the time-frequency plane, the test operates with a family of stationarized surrogates whose analysis allows for a characterization of the null hypothesis. The general principle of the method is outlined, practical issues related to its actual implementation are discussed and a typical example is provided for illustrating the approach and supporting its effectiveness.
Testing stationarity with surrogates -- A one-class SVM approach
- IN PROC. IEEE STAT. SIG. PROC. WORKSHOP SSP07, MADISON (WI
"... An operational framework is developed for testing stationarity relatively to an observation scale, in both stochastic and deterministic contexts. The proposed method is based on a comparison between global and local time-frequency features. The originality is to make use of a family of stationary su ..."
Abstract
-
Cited by 6 (5 self)
- Add to MetaCart
(Show Context)
An operational framework is developed for testing stationarity relatively to an observation scale, in both stochastic and deterministic contexts. The proposed method is based on a comparison between global and local time-frequency features. The originality is to make use of a family of stationary surrogates for defining the null hypothesis and to base on them a statistical test implemented as a one-class Support Vector Machine. The time-frequency features extracted from the surrogates are considered as a learning set and used to detect departure from stationnarity. The principle of the method is presented, and some results are shown on typical models of signals that can be thought of as stationary or nonstationary, depending on the observation scale used.
SIGNAL-DEPENDENT TIME-FREQUENCY REPRESENTATIONS FOR CLASSIFICATION USING A RADIALLY GAUSSIAN KERNEL AND THE ALIGNMENT CRITERION
"... In this paper, we propose a method for tuning time-frequency distributions with radially Gaussian kernel within a classification framework. It is based on a criterion that has recently emerged from the machine learning literature: the kernel-target alignement. Our optimization scheme is very similar ..."
Abstract
-
Cited by 3 (3 self)
- Add to MetaCart
(Show Context)
In this paper, we propose a method for tuning time-frequency distributions with radially Gaussian kernel within a classification framework. It is based on a criterion that has recently emerged from the machine learning literature: the kernel-target alignement. Our optimization scheme is very similar to that proposed by Baraniuk and Jones for signaldependent time-frequency analysis. The relevance of this approach of improving time-frequency classification accuracy is illustrated through examples. 1.
TIME-FREQUENCY LEARNING MACHINES FOR NONSTATIONARITY DETECTION USING SURROGATES
"... An operational framework has recently been developed for testing stationarity of any signal relatively to an observation scale. The originality is to extract time-frequency features from a set of stationarized surrogate signals, and to use them for defining the null hypothesis of stationarity. Our p ..."
Abstract
-
Cited by 3 (3 self)
- Add to MetaCart
(Show Context)
An operational framework has recently been developed for testing stationarity of any signal relatively to an observation scale. The originality is to extract time-frequency features from a set of stationarized surrogate signals, and to use them for defining the null hypothesis of stationarity. Our paper is a further contribution that explores a general framework embedding techniques from machine learning and timefrequency analysis, called time-frequency learning machines. Based on one-class support vector machines, our approach uses entire time-frequency representations and does not require arbitrary feature extraction. Its relevance is illustrated by simulation results, and spherical multidimensional scaling techniques to map data to a visible 3D space. Index Terms — Time-frequency analysis, stationarity test, machine learning, one-class classification, surrogates.
Testing Stationarity with Surrogates: A Time-Frequency Approach
, 2010
"... An operational framework is developed for testing stationarity relatively to an observation scale, in both stochastic and deterministic contexts. The proposed method is based on a comparison between global and local time-frequency features. The originality is to make use of a family of stationary ..."
Abstract
- Add to MetaCart
An operational framework is developed for testing stationarity relatively to an observation scale, in both stochastic and deterministic contexts. The proposed method is based on a comparison between global and local time-frequency features. The originality is to make use of a family of stationary surrogates for defining the null hypothesis of stationarity and to base on them two different statistical tests. The first one makes use of suitably chosen distances between local and global spectra, whereas the second one is implemented as a one-class classifier, the time-frequency features extracted from the surrogates being interpreted as a learning set for stationarity. The principle of the method and of its two variations is presented, and some results are shown on typical models of signals that can be thought of as stationary or nonstationary, depending on the observation scale used.