Testing stationarity with time-frequency surrogates

European Signal Processing Conference

Volumn , Issue , 2007, Pages 2020-2024

  Xiao, Jun ^a   Borgnat, Pierre ^a   Flandrin, Patrick ^a  

^a UNIVERSITÉ DE LYON   (France)

Author keywords

[No Author keywords available]

Indexed keywords

GLOBAL FEATURE; NULL HYPOTHESIS; PRACTICAL ISSUES; STATIONARITY; STATISTICAL SIGNIFICANCE; TIME FREQUENCY; TIME-FREQUENCY PLANES;

ELECTRICAL ENGINEERING;

SIGNAL PROCESSING;

EID: 84863770083     PISSN: 22195491     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (19)

1. M. Basseville, "Distance measures for signal processing and pattern recognition," Signal Proc., vol. 18, no. 4, pp. 349-369, 1989.
2. M. Bayram and R.G. Baraniuk, "Multiple window time-varying spectrum estimation," in Nonlinear and Nonstationary Signal Processing (W.J. Fitzgerald et al., eds.), pp. 292-316, Cambridge Univ. Press, 2000.
3. N. Cristianini and J. Shawe-Taylor, An Introduction to Support Vector Machines and Other Kernel-Based Learning Methods. Cambridge Univ. Press, 2000.
4. M. Davy and S. Godsill, "Detection of abrupt signal changes using Support Vector Machines: An application to audio signal segmentation," in Proc. IEEE ICASSP-02, Orlando (FL), 2002.
5. P. Flandrin, Time-Frequency/Time-Scale Analysis. San Diego: Academic Press, 1999.
6. P. Honeiné, C. Richard and P. Flandrin, "Time-frequency learning machines," IEEE Trans. on Signal Proc., to appear 2007. http://prunel.ccsd.cnrs.fr/ensl-00118896.
7. C.J. Keylock, "Constrained surrogate time series with preservation of the mean and variance structure," Phys. Rev. E, vol. 73, pp. 030767.1-030767.4, 2006. 85, pp.
8. H. Laurent and C. Doncarli, "Stationarity index for abrupt changes detection in the time-frequency plane," IEEE Signal Proc. Lett., vol. 5, no. 2, pp. 43-45, 1998.
9. S. Mallat, G. Papanicolaou and Z. Zhang, "Adaptive covariance estimation of locally stationary processes," Ann. of Stat., vol. 24, no. 1, pp. 1-47, 1998.
10. W. Martin, "Measuring the degree of non-stationarity by using the Wigner-Ville spectrum," in Proc. IEEE ICASSP-84, San Diego (CA), pp. 41B.3.1-41B.3.4, 1984.
11. W. Martin and P. Flandrin, "Detection of changes of signal structure by using the Wigner-Ville spectrum," Signal Proc., vol. 8, pp. 215-233, 1985.
12. R.A. Silverman, "Locally stationary random processes," IRE Trans. on Info. Theory, vol. 3, pp. 182-187, 1957.
13. B. Schölkopf and A.J. Smola, Learning With Kernels: Support Vector Machines, Regularization, Optimization and Beyond. MIT Press, 2001.
14. T. Schreiber and A. Schmitz, "Improved surrogate data for nonlinearity tests," Phys. Rev. Lett., vol. 77, no. 4, pp. 635-638, 1996.
15. E. Serpedin, F. Panduru, I. Sari and G.B. Giannakis, "Bibliography on cyclostationarity," Signal Proc., vol. 85, no. 12, pp. 2233-2303, 2005.
16. J. Theiler, S. Eubank, A. Longtin, B. Galdrikian and J.D. Farmer, "Testing for nonlinearity in time series: The method of surrogate data," Physica D, vol. 58, no. 1, pp. 77-94, 1992.
17. J. Xiao and P. Flandrin, "Multitaper time-frequency reassignment," in Proc. EUSIPCO-06, Firenze (I), 2006.
18. J. Xiao, P. Borgnat, P. Flandrin and C. Richard, "Testing stationarity with surrogates - A one-class SVM approach," in Proc. IEEE Stat. Sig. Proc. Workshop SSP-07, Madison (WI), to appear 2007.
19. J. Xiao and P. Flandrin, "Multitaper time-frequency reassignment for nonstationary spectrum estimation and chirp enhancement," IEEE Trans. on Signal Proc., to appear 2007. http://prunel.ccsd.cnrs.fr/ensl-00111665.