[en] We introduce a new method based on wavelets (EWMD)
for decomposing a signal into quasi-periodic oscillating components with
smooth time-varying amplitudes. This method is inspired by both the
“classic” wavelet-based decomposition and the empirical mode decomposition
(EMD). We compare the reconstruction skills and the period
detection ability of the method with the well-established EMD on toys
examples and the ENSO climate index. It appears that the EWMD accurately
decomposes and reconstructs a given signal (with the same efficiency
as the EMD), it is better at detecting prescribed periods and is
less sensitive to noise. This work provides the first version of the EWMD.
Even though there is still room for improvement, it turns out that preliminary
results are highly promising.
Disciplines :
Mathematics
Author, co-author :
Deliège, Adrien ; Université de Liège > Département de mathématique > Analyse - Analyse fonctionnelle - Ondelettes
Nicolay, Samuel ; Université de Liège > Département de mathématique > Analyse - Analyse fonctionnelle - Ondelettes
Language :
English
Title :
[Beamer] A New Wavelet-Based Mode Decomposition for Oscillating Signals and Comparison with the Empirical Mode Decomposition
Publication date :
April 2016
Event name :
13th International Conference on Information Technology : New Generations
