Related papers: Data-driven Spatiotemporal Modal Decomposition for…
An efficient method is introduced in this paper to find the intrinsic mode function (IMF) components of time series data. This method is faster and more predictable than the Empirical Mode Decomposition (EMD) method devised by the author of…
This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…
Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…
The intrinsic mode function (IMF) provides adaptive function bases for nonlinear and non-stationary time series data. A fast convergent iterative method is introduced in this paper to find the IMF components of the data, the method is…
The analysis of the time-frequency content of a signal is a classical problem in signal processing, with a broad number of applications in real life. Many different approaches have been developed over the decades, which provide alternative…
This paper is concerned with the inverse problem of recovering the unknown signal components, along with extraction of their instantaneous frequencies (IFs), governed by the adaptive harmonic model (AHM), from discrete (and possibly…
In this paper, we establish a connection between the recently developed data-driven time-frequency analysis \cite{HS11,HS13-1} and the classical second order differential equations. The main idea of the data-driven time-frequency analysis…
Streaming Dynamic Mode Decomposition (sDMD) (Hemati et al., Phys. Fluids 26(2014)) is a low-storage version of Dynamic Mode Decomposition (DMD) (Schmid, J. Fluid Mech. 656 (2010)), a data-driven method to extract spatio-temporal flow…
The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis,…
We present a data-driven method for separating complex, multiscale systems into their constituent time-scale components using a recursive implementation of dynamic mode decomposition (DMD). Local linear models are built from windowed…
Variational mode decomposition (VMD) and its extensions like Multivariate VMD (MVMD) decompose signals into ensembles of band-limited modes with narrow central frequencies. These methods utilize Fourier transformations to shift signals…
Modelling multivariate spatio-temporal data with complex dependency structures is a challenging task but can be simplified by assuming that the original variables are generated from independent latent components. If these components are…
Dynamic Mode Decomposition (DMD) is a data-driven and model-free decomposition technique. It is suitable for revealing spatio-temporal features of both numerically and experimentally acquired data. Conceptually, DMD performs a…
Dynamic mode decomposition (DMD) is a leading tool for equation-free analysis of high-dimensional dynamical systems from observations. In this work, we focus on a combination of delay-coordinates embedding and DMD, i.e., delay-coordinates…
While time-frequency analysis provides rich representations of multicomponent signals, current decomposition methods often overlook the morphological structure where components manifest as distinct regions. This study introduces…
Modal decomposition techniques are important tools for the analysis of unsteady flows and, in order to provide meaningful insights with respect to coherent structures and their characteristic frequencies, the modes must possess a robust…
In this two-part article, we evaluate the utility and the generalizability of the Dynamic Mode Decomposition (DMD) algorithm for data-driven analysis and reduced-order modelling of plasma dynamics in cross-field ExB configurations. The DMD…
We propose fully data-driven variational methods, termed successive jump and mode decomposition (SJMD) and its multivariate extension, successive multivariate jump and mode decomposition (SMJMD), for successively decomposing nonstationary…
Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…
Automatically determining the number of intrinsic mode functions (IMFs) and their center frequencies in Variational Mode Decomposition (VMD) remains an open mathematical challenge. Existing methods rely on heuristic settings,…