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While ridges in the scalogram, determined by the squared modulus of analytic wavelet transform (AWT), is a widely accepted concept and utilized in nonstationary time series analysis, their behavior in noisy environments remains…

Statistics Theory · Mathematics 2026-01-12 Gi-Ren Liu , Yuan-Chung Sheu , Hau-Tieng Wu

We obtain a characterization of all wavelets leading to analytic wavelet transforms (WT). The characterization is obtained as a by-product of the theoretical foundations of a new method for wavelet phase reconstruction from magnitude-only…

Numerical Analysis · Mathematics 2024-09-23 Nicki Holighaus , Günther Koliander , Zdenĕk Průša , Luis Daniel Abreu

This paper describes a method for extracting rapidly varying, superimposed amplitude- and frequency-modulated signal components. The method is based upon the continuous wavelet transform (CWT) and uses a new wavelet which is a modification…

Mathematical Physics · Physics 2009-11-07 J. D. Harrop , S. N. Taraskin , S. R. Elliott

An exact and general expression for the analytic wavelet transform of a real-valued signal is constructed, resolving the time-dependent effects of non-negligible amplitude and frequency modulation. The analytic signal is first locally…

Statistics Theory · Mathematics 2011-10-18 Jonathan M. Lilly , Sofia C. Olhede

The results obtained by analyzing signals with the Square Wave Method (SWM) introduced previously can be presented in the frequency domain clearly and precisely by using the Square Wave Transform (SWT) described here. As an example, the SWT…

Numerical Analysis · Computer Science 2015-11-13 Osvaldo Skliar , Ricardo E. Monge , Guillermo Oviedo , Sherry Gapper

Wavelets have been shown to be effective bases for many classes of natural signals and images. Standard wavelet bases have the entire vector space $\mathbb R^n$ as their natural domain. It is fairly straightforward to adapt these to…

Numerical Analysis · Mathematics 2013-09-26 Gorkem Ozkaya

Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…

Methodology · Statistics 2020-11-04 Edward A. K. Cohen , Alexander J. Gibberd

The influence of higher-order wavelet properties on the analytic wavelet transform behavior is investigated, and wavelet functions offering advantageous performance are identified. This is accomplished through detailed investigation of the…

Methodology · Statistics 2011-10-18 J. M. Lilly , S. C. Olhede

We present the continuous wavelet transform (WT) of white Gaussian noise and establish a connection to the theory of Gaussian analytic functions. Based on this connection, we propose a methodology that detects components of a signal in…

Numerical Analysis · Mathematics 2020-05-12 Luis Daniel Abreu , Antti Haimi , Günther Koliander , José Luis Romero

Gravitational wave detectors produce time series of the gravitational wave strain co-added with instrument noise. For evenly sampled data, such as from laser interferometers, it has been traditional to Fourier transform the data and perform…

General Relativity and Quantum Cosmology · Physics 2025-11-14 Neil J. Cornish

We describe a method for analyzing the phase space structures of Hamiltonian systems. This method is based on a time-frequency decomposition of a trajectory using wavelets. The ridges of the time-frequency landscape of a trajectory, also…

Chaotic Dynamics · Physics 2009-11-07 C. Chandre , S. Wiggins , T. Uzer

In this study, we perform some analysis for the probability distributions in the space of frequency and time variables. However, in the domain of high frequencies, it behaves in such a way as the highly non-linear dynamics. The wavelet…

General Finance · Quantitative Finance 2024-11-22 Tatsuru Kikuchi

A learning-based method for estimating the magnitude distribution of sound fields from spatially sparse measurements is proposed. Estimating the magnitude distribution of acoustic transfer function (ATF) is useful when phase measurements…

Sound · Computer Science 2025-06-23 Shoichi Koyama , Kenji Ishizuka

Continuous wavelet transform (CWT) based time-scale and multi-fractal analyses have been carried out on the anode glow related nonlinear floating potential fluctuations in a hollow cathode glow discharge plasma. CWT has been used to obtain…

Plasma Physics · Physics 2010-03-17 Md. Nurujjaman , Ramesh Narayanan , A. N. Sekar Iyengar

The problem of known signal detection in Additive White Gaussian Noise is considered. In this paper a new detection algorithm based on Discrete Wavelet Transform pre-processing and threshold comparison is introduced. Current approaches…

Information Theory · Computer Science 2007-07-16 Ignacio Melgar , Jaime Gomez , Juan Seijas

A ray-based wavefield description is employed in the interpretation of measurements made during the November 1994 Acoustic Engineering Test (the AET experiment). In this experiment phase-coded pulse-like signals with 75 Hz center frequency…

A method is derived for the quantitative analysis of signals that are composed of superpositions of isolated, time-localized "events". Here these events are taken to be well represented as rescaled and phase-rotated versions of generalized…

Methodology · Statistics 2017-04-20 J. M. Lilly

We study the effect of a time-dependent driving field with a large amplitude on a system composed of two coupled qubits (two-level systems). Using the rotating wave approximation (RWA) makes it possible to find simple conditions for…

Mesoscale and Nanoscale Physics · Physics 2014-10-07 A. M. Satanin , M. V. Denisenko , Sahel Ashhab , Franco Nori

Data from gravitational wave detectors are recorded as time series that include contributions from myriad noise sources in addition to any gravitational wave signals. When regularly sampled data are available, such as for ground based and…

General Relativity and Quantum Cosmology · Physics 2020-12-23 Neil J. Cornish

Modeling non-stationary processes, where statistical properties vary across the input domain, is a critical challenge in machine learning; yet most scalable methods rely on a simplifying assumption of stationarity. This forces a difficult…

Machine Learning · Computer Science 2026-02-03 Sawan Kumar , Souvik Chakraborty
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