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Xie HB, Guo T, Sivakumar B, Liew AWC, Dokos S. Symplectic geometry spectrum analysis of nonlinear time series. Proc Math Phys Eng Sci 2014. [DOI: 10.1098/rspa.2014.0409] [Citation(s) in RCA: 26] [Impact Index Per Article: 2.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/12/2022] Open
Abstract
Various time-series decomposition techniques, including wavelet transform, singular spectrum analysis, empirical mode decomposition and independent component analysis, have been developed for non-linear dynamic system analysis. In this paper, we describe a symplectic geometry spectrum analysis (SGSA) method to decompose a time series into a set of independent additive components. SGSA is performed in four steps: embedding, symplectic QR decomposition, grouping and diagonal averaging. The obtained components can be used for de-noising, prediction, control and synchronization. We demonstrate the effectiveness of SGSA in reconstructing and predicting two noisy benchmark nonlinear dynamic systems: the Lorenz and Mackey-Glass attractors. Examples of prediction of a decadal average sunspot number time series and a mechanomyographic signal recorded from human skeletal muscle further demonstrate the applicability of the SGSA method in real-life applications.
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Affiliation(s)
- Hong-Bo Xie
- Graduate School of Biomedical Engineering, The University of New South Wales, Sydney, New South Wales 2052, Australia
| | - Tianruo Guo
- Graduate School of Biomedical Engineering, The University of New South Wales, Sydney, New South Wales 2052, Australia
| | - Bellie Sivakumar
- School of Civil and Environmental Engineering, The University of New South Wales, Sydney, New South Wales 2052, Australia
- Department of Land, Air and Water Resources, University of California, Davis, CA 95616, USA
| | - Alan Wee-Chung Liew
- School of Information and Communication Technology, Griffith University, Gold Coast, Queensland 4222, Australia
| | - Socrates Dokos
- Graduate School of Biomedical Engineering, The University of New South Wales, Sydney, New South Wales 2052, Australia
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Manchanda K, Ramaswamy R. Order parameter for the transition from strong to weak generalized synchrony from empirical mode decomposition analysis. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 83:066201. [PMID: 21797455 DOI: 10.1103/physreve.83.066201] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/09/2011] [Indexed: 05/31/2023]
Abstract
We examine driven nonlinear dynamical systems that are known to be in a state of generalized synchronization with an external drive. The chaotic time series of the response system are subject to empirical mode decomposition analysis. The instantaneous intrinsic mode frequencies (and their variance) present in these signals provide suitable order parameters for detecting the transition between the regimes of strong and weak generalized synchrony. Application is made to a variety of chaotically driven flows as well as maps.
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Affiliation(s)
- Kaustubh Manchanda
- School of Physical Sciences, Jawaharlal Nehru University, New Delhi 110067, India
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Lin SL, Tung PC, Huang NE. Data analysis using a combination of independent component analysis and empirical mode decomposition. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2009; 79:066705. [PMID: 19658623 DOI: 10.1103/physreve.79.066705] [Citation(s) in RCA: 12] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/11/2008] [Indexed: 05/28/2023]
Abstract
A combination of independent component analysis and empirical mode decomposition (ICA-EMD) is proposed in this paper to analyze low signal-to-noise ratio data. The advantages of ICA-EMD combination are these: ICA needs few sensory clues to separate the original source from unwanted noise and EMD can effectively separate the data into its constituting parts. The case studies reported here involve original sources contaminated by white Gaussian noise. The simulation results show that the ICA-EMD combination is an effective data analysis tool.
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Affiliation(s)
- Shih-Lin Lin
- Department of Mechanical Engineering, National Central University, Chungli 320, Taiwan
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