Dmytro Iatsenko

Linear and synchrosqueezed time-frequency representations revisited

Time-frequency representations (TFRs) of signals, such as the windowed Fourier transform (WFT), wavelet transform (WT) and their synchrosqueezed versions (SWFT, SWT), provide powerful analysis tools. Here we present a thorough review of these TFRs, summarizing all practically relevant aspects of their use, reconsidering some conventions and introducing new concepts and procedures to advance their applicability and value. Furthermore, a detailed numerical and theoretical study of three specific questions is provided, relevant to the application of these methods, namely: the effects of the window/wavelet parameters on the resultant TFR; the relative performance of different approaches for estimating parameters of the components present in the signal from its TFR; and the advantages/drawbacks of synchrosqueezing. In particular, we show that the higher concentration of the synchrosqueezed transforms does not seem to imply better resolution properties, so that the SWFT and SWT do not appear to provide any significant advantages over the original WFT and WT apart from a more visually appealing pictures. The algorithms and Matlab codes used in this work, e.g.?those for calculating (S)WFT and (S)WT, are freely available for download.

Evolution of cardiorespiratory interactions with age

We describe an analysis of cardiac and respiratory time series recorded from 189 subjects of both genders aged 16–90. By application of the synchrosqueezed wavelet transform, we extract the respiratory and cardiac frequencies and phases with better time resolution than is possible with the marked events procedure. By treating the heart and respiration as coupled oscillators, we then apply a method based on Bayesian inference to find the underlying coupling parameters and their time dependence, deriving from them measures such as synchronization, coupling directionality and the relative contributions of different mechanisms. We report a detailed analysis of the reconstructed cardiorespiratory coupling function, its time evolution and age dependence. We show that the direct and indirect respiratory modulations of the heart rate both decrease with age, and that the cardiorespiratory coupling becomes less stable and more time-variable.

Extraction of instantaneous frequencies from ridges in time-frequency representations of signals

The extraction of oscillatory components and their properties from different time-frequency representations, such as windowed Fourier transform and wavelet transform, is an important topic in signal processing. The first step in this procedure is to find an appropriate ridge curve: a sequence of amplitude peak positions (ridge points), corresponding to the component of interest. This is not a trivial issue, and the optimal method for extraction is still not settled or agreed. We discuss and develop procedures that can be used for this task and compare their performance on both simulated and real data. In particular, we propose a method which, in contrast to many other approaches, is highly adaptive so that it does not need any parameter adjustment for the signal to be analysed. Being based on dynamic path optimization and fixed point iteration, the method is very fast, and its superior accuracy is also demonstrated. In addition, we investigate the advantages and drawbacks that synchrosqueezing offers in relation to curve extraction. The codes used in this work are freely available for download.

Nonlinear mode decomposition: a noise-robust, adaptive decomposition method.

The signals emanating from complex systems are usually composed of a mixture of different oscillations which, for a reliable analysis, should be separated from each other and from the inevitable background of noise. Here we introduce an adaptive decomposition tool-nonlinear mode decomposition (NMD)-which decomposes a given signal into a set of physically meaningful oscillations for any wave form, simultaneously removing the noise. NMD is based on the powerful combination of time-frequency analysis techniques-which, together with the adaptive choice of their parameters, make it extremely noise robust-and surrogate data tests used to identify interdependent oscillations and to distinguish deterministic from random activity. We illustrate the application of NMD to both simulated and real signals and demonstrate its qualitative and quantitative superiority over other approaches, such as (ensemble) empirical mode decomposition, Karhunen-Loève expansion, and independent component analysis. We point out that NMD is likely to be applicable and useful in many different areas of research, such as geophysics, finance, and the life sciences. The necessary matlab codes for running NMD are freely available for download.

Stationary and traveling wave states of the Kuramoto model with an arbitrary distribution of frequencies and coupling strengths.

We consider the Kuramoto model of an ensemble of interacting oscillators allowing for an arbitrary distribution of frequencies and coupling strengths. We define a family of traveling wave states as stationary in a rotating frame, and derive general equations for their parameters. We suggest empirical stability conditions which, for the case of incoherence, become exact. In addition to making new theoretical predictions, we show that many earlier results follow naturally from our general framework. The results are applicable in scientific contexts ranging from physics to biology.

Glassy states and super-relaxation in populations of coupled phase oscillators.

Large networks of coupled oscillators appear in many branches of science, so that the kinds of phenomena they exhibit are not only of intrinsic interest but also of very wide importance. In 1975, Kuramoto proposed an analytically tractable model to describe these systems, which has since been successfully applied in many contexts and remains a subject of intensive research. Some related problems, however, remain unclarified for decades, such as the existence and properties of the oscillator glass state. Here we present a detailed analysis of a very general form of the Kuramoto model. In particular, we find the conditions when it can exhibit glassy behaviour, which represents a kind of synchronous disorder in the present case. Furthermore, we discover a new and intriguing phenomenon that we refer to as super-relaxation where the oscillators feel no interaction at all while relaxing to incoherence. Our findings offer the possibility of creating glassy states and observing super-relaxation in real systems.

Mean-field and mean-ensemble frequencies of a system of coupled oscillators

We investigate interacting phase oscillators whose mean field is at a different frequency from the mean or mode of their natural frequencies. The associated asymmetries lead to a macroscopic traveling wave. We show that the mean-ensemble frequency of such systems differs from their entrainment frequency. In some scenarios these frequencies take values that, counterintuitively, lie beyond the limits of the natural frequencies. The results indicate that a clear distinction should be drawn between the two variables describing the macroscopic dynamics of cooperative systems. This has important implications for real systems where a nontrivial distribution of parameters is common.

Linear Time-Frequency Analysis

This chapter presents a thorough discussion of the windowed Fourier transform and wavelet transform, their implementation, properties and related issues, providing all the information that is needed to understand them and apply them effectively.

Nonlinear Mode Decomposition (NMD)

This chapter introduces and develops the Nonlinear Mode Decomposition method by combining the techniques considered in the previous sections together with some new ones.

Examples, Applications and Related Issues

This chapter illustrates the performance of NMD on both simulated and real data, and considers different applications of the method and various issues related to its use.