Title :
A new nonparametric method for testing stationarity based on trend analysis in the time marginal distribution
Author :
Baptista de Souza, Douglas ; Chanussot, Jocelyn ; Favre, Anne-Catherine ; Borgnat, Pierre
Author_Institution :
GIPSA-Lab., Domaine Univ., St. Martin d´Hères, France
Abstract :
In this manuscript, we propose a novel nonparametric test for nonstationarities that are seen as a trend or an evolution in the local energy of the signal. The idea of the proposed technique consists in applying empirical mode decomposition for estimating and further quantifying the trend in the time marginal of the estimated time-frequency representation. Such methodology allows for the detection of slowly-varying nonstationarities of first and second-order.
Keywords :
signal detection; signal representation; time-frequency analysis; empirical mode decomposition; nonparametric test; signal detection; slowly-varying nonstationarity detection; time marginal distribution; time-frequency representation; Indexes; Market research; Signal processing; Speech; Testing; Time series analysis; Time-frequency analysis; Stationarity test; empirical mode decomposition; time marginals; time-frequency analysis; trends;
Conference_Titel :
Acoustics, Speech and Signal Processing (ICASSP), 2014 IEEE International Conference on
Conference_Location :
Florence
DOI :
10.1109/ICASSP.2014.6853610
