2018
DOI: 10.1109/access.2018.2859838
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Weighted Window Sliding Multivariate Empirical Mode Decomposition for Online Multichannel Filtering

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Cited by 4 publications
(4 citation statements)
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“…For multivariate signals, however, it is not straightforward to detect the local extrema and to estimate the mean envelope, since the fields of complex and hyper-complex numbers are not ordered. MEMD overcomes this difficulty by employing real-valued projections in an n-dimensional space, known as n-dimensional real-valued projections, where projection direction vectors start from the origin of n-dimensional coordinates and end at the points, which are uniformly distributed on the unit sphere, also known as the (n − 1)-sphere, in the n-dimensional space [16]- [20]. Two approaches have Algorithm 1 The Original MEMD Algorithm 1.…”
Section: Original Memdmentioning
confidence: 99%
See 2 more Smart Citations
“…For multivariate signals, however, it is not straightforward to detect the local extrema and to estimate the mean envelope, since the fields of complex and hyper-complex numbers are not ordered. MEMD overcomes this difficulty by employing real-valued projections in an n-dimensional space, known as n-dimensional real-valued projections, where projection direction vectors start from the origin of n-dimensional coordinates and end at the points, which are uniformly distributed on the unit sphere, also known as the (n − 1)-sphere, in the n-dimensional space [16]- [20]. Two approaches have Algorithm 1 The Original MEMD Algorithm 1.…”
Section: Original Memdmentioning
confidence: 99%
“…Unlike Fourier or wavelet based methods, EMD does not impose a priori assumptions about the data while decomposing signals, and hence, it is particularly suitable for the timefrequency analysis of real-world nonlinear and nonstationary signals. Owing to the excellent characterization of intrinsic scales at local level by EMD, both its multivariate extensions and bidimensional ones [10]- [20] have been widely applied in heterogeneous image fusion [21]- [29], for which, a set of common frequency scales must be determined beforehand.…”
Section: Introductionmentioning
confidence: 99%
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“…Without establishing the stationarity of time series [330], it is not possible to infer meaningful analysis of time series dynamics. Sampling of time series requires that the sampled time window should at least show statistical weak sense stationarity which is akin to finding the optimal time window size [415]. Therefore, in this work, time graphical models are validated against weak sense stationarity locally (due to being heavy tailed) using variance fractal dimension algorithm as defined in sub-section 3.4.3.…”
Section: Adaptive and Sliding Time Windowmentioning
confidence: 99%