A new nonparametric method for testing stationarity based on trend analysis in the time marginal distribution

Douglas Baptista de Souza 1 Jocelyn Chanussot 1, 2 Anne-Catherine Favre 3 Pierre Borgnat 4
1 GIPSA-SIGMAPHY - SIGMAPHY
GIPSA-DIS - Département Images et Signal
3 HMCI
LTHE - Laboratoire d'étude des transferts en hydrologie et environnement
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.
Type de document :
Communication dans un congrès
IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2014), May 2014, Florence, Italy. ICASSP 2014 - Proceedings, pp.320-324, 〈10.1109/ICASSP.2014.6853610〉
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http://hal.univ-grenoble-alpes.fr/hal-01128405
Contributeur : Vincent Couturier-Doux <>
Soumis le : lundi 9 mars 2015 - 16:31:32
Dernière modification le : mercredi 19 septembre 2018 - 01:31:07

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Douglas Baptista de Souza, Jocelyn Chanussot, Anne-Catherine Favre, Pierre Borgnat. A new nonparametric method for testing stationarity based on trend analysis in the time marginal distribution. IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2014), May 2014, Florence, Italy. ICASSP 2014 - Proceedings, pp.320-324, 〈10.1109/ICASSP.2014.6853610〉. 〈hal-01128405〉

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