Short-time Variational Mode Decomposition

Fuente: arXiv
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Main Authors: Jia, Hao, Cao, Pengfei, Liang, Tong, Caiafa, Cesar F., Sun, Zhe, Kushihashi, Yasuhiro, A, Grau, Y, Bolea, Duan, Feng, Sole-Casals, Jordi
Format: Preprint
Published: 2025
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author Jia, Hao
Cao, Pengfei
Liang, Tong
Caiafa, Cesar F.
Sun, Zhe
Kushihashi, Yasuhiro
A, Grau
Y, Bolea
Duan, Feng
Sole-Casals, Jordi
author_facet Jia, Hao
Cao, Pengfei
Liang, Tong
Caiafa, Cesar F.
Sun, Zhe
Kushihashi, Yasuhiro
A, Grau
Y, Bolea
Duan, Feng
Sole-Casals, Jordi
contents Variational mode decomposition (VMD) and its extensions like Multivariate VMD (MVMD) decompose signals into ensembles of band-limited modes with narrow central frequencies. These methods utilize Fourier transformations to shift signals between time and frequency domains. However, since Fourier transformations span the entire time-domain signal, they are suboptimal for non-stationary time series. We introduce Short-Time Variational Mode Decomposition (STVMD), an innovative extension of the VMD algorithm that incorporates the Short-Time Fourier transform (STFT) to minimize the impact of local disturbances. STVMD segments signals into short time windows, converting these segments into the frequency domain. It then formulates a variational optimization problem to extract band-limited modes representing the windowed data. The optimization aims to minimize the sum of the bandwidths of these modes across the windowed data, extending the cost functions used in VMD and MVMD. Solutions are derived using the alternating direction method of multipliers, ensuring the extraction of modes with narrow bandwidths. STVMD is divided into dynamic and non-dynamic types, depending on whether the central frequencies vary with time. Our experiments show that non-dynamic STVMD is comparable to VMD with properly sized time windows, while dynamic STVMD better accommodates non-stationary signals, evidenced by reduced mode function errors and tracking of dynamic central frequencies. This effectiveness is validated by steady-state visual-evoked potentials in electroencephalogram signals.
format Preprint
id arxiv_https___arxiv_org_abs_2501_09174
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Short-time Variational Mode Decomposition
Jia, Hao
Cao, Pengfei
Liang, Tong
Caiafa, Cesar F.
Sun, Zhe
Kushihashi, Yasuhiro
A, Grau
Y, Bolea
Duan, Feng
Sole-Casals, Jordi
Information Theory
Variational mode decomposition (VMD) and its extensions like Multivariate VMD (MVMD) decompose signals into ensembles of band-limited modes with narrow central frequencies. These methods utilize Fourier transformations to shift signals between time and frequency domains. However, since Fourier transformations span the entire time-domain signal, they are suboptimal for non-stationary time series. We introduce Short-Time Variational Mode Decomposition (STVMD), an innovative extension of the VMD algorithm that incorporates the Short-Time Fourier transform (STFT) to minimize the impact of local disturbances. STVMD segments signals into short time windows, converting these segments into the frequency domain. It then formulates a variational optimization problem to extract band-limited modes representing the windowed data. The optimization aims to minimize the sum of the bandwidths of these modes across the windowed data, extending the cost functions used in VMD and MVMD. Solutions are derived using the alternating direction method of multipliers, ensuring the extraction of modes with narrow bandwidths. STVMD is divided into dynamic and non-dynamic types, depending on whether the central frequencies vary with time. Our experiments show that non-dynamic STVMD is comparable to VMD with properly sized time windows, while dynamic STVMD better accommodates non-stationary signals, evidenced by reduced mode function errors and tracking of dynamic central frequencies. This effectiveness is validated by steady-state visual-evoked potentials in electroencephalogram signals.
title Short-time Variational Mode Decomposition
topic Information Theory
url https://arxiv.org/abs/2501.09174