Sur la caractérisation de non-stationnarités par la méthode des substituts

Hassan Amoud 1 Cédric Richard 1 Paul Honeine 1 Patrick Flandrin 2 Pierre Borgnat 2
1 LM2S - Laboratoire Modélisation et Sûreté des Systèmes
ICD - Institut Charles Delaunay
2 Phys-ENS - Laboratoire de Physique de l'ENS Lyon
Abstract : The surrogate data technique generates a family of stationarized surrogate signals from the signal under investigation, enabling to derive a statistical test to reject or accept the null hypothesis of stationarity. In this paper, we examine how and to what extent this approach also allows us to characterize the type of non-stationarity of the signal under investigation. Beyond this general approach, we are interested in a class of signals modulated jointly in amplitude and frequency, all leading to the same surrogates. This approach provides the necessary framework for characterizing different forms of non-stationarity. Experimental results demonstrate the potential of the surrogate data technique to characterize different forms of non-stationarity, beyond its original role of deriving stationarity tests.
Keywords : Test of stationarity Surrogates
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Conference papers
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Contributor : Pierre Borgnat <>
Submitted on : Tuesday, September 29, 2009 - 1:23:26 PM
Last modification on : Monday, September 16, 2019 - 4:35:46 PM
Long-term archiving on : Tuesday, June 15, 2010 - 8:58:12 PM

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Hassan Amoud, Cédric Richard, Paul Honeine, Patrick Flandrin, Pierre Borgnat. Sur la caractérisation de non-stationnarités par la méthode des substituts. XXIIe Colloque GRETSI - Traitement du Signal et des Images 2009, GRETSI, Sep 2009, Dijon, France. ⟨ensl-00420577⟩

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