Successive Jump and Mode Decomposition

We propose fully data-driven variational methods, termed successive jump and mode decomposition (SJMD) and its multivariate extension, successive multivariate jump and mode decomposition (SMJMD), for successively decomposing nonstationary signals into amplitude- and frequency-modulated (AM-FM) oscillations and jump components. Unlike existing methods that treat oscillatory modes and jump discontinuities separately and often require prior knowledge of the number of components (K) -- which is difficult to obtain in practice -- our approaches employ successive optimization-based schemes that jointly handle AM-FM oscillations and jump discontinuities without the need to predefine K. Empirical evaluations on synthetic and real-world datasets demonstrate that the proposed algorithms offer superior accuracy and computational efficiency compared to state-of-the-art methods.

Jump Plus AM-FM Mode Decomposition

A novel method for decomposing a nonstationary signal into amplitude- and frequency-modulated (AM-FM) oscillations and discontinuous (jump) components is proposed. Current nonstationary signal decomposition methods are designed to either obtain constituent AM-FM oscillatory modes or the discontinuous and residual components from the data, separately. Yet, many real-world signals of interest simultaneously exhibit both behaviors i.e., jumps and oscillations. Currently, no available method can extract jumps and AM-FM oscillatory components directly from the data. In our novel approach, we design and solve a variational optimization problem to accomplish this task. The optimization formulation includes a regularization term to minimize the bandwidth of all signal modes for effective oscillation modeling, and a prior for extracting the jump component. Our method addresses the limitations of conventional AM-FM signal decomposition methods in extracting jumps, as well as the limitations of existing jump extraction methods in decomposing multiscale oscillations. By employing an optimization framework that accounts for both multiscale oscillatory components and discontinuities, our methods show superior performance compared to existing decomposition techniques. We demonstrate the effectiveness of our approaches on synthetic, real-world, single-channel, and multivariate data, highlighting their utility in three specific applications: Earth's electric field signals, electrocardiograms (ECG), and electroencephalograms (EEG).