MESDSTMar 24, 2017

The Inner Structure of Time-Dependent Signals

arXiv:1703.08596v11 citations
Originality Highly original
AI Analysis

This addresses the issue of sensor drift and interference for researchers and practitioners in signal processing and time series analysis, offering a novel approach to intrinsic data representation.

The paper tackles the problem of sensor-dependent noise and interference in time series data by introducing an inner time series that is invariant to sensor transformations, enabling more reliable event detection and separation of independent subsystems without blind source separation.

This paper shows how a time series of measurements of an evolving system can be processed to create an inner time series that is unaffected by any instantaneous invertible, possibly nonlinear transformation of the measurements. An inner time series contains information that does not depend on the nature of the sensors, which the observer chose to monitor the system. Instead, it encodes information that is intrinsic to the evolution of the observed system. Because of its sensor-independence, an inner time series may produce fewer false negatives when it is used to detect events in the presence of sensor drift. Furthermore, if the observed physical system is comprised of non-interacting subsystems, its inner time series is separable; i.e., it consists of a collection of time series, each one being the inner time series of an isolated subsystem. Because of this property, an inner time series can be used to detect a specific behavior of one of the independent subsystems without using blind source separation to disentangle that subsystem from the others. The method is illustrated by applying it to: 1) an analytic example; 2) the audio waveform of one speaker; 3) video images from a moving camera; 4) mixtures of audio waveforms of two speakers.

Foundations

The foundational work for this paper's niche, ranked by how specifically the neighbourhood builds on it — not by global fame.

Your Notes