The Synchrosqueezing algorithm for time-varying spectral analysis: Robustness properties and new paleoclimate applications

Published

Journal Article

We analyze the stability properties of the Synchrosqueezing transform, a time-frequency signal analysis method that can identify and extract oscillatory components with time-varying frequency and amplitude. We show that Synchrosqueezing is robust to bounded perturbations of the signal and to Gaussian white noise. These results justify its applicability to noisy or nonuniformly sampled data that is ubiquitous in engineering and the natural sciences. We also describe a practical implementation of Synchrosqueezing and provide guidance on tuning its main parameters. As a case study in the geosciences, we examine characteristics of a key paleoclimate change in the last 2.5 million years, where Synchrosqueezing provides significantly improved insights. © 2012 Elsevier B.V. All rights reserved.

Full Text

Duke Authors

Cited Authors

  • Thakur, G; Brevdo, E; Fučkar, NS; Wu, HT

Published Date

  • May 1, 2013

Published In

Volume / Issue

  • 93 / 5

Start / End Page

  • 1079 - 1094

International Standard Serial Number (ISSN)

  • 0165-1684

Digital Object Identifier (DOI)

  • 10.1016/j.sigpro.2012.11.029

Citation Source

  • Scopus