2016
DOI: 10.1098/rsta.2015.0199
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Adaptive-projection intrinsically transformed multivariate empirical mode decomposition in cooperative brain–computer interface applications

Abstract: One contribution of 13 to a theme issue 'Adaptive data analysis: theory and applications' . An extension to multivariate empirical mode decomposition (MEMD), termed adaptive-projection intrinsically transformed MEMD (APIT-MEMD), is proposed to cater for power imbalances and inter-channel correlations in real-world multichannel data. It is shown that the APIT-MEMD exhibits similar or better performance than MEMD for a large number of projection vectors, whereas it outperforms MEMD for the critical case of a sma… Show more

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Cited by 36 publications
(26 citation statements)
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“…The conventional projection method of multivariate signals having power imbalances between channels fails to obtain the desired effect. Thus adaptive-projection intrinsically transformed multivariate empirical mode decomposition (APIT-MEMD) [ 28 ] was proposed to deal with nonlinear and non-stationary signals, improving mode-mixing problems and obtaining fewer IMFs for multivariate signals. Most importantly, the method can accommodate power imbalance phenomena.…”
Section: Introductionmentioning
confidence: 99%
“…The conventional projection method of multivariate signals having power imbalances between channels fails to obtain the desired effect. Thus adaptive-projection intrinsically transformed multivariate empirical mode decomposition (APIT-MEMD) [ 28 ] was proposed to deal with nonlinear and non-stationary signals, improving mode-mixing problems and obtaining fewer IMFs for multivariate signals. Most importantly, the method can accommodate power imbalance phenomena.…”
Section: Introductionmentioning
confidence: 99%
“…Financial time series contain different degrees of volatility, or in other words power imbalances among the signal channels; therefore in the intrinsic multiscale analysis we use the noise-assisted adaptive-projection intrinsically-transformed MEMD (NA-APIT-MEMD) which accounts for the different dynamics in multivariate data (see [44] for more detail). By virtue of NA-APIT-MEMD, these intrinsic scales physically represent short-term trading, short-, medium-, and long-term trends.…”
Section: E Intrinsic Phase Synchrony (Ips)mentioning
confidence: 99%
“…The four financial time series were combined into a single quadrivariate signal, for which the intrinsic, data-adaptive, scales were determined using the NA-APIT-MEMD with 10 adjacent noise channels, to cater for power imbalances among the four data channels (see [44] for more detail). The PSIs between pairs of the data channels at every IMF index were then calculated from 50 realisations of NA-APIT-MEMD, and the confidence intervals at each IMF index were calculated by benchmarking against the PSIs between pairs of noise channels (no synchrony).…”
Section: F Intrinsic Phase Synchrony (Ips)mentioning
confidence: 99%
“…Algorithm 2: Pseudo-code of the APIT-MEMD algorithm (Hemakom et al, 2016) a number as possible, in order to cancel out the effect of the artificial input. A 175 high enough number of noise channels not only ensures a uniform population in the frequency spectrum, but also little dependency among the input channels, resulting in better decomposition (Looney et al, 2015).…”
mentioning
confidence: 99%