2014
DOI: 10.1098/rspa.2014.0409
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Symplectic geometry spectrum analysis of nonlinear time series

Abstract: Various time-series decomposition techniques, including wavelet transform, singular spectrum analysis, empirical mode decomposition and independent component analysis, have been developed for nonlinear dynamic system analysis. In this paper, we describe a symplectic geometry spectrum analysis (SGSA) method to decompose a time series into a set of independent additive components. SGSA is performed in four steps: embedding, symplectic QR decomposition, grouping and diagonal averaging. The obtained components can… Show more

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Cited by 34 publications
(19 citation statements)
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“…Once such critical points are identified, one could study the properties of the local flow equations of the symplectic gradient of the Hamiltonian function numerically to gain insight into the nature of the stability of these critical points. Already in other contexts, for example, in applications of the theory of chaotic kinematics to oceanographic and atmospheric sciences, condensed matter, particle, accelerator and plasma physics, and also in string theory, symplectic geometry has proven to be a useful tool [139][140][141][142][143][144].…”
Section: Discussionmentioning
confidence: 99%
“…Once such critical points are identified, one could study the properties of the local flow equations of the symplectic gradient of the Hamiltonian function numerically to gain insight into the nature of the stability of these critical points. Already in other contexts, for example, in applications of the theory of chaotic kinematics to oceanographic and atmospheric sciences, condensed matter, particle, accelerator and plasma physics, and also in string theory, symplectic geometry has proven to be a useful tool [139][140][141][142][143][144].…”
Section: Discussionmentioning
confidence: 99%
“…The components corresponding to smaller eigenvalues are regarded to relate primarily to the less important components or noise in the time series. The analysis of eigenvalues are also called as the symplectic geometry spectrums analysis (SGSA) [6,18,19]. The corresponding components are also regarded as symplectic geometry mode decomposition (SGMD) [7,8,20,21].…”
Section: Symplectic Principal Component Analysis (Spca) Of a Time Seriesmentioning
confidence: 99%
“…Note that the wavelet transform in step (1) can be replaced by other time-frequency representation methods, such as short time Fourier transform, continuous wavelet transform, wavelet packet transform, S transform, multivariate empirical mode decomposition, and sympelctic geometry spectrum analysis, among others [1,[26][27][28][29]. However, the manner to construct the multi-scale matrices is the same, arranging those coefficients at the same scale or sub-band into one matrix.…”
Section: Ms2d 2 Pcamentioning
confidence: 99%