Development of signal analysis algorithm

Development of an algorithm to study the instantaneous coherence between two non-stationary signals using a time-frequency analysis methods, the hilbert-huang transform (using the EEMD - ensemble empirical mode decomposition - approach).

This algorithm should receive as input two signals (each with two colummns, the first being the time, the second the scalar) and should output a 2d colour coherence spectra, color coded and with X being the time and Y the "frequency".

Should be developed either in matlab or in python.


Our bid is to develop a coherence algorithm using the Hilbert-Huang Transform that allows to perform a cross-spectrum analysis to identify time-localized common oscillatory behavior in two time series.

Many applications involve identifying and characterizing common patterns in two time series. In some situations, common behavior in two time series results from one time series driving or influencing the other. In other situations, the common patterns result from some unobserved mechanism influencing both time series.

For jointly stationary time series, the standard techniques for characterizing correlated behavior in time or frequency are cross-correlation, the (Fourier) cross-spectrum, and coherence. However, many time series are nonstationary, meaning that their frequency content changes over time. For these time series, it is important to have a measure of correlation or coherence in the time-frequency plane.

Wavelet-based coherence has been widely used time-varying coherence methods, and just a few algorithms have applied Hilbert-Huang transform (HHT) to coherence analysis, which also has excellent characteristics of time-frequency analysis.

Our aim is to use HHT coherence to detect common time-localized oscillations in nonstationary signals. In situations where it is natural to view one time series as influencing another, we would also use the phase of the hilbert cross-spectrum to identify the relative lag between the two time series.

Let me know more info that you may need,

Best regards,

Skills: Algorithm, Mathematics, Matlab and Mathematica, Python, Software Architecture

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Project ID: #15382468

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