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

29 Apr 2011  ·  Gaurav Thakur, Eugene Brevdo, Neven S. Fučkar, Hau-Tieng Wu ·

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.

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Classical Analysis and ODEs Computational Engineering, Finance, and Science Numerical Analysis Data Analysis, Statistics and Probability 42C40, 65T99, 62M15, 86A04