TY - GEN
T1 - Multivariate Signal Denoising Based on Generic Multivariate Detrended Fluctuation Analysis
AU - Naveed, Khuram
AU - Mukhtar, Sidra
AU - Ur Rehman, Naveed
PY - 2021/7
Y1 - 2021/7
N2 - We propose a novel multivariate signal denoising method that performs long-range correlation analysis of multiple modes in input data by considering inherent inter-channel dependencies of the data. That is achieved through a novel and generic multivariate extension of detrended fluctuation analysis (DFA) method - another contribution of this paper. Specifically, our proposed denoising method first obtains data driven multiscale signal representation using multivariate variational mode decomposition (MVMD) method. Then, the proposed generic multivariate DFA is used to reject the predominantly noisy modes based on their randomness scores. Finally, the denoised signal is reconstructed by summing the remaining modes albeit after the removal of the noise traces using the principal component analysis (PCA).
AB - We propose a novel multivariate signal denoising method that performs long-range correlation analysis of multiple modes in input data by considering inherent inter-channel dependencies of the data. That is achieved through a novel and generic multivariate extension of detrended fluctuation analysis (DFA) method - another contribution of this paper. Specifically, our proposed denoising method first obtains data driven multiscale signal representation using multivariate variational mode decomposition (MVMD) method. Then, the proposed generic multivariate DFA is used to reject the predominantly noisy modes based on their randomness scores. Finally, the denoised signal is reconstructed by summing the remaining modes albeit after the removal of the noise traces using the principal component analysis (PCA).
KW - Detrended fluctuation Analysis
KW - Multivariate signals
KW - Multivariate variational mode decomposition
UR - http://www.scopus.com/inward/record.url?scp=85113522919&partnerID=8YFLogxK
U2 - 10.1109/SSP49050.2021.9513823
DO - 10.1109/SSP49050.2021.9513823
M3 - Article in proceedings
AN - SCOPUS:85113522919
T3 - IEEE Workshop on Statistical Signal Processing Proceedings
SP - 441
EP - 445
BT - 2021 IEEE Statistical Signal Processing Workshop, SSP 2021
PB - IEEE
T2 - 21st IEEE Statistical Signal Processing Workshop, SSP 2021
Y2 - 11 July 2021 through 14 July 2021
ER -