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arXiv · 2004.00298

Stationarity of Time-Series on Graph via Bivariate Translation Invariance

Amin Jalili·Chong-Yung Chi
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Abstract

Stationarity is a cornerstone in classical signal processing (CSP) for modeling and characterizing various stochastic signals for the ensuing analysis. However, in many complex real world scenarios, where the stochastic process lies over an irregular graph structure, CSP discards the underlying structure in analyzing such structured data. Then it is essential to establish a new framework to analyze the high-dimensional graph structured stochastic signals by taking the underlying structure into account. To this end, looking through the lens of operator theory, we first propose a new bivariate isometric joint translation operator (JTO) consistent with the structural characteristic of translation operators in other signal domains. Moreover, we characterize time-vertex filtering based on the proposed JTO. Thereupon, we put forth a new definition of joint wide-sense stationary (JWSS) signals in time-vertex domain using the proposed isometric JTO together with its spectral characterization. Then a new joint power spectral density (JPSD) estimator, called generalized Welch method (GWM), is presented. Simulation results are provided to show the efficacy of this JPSD estimator. Furthermore, to show the usefulness of JWSS modeling, we focus on the classification of time-series on graph. To that end, by modeling the brain Electroencephalography (EEG) signals as JWSS processes, we use JPSD as the feature for the Emotion and Alzheimer's disease (AD) recognition. Experimental results demonstrate that JPSD yields superior Emotion and AD recognition accuracy in comparison with the classical power spectral density (PSD) and graph PSD (GPSD) as the feature set for both applications. Eventually, we provide some concluding remarks.

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Amin Jalili, Chong-Yung Chi. 2020-04-01. Stationarity of Time-Series on Graph via Bivariate Translation Invariance. https://arxiv.org/abs/2004.00298

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