IDSD: Iterative Deep-Learning-Based Signal Decomposition
Data-driven signal decomposition methods decompose a signal into its underlying components in a flexible and adaptive way, taking into account the signal characteristics. Here we focus on univariate signals, whose decomposition is ill-posed. Classical univariate approaches -- like variational mode decomposition -- constrain the solution space (e.g. through narrowband priors), and often require the number of components to be known in advance. These assumption, however, limit the algorithm's usage in certain real-life applications. Instead, we exploit the flexibility of neural networks to replace fixed (narrowband) priors with data-driven priors. Our model, called Iterative Deep-Learning-Based Signal Decomposition (IDSD), iteratively extracts an adaptive number of various types of components from a signal, with no restrictions on the bandwidth of a component. We show superior performance of IDSD both in a controlled setup with synthetic data, and on two real datasets concerning tidal waves and physiological measurements.