Entropy · 2019 · 27 citations · 44 references
ComputingComputer ScienceBiomedical Signal ProcessingMachine LearningTime Series AnalysisDigital Signal ProcessingFourier AnalysisFrequency-domain AnalysisGraph TheorySignal ProcessingSpectral AnalysisEigenvaluesFourier TransformGraph LaplacianGraph Signal ProcessingInverse Fourier TransformSignalsSpectral EstimationSpectral Representation
The essential step of surrogating algorithms is phase randomizing the Fourier transform while preserving the original spectrum amplitude before computing the inverse Fourier transform. In this paper, we propose a new method which considers the graph Fourier transform. In this manner, much more flexibility is gained to define properties of the original graph signal which are to be preserved in the surrogates. The complex case is considered to allow unconstrained phase randomization in the transformed domain, hence we define a Hermitian Laplacian matrix that models the graph topology, whose eigenvectors form the basis of a complex graph Fourier transform. We have shown that the Hermitian Laplacian matrix may have negative eigenvalues. We also show in the paper that preserving the graph spectrum amplitude implies several invariances that can be controlled by the selected Hermitian Laplacian matrix. The interest of surrogating graph signals has been illustrated in the context of scarcity of instances in classifier training.
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David I Shuman, Sunil K. Narang, Pascal Frossard et al. · IEEE Signal Processing Magazine · 2013 · 4.4K citations · Full text
Testing for nonlinearity in time series: the method of surrogate data
James Theiler, Stephen Eubank, André Longtin et al. · Physica D Nonlinear Phenomena · 1992 · 3.8K citations
Improved Surrogate Data for Nonlinearity Tests
Thomas Schreiber, Andreas Schmitz · Physical Review Letters · 1996 · 1.5K citations · Full text
Computing, Biostatistics, Statistics +13