Testing Stationarity with Time-Frequency Surrogates

Jun Xiao (1) , Pierre Borgnat (1) , Patrick Flandrin (1)

1 Phys-ENS - Laboratoire de Physique de l'ENS Lyon

A method is proposed for testing stationarity in an operational sense, i.e., by both including explicitly an observation scale in the definition and elaborating a stationarized reference so as to reject the null hypothesis of stationarity with a controlled level of statistical significance. While the approach is classically based on comparing local vs. global features in the time-frequency plane, the test operates with a family of stationarized surrogates whose analysis allows for a characterization of the null hypothesis. The general principle of the method is outlined, practical issues related to its actual implementation are discussed and a typical example is provided for illustrating the approach and supporting its effectiveness.

Mots clés: Stationarity Test; Time-Frequency; Surrogates

Domaines: Traitement du signal et de l'image [eess.SP]; Traitement du signal et de l'image [eess.SP]

Jun Xiao, Pierre Borgnat, Patrick Flandrin. Testing Stationarity with Time-Frequency Surrogates. 15th European Signal Processing Conference EUSIPCO-2007, EURASIP, Sep 2007, Poznan, Poland. ⟨ensl-00175965⟩