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تسجيل مستخدم جديدTesting for high frequency features in a noisy signal
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Mathieu Mezache
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Given nonstationary data, one generally wants to extract the trend from the noise by smoothing or filtering. However, it is often important to delineate a third intermediate category, that we call high frequency (HF) features: this is the case in our motivating example, which consists in experimental measurements of the time-dynamics of depolymerising protein fibrils average size. One may intuitively visualise HF features as the presence of fast, possibly nonstationary and transient oscillations, distinct from a slowly-varying trend envelope. The aim of this article is to propose an empirical definition of HF features and construct estimators and statistical tests for their presence accordingly, when the data consists of a noisy nonstationary 1-dimensional signal. We propose a parametric characterization in the Fourier domain of the HF features by defining a maximal amplitude and distance to low frequencies of significant energy. We introduce a data-driven procedure to estimate these parameters, and compute a p-value proxy based on a statistical test for the presence of HF features. The test is first conducted on simulated signals where the ratio amplitude of the HF features to the level of the noise is controlled. The test detects HF features even when the level of noise is five times larger than the amplitude of the oscillations. In a second part, the test is conducted on experimental data from Prion disease experiments and it confirms the presence of HF features in these signals with significant confidence.
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