Dynamic Correlation and Risk Contagion Between “Black” Futures in China: A Multi-scale Variational Mode Decomposition Approach

We have introduced a novel time-frequency decomposition approach for analyzing seismic data. This method is inspired by the newly developed variational mode decomposition (VMD). The principle of VMD is to look for an ensemble of modes with their respective center frequencies, such that the modes collectively reproduce the input signal and each mode is smooth after demodulation into baseband. The advantage of VMD is that there is no residual noise in the modes and it can further decrease redundant modes compared with the complete ensemble empirical mode decomposition (CEEMD) and improved CEEMD (ICEEMD). Moreover, VMD is an adaptive signal decomposition technique, which can nonrecursively decompose a multicomponent signal into several quasi-orthogonal intrinsic mode functions. This new tool, in contrast to empirical mode decomposition (EMD) and its variations, such as EEMD, CEEMD, and ICEEMD, is based on a solid mathematical foundation and can obtain a time-frequency representation that is less sensitive to noise. Two tests on synthetic data showed the effectiveness of our VMD-based time-frequency analysis method. Application on field data showed the potential of the proposed approach in highlighting geologic characteristics and stratigraphic information effectively. All the performances of the VMD-based approach were compared with those from the CEEMD- and ICEEMD-based approaches.

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Spacecraft Anomaly Recognition Based on Morphological Variational Mode Decomposition and JRD

Xibei Gongye Daxue Xuebao/Journal of Northwestern Polytechnical University ◽

10.1051/jnwpu/20183610020 ◽

2018 ◽

Vol 36 (1) ◽

pp. 20-27

Author(s):

Haixu Jiang ◽

Ke Zhang ◽

Jingyu Wang ◽

Meibo Lü

Keyword(s):

Measured Data ◽

Variational Mode Decomposition ◽

Telemetry Data ◽

Recognition Method ◽

State Recognition ◽

Multi Scale ◽

Mode Decomposition ◽

Sample Data ◽

Orbital Spacecraft ◽

Weak Anomaly

Considering the difficulty in identifying the in-orbital spacecraft weak anomaly, a spacecraft anomaly state recognition method based on Morphological variational mode decomposition and JRD distance is proposed. First of all, the telemetry data of the spacecraft is decomposed into multi-scale modal functions with different frequencies via morphological variational modal decomposition. Then the Rényi entropy of each modal function is extracted, which is regarded as the feature of telemetry data. Finally, the recognition of spacecraft anomaly state is realized by comparing the JRD distance between the sample data and the measured data. The proposed method is verified by means of the telemetry data of the weak anomaly speed of a satellite reaction wheel. The simulation results demonstrate that the proposed method can effectively identify the anomaly of the spacecraft and has obvious advantage in recognition speed.

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Application of Variational Mode Decomposition and Permutation Entropy for Rolling Bearing Fault Diagnosis

10.20855/ijav.2019.24.21325 ◽

2019 ◽

Vol 24 (2) ◽

pp. 303-311 ◽

Cited By ~ 5

Author(s):

Xiaoxia Zheng ◽

Guowang Zhou ◽

Dongdong Li ◽

Haohan Ren

Keyword(s):

Vibration Signal ◽

Rolling Bearing ◽

Permutation Entropy ◽

Support Vector ◽

Variational Mode Decomposition ◽

Intrinsic Mode Functions ◽

Bearing Fault Diagnosis ◽

Multi Scale ◽

Mode Decomposition ◽

Bearing Vibration

Rolling bearings are the key components of rotating machinery. However, the incipient fault characteristics of a rolling bearing vibration signal are weak and difficult to extract. To solve this problem, this paper presents a novel rolling bearing vibration signal fault feature extraction and fault pattern recognition method based on variational mode decomposition (VMD), permutation entropy (PE) and support vector machines (SVM). In the proposed method, the bearing vibration signal is decomposed by VMD, and the intrinsic mode functions (IMFs) are obtained in different scales. Then, the PE values of each IMF are calculated to uncover the multi-scale intrinsic characteristics of the vibration signal. Finally, PE values of IMFs are fed into SVM to automatically accomplish the bearing condition identifications. The proposed method is evaluated by rolling bearing vibration signals. The results indicate that the proposed method is superior and can diagnose rolling bearing faults accurately.

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