Real-time Detector for Time-variant Oscillation with Modified Intrinsic Time-scale Decomposition

Abstract An online detector for time-variant oscillation in a univariate time-series is proposed. This paper is motivated by the fact that it is still an open issue to implement the realtime oscillation detector which is applicable to non-linear, non-stationary and intermittent oscillations. The proposed procedure is based on Intrinsic Time-scale Decomposition (ITD) and contains an improved iteration termination condition of ITD. A novel hypothesis test with an improved statistic of variation coefficient enables the online monitoring of the time-variant oscillations. Simulation examples and industrial applications are provided to demonstrate the effectiveness of the online detector.

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