title: Modulated oscillations in many dimensions.
abstract: Modulated oscillations are described via their time-varying amplitude and frequency. For multivariate signals, there is structure in the signal beyond this local amplitude and frequency defined for each signal component, in turn describing the commonality of the components. The multivariate structure encodes how the common oscillation is present in each component signal. This structure will also be evolving. I review the special case of the representation of both bivariate and trivariate oscillations. Additionally, existing results on the general multivariate oscillation are covered. I discuss the difference between a model of a multivariate oscillation compared with other common signal models of phenomena observed in several channels, and how their properties are different. I show how for the multivariate signal the global dimensionality of the signal is built up from local one-dimensional contributions, and introduce the purely unidirectional signal, to quantify how any given signal is different from the closest such signal. I illustrate the properties of the derived representation of the multivariate signal with synthetic examples, and discuss the representation of data from observations in physical oceanography.
authors.affiliation: Department of Statistical Science, University College London, Gower Street, London WC1E 6BT, UK. s.olhede@ucl.ac.uk
authors.forename: S C
authors.initials: SC
authors.lastname: Olhede
mesh_terms: D000465:Algorithms; D001683:Biological Clocks / Q000502:physiology*; D003198:Computer Simulation; D008954:Models, Biological; D015999:Multivariate Analysis; D009991:Oscillometry / Q000379:methods*