Time-Local Spectral Analysis for Non-Stationary Time Series: The S-Transform for Noisy Signals

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Abstract
The S-transform is a method of time-local spectral analysis (also known as time-frequency analysis), a modified short-time Fourier Transform, in which the width of the analyzing window scales inversely with frequency, in analogy with continuous wavelet transforms. If the time series is non-stationary and consists of a mix of Gaussian white noise and a deterministic signal, though, this type of scaling leads to larger apparent noise amplitudes at higher frequencies. In this paper, we introduce a modified S-transform window with a different scaling function that addresses this undesirable characteristic.

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