Applications of fast orthogonal search: Time-series analysis and resolution of signals in noise

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Abstract
In this paper a technique is examined for obtaining accurate and parsimonious sinusoidal series representations of biological time-series data, and for resolving sinusoidal signals in noise. The technique operates via a fast orthogonal search method discussed in the paper, and achieves economy of representation by finding the most significant sinusoidal frequencies first, in a least squares fit sense. Another reason for the parsimony in representation is that the identified sinusoidal series model is not restricted to frequencies which are commensurate or integral multiples of the fundamental frequency corresponding to the record length. Biological applications relate to spectral analysis of noisy time-series data such as EEG, ECG, EMG, EOG, and to speech analysis. Simulations are provided to demonstrate precise detection of component frequencies and weights in short data records, coping with missing or unequally spaced data, and recovery of signals heavily contaminated with noise. The technique is also shown to be capable of higher frequency resolution than is achievable by conventional Fourier series analysis.

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