Joint Time-Vertex Fractional Fourier Transform (2203.07655v3)

Abstract: Graph signal processing (GSP) facilitates the analysis of high-dimensional data on non-Euclidean domains by utilizing graph signals defined on graph vertices. In addition to static data, each vertex can provide continuous time-series signals, transforming graph signals into time-series signals on each vertex. The joint time-vertex Fourier transform (JFT) framework offers spectral analysis capabilities to analyze these joint time-vertex signals. Analogous to the fractional Fourier transform (FRT) extending the ordinary Fourier transform (FT), we introduce the joint time-vertex fractional Fourier transform (JFRT) as a generalization of JFT. The JFRT enables fractional analysis for joint time-vertex processing by extending Fourier analysis to fractional orders in both temporal and vertex domains. We theoretically demonstrate that JFRT generalizes JFT and maintains properties such as index additivity, reversibility, reduction to identity, and unitarity for specific graph topologies. Additionally, we derive Tikhonov regularization-based denoising in the JFRT domain, ensuring robust and well-behaved solutions. Comprehensive numerical experiments on synthetic and real-world datasets highlight the effectiveness of JFRT in denoising and clustering tasks that outperform state-of-the-art approaches.