An emerging way to deal with high-dimensional non-euclidean data is to assume that the underlying structure can be captured by a graph. Recently, ideas have begun to emerge related to the analysis of time-varying graph signals. This work aims to elevate the notion of joint harmonic analysis to a full-fledged framework denoted as Time-Vertex Signal Processing, that links together the time-domain signal processing techniques with the new tools of graph signal processing. This entails three main contributions:
- We provide a formal motivation for harmonic time-vertex analysis as an analysis tool for the state evolution of simple Partial Differential Equations on graphs.
- We improve the accuracy of joint filtering operators by up-to two orders of magnitude.
- Using our joint filters, we construct time-vertex dictionaries analyzing the different scales and the local time-frequency content of a signal.