Construction of positive time-frequency distributions using dynamic copula

In this paper we propose a novel approach termed as dynamic copula time-frequency distribution (DCTFD) for the construction of positive time-frequency distributions (PTFDs). DCTFD models the dependency, i.e., correlation between time and frequency by a time-varying dependence parameter in copula function, and captures time-frequency dependency/correlation more accurately compared to static copula TFD (CTFD). In addition to presenting the under lying theory of the approach, a set of simulations are proved to demonstrate the advantages over CTFD and other classical methods, namely bivariate distributions.