Related papers: Fast Intrinsic Mode Decomposition of Time Series D…
Dynamic Mode Decomposition (DMD) is a data-driven decomposition technique extracting spatio-temporal patterns of time-dependent phenomena. In this paper, we perform a comprehensive theoretical analysis of various variants of DMD. We provide…
In coded aperture snapshot spectral compressive imaging (CASSI) systems, hyperspectral image (HSI) reconstruction methods are employed to recover the spatial-spectral signal from a compressed measurement. Among these algorithms, deep…
The dynamic mode decomposition (DMD) is a broadly applicable dimensionality reduction algorithm that approximates a matrix containing time-series data by the outer product of a matrix of exponentials, representing Fourier-like time…
Although Fourier series approximation is ubiquitous in computational physics owing to the Fast Fourier Transform (FFT) algorithm, efficient techniques for the fast evaluation of a three-dimensional truncated Fourier series at a set of…
Time series forecasting presents significant challenges due to the complex temporal dependencies at multiple time scales. This paper introduces ScatterFusion, a novel framework that synergistically integrates scattering transforms with…
The recent work Local Implicit Image Function (LIIF) and subsequent Implicit Neural Representation (INR) based works have achieved remarkable success in Arbitrary-Scale Super-Resolution (ASSR) by using MLP to decode Low-Resolution (LR)…
We propose the segmented iHMM (siHMM), a hierarchical infinite hidden Markov model (iHMM) that supports a simple, efficient inference scheme. The siHMM is well suited to segmentation problems, where the goal is to identify points at which a…
We develop an improved phase calibration method of a reflective spatial light modulator (SLM) using interferometry by employing novel phase masks. We generate the optimised phase masks by using Iterative Fourier Transform Algorithm (IFTA)…
Accurate forecasting in financial markets requires integrating diverse data sources, from historical prices to macroeconomic indicators and financial news. However, existing models often fail to align these modalities effectively, limiting…
We elaborate on the recently proposed orthogonal time frequency space (OTFS) modulation technique, which provides significant advantages over orthogonal frequency division multiplexing (OFDM) in Doppler channels. We first derive the…
The fast Fourier transform (FFT) is undoubtedly an essential primitive that has been applied in various fields of science and engineering. In this paper, we present a decomposition method for parallelization of multi-dimensional FFTs with…
Dynamic Mode Decomposition (DMD) is a data-driven and model-free decomposition technique. It is suitable for revealing spatio-temporal features of both numerically and experimentally acquired data. Conceptually, DMD performs a…
This paper introduces a new tool for time-series analysis: the Sliding Window Discrete Fourier Transform (SWDFT). The SWDFT is especially useful for time-series with local- in-time periodic components. We define a 5-parameter model for…
The article presents a computationally effective algorithm for calculating the multiresolution discrete Fourier transform (MrDFT). The algorithm is based on the idea of reducing the computational complexity which was introduced by Wen and…
In nature and engineering world, the acquired signals are usually affected by multiple complicated factors and appear as multicomponent nonstationary modes. In such and many other situations, it is necessary to separate these signals into a…
Identifying the qualitative changes in time-series data provides insights into the dynamics associated with such data. Such qualitative changes can be detected through topological approaches, which first embed the data into a…
Intrinsic image decomposition is an important and long-standing computer vision problem. Given an input image, recovering the physical scene properties is ill-posed. Several physically motivated priors have been used to restrict the…
Imaginary-time time-dependent Density functional theory (it-TDDFT) has been proposed as an alternative method for obtaining the ground state within density functional theory (DFT) which avoids some of the difficulties with convergence…
The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis,…
This study presents a groundbreaking model for forecasting long-term financial time series, termed the Enhanced LFTSformer. The model distinguishes itself through several significant innovations: (1) VMD-MIC+FE Feature Engineering: The…