Related papers: Comparison of detrending methods for fluctuation a…
Dollar-Cost Averaging (DCA) is a widely used technique to mitigate volatility in long-term investments of appreciating assets. However, the inefficiency of DCA arises from fixing the investment amount regardless of market conditions. In…
Canonical correlation analysis (CCA) is a standard tool for studying associations between two data sources; however, it is not designed for data with count or proportion measurement types. In addition, while CCA uncovers common signals, it…
Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…
We first apply the WT-MFDFA, MFDFA, and WTMM multifractal methods to binomial multifractal time series of three different binomial parameters and find that the WTMM method indicates an enhanced difference between the fractal components than…
$\bullet$ Background : In Heart rate variability analysis, the rate-rate time series suffer often from aperiodic non-stationarity, presence of ectopic beats etc. It would be hard to extract helpful information from the original signals. 10…
Factor analysis and principal component analysis (PCA) are used in many application areas. The first step, choosing the number of components, remains a serious challenge. Our work proposes improved methods for this important problem. One of…
The moving average (MA)-type scheme, also known as the smoothing method, has been well established within the multivariate statistical process monitoring (MSPM) framework since the 1990s. However, its theoretical basis is still limited to…
Formal Concept Analysis "FCA" is a data analysis method which enables to discover hidden knowledge existing in data. A kind of hidden knowledge extracted from data is association rules. Different quality measures were reported in the…
Factor analysis (FA) is a statistical tool for studying how observed variables with some mutual dependences can be expressed as functions of mutually independent unobserved factors, and it is widely applied throughout the psychological,…
Canonical Correlation Analysis (CCA) is a statistical technique used to extract common information from multiple data sources or views. It has been used in various representation learning problems, such as dimensionality reduction, word…
The purpose of this article is to develop the dimension reduction techniques in panel data analysis when the number of individuals and indicators is large. We use Principal Component Analysis (PCA) method to represent large number of…
We present Deep Tensor Canonical Correlation Analysis (DTCCA), a method to learn complex nonlinear transformations of multiple views (more than two) of data such that the resulting representations are linearly correlated in high order. The…
This article proposed a hybrid detrended deconvolution foreign exchange network construction method (DDFEN), which combined the detrended cross-correlation analysis coefficient (DCCC) and the network deconvolution method together. DDFEN is…
In this paper, we show that slow feature analysis (SFA), a common time series decomposition method, naturally fits into the flow-based models (FBM) framework, a type of invertible neural latent variable models. Building upon recent advances…
Climate change has driven the market to seek new ways of raising funds to mitigate its effects. One such innovation is the emergence of Green Bonds financial assets specifically designed to support sustainable projects. This study explores…
Certain instrumental effects and data reduction anomalies introduce systematic errors in photometric time-series. Detrending algorithms such as the Trend Filtering Algorithm (TFA) (Kov\'{a}cs et al. 2004) have played a key role in…
We introduce a new method for detection of long-range cross-correlations and multifractality - multifractal height cross-correlation analysis (MF-HXA) - based on scaling of qth order covariances. MF-HXA is a bivariate generalization of the…
We present Deep Generalized Canonical Correlation Analysis (DGCCA) -- a method for learning nonlinear transformations of arbitrarily many views of data, such that the resulting transformations are maximally informative of each other. While…
Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight major world currencies over 2010-2018 period are used to…
In diagnostic test accuracy meta-analysis (DTA-MA), standard inference methods using bivariate random-effects models for jointly synthesizing sensitivity and specificity can be sensitive to outlying studies and may yield misleading…