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Many real-life signals, such as gravitational wave measurements, biomedical signals, or geophysical data, are strongly non-stationary but can be decomposed into mono-component signals that contain only one active frequency over time. This…

Signal Processing · Electrical Eng. & Systems 2026-04-17 Jayanth Mouli , David Anderson , Antonio Cicone

Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral…

Signal Processing · Electrical Eng. & Systems 2021-06-23 Daniel E. Shea , Rajiv Giridharagopal , David S. Ginger , Steven L. Brunton , J. Nathan Kutz

A quantum-mechanical wave function is complex, but all observations are real, expressible through expectation values and transition matrix elements that involve the wave functions. It can be useful to separate at the outset the amplitude…

Quantum Physics · Physics 2025-07-01 A. R. P. Rau

Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…

Methodology · Statistics 2020-11-04 Edward A. K. Cohen , Alexander J. Gibberd

This paper addresses the amplitude and phase dynamics of a large system non-linear coupled, non-identical damped harmonic oscillators, which is based on recent research in coupled oscillation in optomechanics. Our goal is to investigate the…

Chaotic Dynamics · Physics 2015-06-23 P. Cudmore , C. A. Holmes

Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…

Disordered Systems and Neural Networks · Physics 2021-05-26 Thomas Guhr , Andreas Schell

A previous paper (arXiv:0902.2773, henceforth referred to as I) considered a general class of problems involving the evolution of large systems of globally coupled phase oscillators. It was shown there that, in an appropriate sense, the…

Chaotic Dynamics · Physics 2015-05-19 Edward Ott , Brian R. Hunt , Thomas M. Antonsen

Numerical and experimental evidence is presented to show that many phase synchronized systems of non-identical chaotic oscillators, where the chaotic state is reached through a period-doubling cascade, show rapid convergence of the…

Statistical Mechanics · Physics 2009-11-10 Jörn Davidsen , István Z. Kiss , John L. Hudson , Raymond Kapral

This article primarily aims to unify the various formalisms of multivariate coefficients of variation, leveraging advanced concepts of generalized means, whether weighted or not, applied to the eigenvalues of covariance matrices. We…

Instrumentation and Detectors · Physics 2024-03-13 Elise Colin , Razvigor Ossikovski

The nonstationary nature of signals and nonlinear systems require the time-frequency representation. In time-domain signal, frequency information is derived from the phase of the Gabor's analytic signal which is practically obtained by the…

Information Theory · Computer Science 2016-04-19 Pushpendra Singh

Theoretical studies of synchronization are usually based on models of coupled phase oscillators which, when isolated, have constant angular frequency. Stochastic discrete versions of these uniform oscillators have also appeared in the…

Data Analysis, Statistics and Probability · Physics 2012-01-30 Vladimir R. V. Assis , Mauro Copelli

We analyze an intermediate collective regime where amplitude oscillators distribute themselves along a closed, smooth, time-dependent curve $\mathcal{C}$, thereby maintaining the typical ordering of (identical) phase oscillators. This is…

Adaptation and Self-Organizing Systems · Physics 2019-06-12 Pau Clusella , Antonio Politi

We consider the continuous-time version of our recently proposed quantum theory of optical temporal phase and instantaneous frequency [Tsang, Shapiro, and Lloyd, Phys. Rev. A 78, 053820 (2008)]. Using a state-variable approach to…

Quantum Physics · Physics 2009-05-21 Mankei Tsang , Jeffrey H. Shapiro , Seth Lloyd

We propose a new approach for studying the notion of the instantaneous frequency of a signal. We build on ideas from the Synchrosqueezing theory of Daubechies, Lu and Wu and consider a variant of Synchrosqueezing, based on the short-time…

Numerical Analysis · Mathematics 2012-01-17 Gaurav Thakur , Hau-Tieng Wu

We investigate nonlinear, higher-order dispersive equations with measure (or even less regular) potentials and initial data with low regularity. Our approach is of distributional nature and relies on the phase space analysis (via Gabor wave…

Analysis of PDEs · Mathematics 2024-07-23 Sonia Mazzucchi , Fabio Nicola , S. Ivan Trapasso

We propose a method for estimating the asymptotic phase and amplitude functions of limit-cycle oscillators using observed time series data without prior knowledge of their dynamical equations. The estimation is performed by polynomial…

Adaptation and Self-Organizing Systems · Physics 2023-01-19 Norihisa Namura , Shohei Takata , Katsunori Yamaguchi , Ryota Kobayashi , Hiroya Nakao

A generalized notion of oscillatory integrals that allows for inhomogeneous phase functions of arbitrary positive order is introduced. The wave front set of the resulting distributions is characterized in a way that generalizes the…

Analysis of PDEs · Mathematics 2011-03-15 Jochen Zahn

There is a growing interest in methods for detecting and interpreting changes in experimental time evolution data. Based on measured time series, the quantitative characterization of dynamical phase transitions at bifurcation points of the…

Chaotic Dynamics · Physics 2024-07-19 Bulcsú Sándor , András Rusu , Károly Dénes , Mária Ercsey-Ravasz , Zsolt I. Lázár

Phase response curves are important for analysis and modeling of oscillatory dynamics in various applications, particularly in neuroscience. Standard experimental technique for determining them requires isolation of the system and…

Adaptation and Self-Organizing Systems · Physics 2018-09-20 Rok Cestnik , Michael Rosenblum

This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…

Methodology · Statistics 2019-10-29 Zeda Li , Ori Rosen , Fabio Ferrarelli , Robert T. Krafty