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An emerging way of tackling the dimensionality issues arising in the modeling of a multivariate process is to assume that the inherent data structure can be captured by a graph. Nevertheless, though state-of-the-art graph-based methods have…

Machine Learning · Statistics 2016-07-13 Andreas Loukas , Nathanael Perraudin

This paper presents a general framework for modeling dependence in multivariate time series. Its fundamental approach relies on decomposing each signal in a system into various frequency components and then studying the dependence…

Methodology · Statistics 2021-04-01 Hernando Ombao , Marco Pinto

The asymptotic phase is a fundamental quantity for the analysis of deterministic limit-cycle oscillators, and generalized definitions of the asymptotic phase for stochastic oscillators have also been proposed. In this article, we show that…

Chaotic Dynamics · Physics 2021-09-10 Yuzuru Kato , Jinjie Zhu , Wataru Kurebayashi , Hiroya Nakao

A description in terms of phase and amplitude variables is given, for nonlinear oscillators subject to white Gaussian noise described by It\^o stochastic differential equations. The stochastic differential equations derived for the…

Statistical Mechanics · Physics 2015-03-24 Michele Bonnin

We introduce a prototype model for globally-coupled oscillators in which each element is given an oscillation frequency and a preferential oscillation direction (polarization), both randomly distributed. We found two collective transitions:…

Optics · Physics 2009-11-10 Alessandro Scire , Pere Colet , Maxi San Miguel

The ideas of instantaneous amplitude and phase are well understood for signals with real-valued samples, based on the analytic signal which is a complex signal with one-sided Fourier transform. We extend these ideas to signals with…

Numerical Analysis · Mathematics 2014-03-05 Nicolas Le Bihan , Stephen J. Sangwine , Todd A. Ell

Using the main results of the Kuramoto theory of globally coupled phase oscillators combined with methods from probability and generalized function theory in a geometric analysis, we extend Kuramoto's results and obtain a mathematical…

Chaotic Dynamics · Physics 2020-12-30 Julio D. da Fonseca , Edson D. Leonel , Hugues Chaté

In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…

Machine Learning · Computer Science 2025-09-19 Padmaksha Roy , Almuatazbellah Boker , Lamine Mili

In this work we extend analytic signal theory to the multidimensional case when oscillations are observed in the $d$ orthogonal directions. First it is shown how to obtain separate phase-shifted components and how to combine them into…

Signal Processing · Electrical Eng. & Systems 2019-04-26 Mikhail Tsitsvero , Pierre Borgnat , Paulo Gonçalves

The scope of the paper is the theoretical analysis of the time rate in which a dynamical system reaches a stable stationary state or stable oscillations. The method used for the analysis is based on the so-called iterative time profiles,…

General Mathematics · Mathematics 2026-02-10 Marek Berezowski , Katarzyna Bizon

Gabor analysis is one of the most common instances of time-frequency signal analysis. Choosing a suitable window for the Gabor transform of a signal is often a challenge for practical applications, in particular in audio signal processing.…

Numerical Analysis · Computer Science 2013-11-13 Benjamin Ricaud , Guillaume Stempfel , Bruno Torrésani , Christoph Wiesmeyr , Hélène Lachambre , Darian Onchis

In this paper, we consider multiple signals sharing same instantaneous frequencies. This kind of data is very common in scientific and engineering problems. To take advantage of this special structure, we modify our data-driven…

Information Theory · Computer Science 2015-07-09 Thomas Y. Hou , Zuoqiang Shi

Gravitational wave astronomy relies on the use of multiple detectors, so that coincident detections may distinguish real signals from instrumental artifacts, and also so that relative timing of signals can provide the sky position of…

General Relativity and Quantum Cosmology · Physics 2015-05-28 Alexander Stroeer , Lindy Blackburn , Jordan Camp

The Carson and Fry (1937) introduced the concept of variable frequency as a generalization of the constant frequency. The instantaneous frequency (IF) is the time derivative of the instantaneous phase and it is well-defined only when this…

Information Theory · Computer Science 2017-12-06 Pushpendra Singh

Time-varying graph signals are alternative representation of multivariate (or multichannel) signals in which a single time-series is associated with each of the nodes or vertex of a graph. Aided by the graph-theoretic tools, time-varying…

Signal Processing · Electrical Eng. & Systems 2023-01-10 Naveed ur Rehman

We prove a sharp asymptotic formula for certain oscillatory integrals that may be approached using the stationary phase method. The estimates are uniform in terms of auxiliary parameters, which is crucial for application in analytic number…

Classical Analysis and ODEs · Mathematics 2019-08-28 Eren Mehmet Kiral , Ian Petrow , Matthew P. Young

The paper discusses the relationships between electrical and affine differential geometry quantities, establishing a link between frequency and time derivatives of voltage, through the utilization of affine geometric invariants. Based on…

Differential Geometry · Mathematics 2024-09-26 Ali Alshawabkeh , Georgios Tzounas , Angel Molina-Garcia , Federico Milano

An effective description of a general class of stochastic phase oscillators is presented. For this, the effective phase velocity is defined either by invariant probability density or via first passage times. While the first approach…

Chaotic Dynamics · Physics 2015-05-19 Justus T. C. Schwabedal , Arkady Pikovsky

Incorporating graphs in the analysis of multivariate signals is becoming a standard way to understand the interdependency of activity recorded at different sites. The new research frontier in this direction includes the important problem of…

Social and Information Networks · Computer Science 2018-12-11 Keith Smith , Loukianos Spyrou , Javier Escudero

Phase response curve is an important tool in studies of stable self-sustained oscillations; it describes a phase shift under action of an external perturbation. We consider multistable oscillators with several stable limit cycles. Under a…

Chaotic Dynamics · Physics 2018-11-05 Evgeny Grines , Grigory Osipov , Arkady Pikovsky