Related papers: Detecting non-sinusoidal periodicities in observat…
We present a new method of analysis of measure-preserving dynamical systems, based on frequency analysis and ergodic theory, which extends our earlier work [1]. Our method employs the novel concept of harmonic time average [2], and is…
We perform extensive Monte Carlo simulations to systematically compare the frequentist and Bayesian treatments of the Lomb--Scargle periodogram. The goal is to investigate whether the Bayesian period search is advantageous over the…
Context. Distinguishing between a signal induced by either stellar activity or a planet is currently the main challenge in radial velocity searches for low-mass exoplanets. Even when the presence of a transiting planet and hence its period…
We introduce a novel ridge detection algorithm for time-frequency (TF) analysis, particularly tailored for intricate nonstationary time series encompassing multiple non-sinusoidal oscillatory components. The algorithm is rooted in the…
Time series analysis is fundamental to characterizing the variability inherent in multi-wavelength emissions from blazars. However, a major observational challenge lies in the need for well-sampled, temporally uniform data, which is often…
This paper deals with the estimation of hidden periodicities in a non-linear regression model with stationary noise displaying cyclical dependence. Consistency and asymptotic normality are established for the least-squares estimates.
We present an improvement of the phase distance correlation (PDC) periodogram to account for uncertainties in the time-series data. The PDC periodogram introduced in our previous papers is based on the statistical concept of distance…
We demonstrate a simple method for testing the significance of peaks in the periodogram of red noise data. The procedure was designed to test for spurious periodicities in X-ray light curves of active galaxies, but can be used quite…
Asteroseismic time-series data have imprints of stellar oscillation modes, whose detection and characterization through time-series analysis allows us to probe stellar interior physics. Such analyses usually occur in the Fourier domain by…
We consider non-ergodic class of stationary real harmonizable symmetric $\alpha$-stable processes $X=\left\{X(t):t\in\mathbb{R}\right\}$ with a finite symmetric and absolutely continuous control measure. We refer to its density function as…
Causal analysis based on non-uniform embedding schemes is an important way to detect the underlying interactions between dynamic systems. However, there are still some obstacles to estimate high-dimensional conditional mutual information…
Recently, global pulsar timing arrays have released results from searching for a nano-Hertz gravitational wave background signal. Although there has not been any definite evidence of the presence of such a signal in residuals of pulsar…
This study presents a nonlinear signal processing method for accurate radar-based heartbeat interval estimation by exploiting the periodicity of higher-order harmonics inherent in heartbeat signals. Unlike conventional approaches that…
The performance of a number of different measures of nonlinearity in a time series is compared numerically. Their power to distinguish noisy chaotic data from linear stochastic surrogates is determined by Monte Carlo simulation for a number…
Periodograms are widely employed for identifying periodicity in time series data, yet they often struggle to accurately quantify the statistical significance of detected periodic signals when the data complexity precludes reliable…
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…
This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…
This study is motivated by the problem of evaluating reliable false alarm (FA) rates for sinusoid detection tests applied to unevenly sampled time series involving colored noise, when a (small) training data set of this noise is available.…
We consider a group synchronization problem with multiple frequencies which involves observing pairwise relative measurements of group elements on multiple frequency channels, corrupted by Gaussian noise. We study the computational phase…
We investigate the use of harmonic analysis techniques to perform measurements of the angular power spectrum on mock pulsar timing data for an isotropic stochastic gravitational-wave background (SGWB) with a dimensionless strain amplitude…