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While in recent years a number of new statistical approaches have been proposed to model group differences with a different assumption on the nature of the measurement invariance of the instruments, the tools for detecting local…

Methodology · Statistics 2022-02-04 Artur Pokropek , Ernest Pokropek

Power flow analysis plays a fundamental and critical role in the energy management system (EMS). It is required to well accommodate large and complex power system. To achieve a high performance and accurate power flow analysis, a graph…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-20 Chen Yuan , Yi Lu , Wei Feng , Guangyi Liu , Renchang Dai , Yachen Tang , Zhiwei Wang

The performances of a new data processing technique, namely the Empirical Mode Decomposition, are evaluated on a fully developed turbulent velocity signal perturbed by a numerical forcing which mimics a long-period flapping. First, we…

Fluid Dynamics · Physics 2015-05-20 Nicolas Mazellier , Fabrice Foucher

Modal analysis has long been consolidated as a basic tool to interpret dynamics and build low-order models of mechanical, thermal, and fluid systems. Eigenmodes arising from the spectral decomposition of the underlying linearized dynamics…

Dynamical Systems · Mathematics 2024-12-17 Nicolas Torres-Ulloa , Erick Kracht , Urban Fasel , Benjamin Herrmann

Multi-scale deformable attention (MSDeformAttn) has emerged as a key mechanism in various vision tasks, demonstrating explicit superiority attributed to multi-scale grid-sampling. However, this newly introduced operator incurs irregular…

Hardware Architecture · Computer Science 2024-03-19 Yansong Xu , Dongxu Lyu , Zhenyu Li , Zilong Wang , Yuzhou Chen , Gang Wang , Zhican Wang , Haomin Li , Guanghui He

Highly accurate interval forecasting of electricity demand is fundamental to the success of reducing the risk when making power system planning and operational decisions by providing a range rather than point estimation. In this study, a…

Machine Learning · Computer Science 2014-06-17 Tao Xiong , Yukun Bao , Zhongyi Hu

The Equivalent Effect Function (EEF) is defined as having the identical integral values on the control points of the original time series data; the EEF can be obtained from the derivative of the spline function passing through the integral…

Numerical Analysis · Computer Science 2011-05-24 Louis Yu Lu

The Empirical Mode Decomposition (EMD) is a signal analysis method that separates multi-component signals into single oscillatory modes called intrinsic mode functions (IMFs), each of which can generally be associated to a physical meaning…

Methodology · Statistics 2019-07-11 Olav B. Fosso , Marta Molinas

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

Machine Learning · Computer Science 2024-12-18 Sanjay Chakraborty , Ibrahim Delibasoglu , Fredrik Heintz

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…

Numerical Analysis · Mathematics 2022-02-15 Tim Krake , Daniel Weiskopf , Bernhard Eberhardt

The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from a daily perspective is numerically investigated. For this purpose the multifractal detrended fluctuation…

Data Analysis, Statistics and Probability · Physics 2009-11-11 P. Norouzzadeh

We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this…

Computational Finance · Quantitative Finance 2015-08-20 Jordan Mann , J. Nathan Kutz

It is already known that both auditory and visual stimulus is able to convey emotions in human mind to different extent. The strength or intensity of the emotional arousal vary depending on the type of stimulus chosen. In this study, we try…

Multifractal Detrended Fluctuation Analysis (MFDFA) is a powerful and widely used technique for characterizing the scaling properties and long-range correlations of complex time series. However, its application often involves significant…

We investigate how extreme loss of data affects the scaling behavior of long-range power-law correlated and anti-correlated signals applying the DFA method. We introduce a segmentation approach to generate surrogate signals by randomly…

Data Analysis, Statistics and Probability · Physics 2010-03-12 Qianli D. Y. Ma , Ronny P. Bartsch , Pedro Bernaola-Galván , Mitsuru Yoneyama , Plamen Ch. Ivanov

In this paper we present an extended version of Hilbert-Huang transform, namely arbitrary-order Hilbert spectral analysis, to characterize the scale-invariant properties of a time series directly in an amplitude-frequency space. We first…

Fluid Dynamics · Physics 2011-07-20 Y. X. Huang , F. G. Schmitt , J. -P. Hermand , Y. Gagne , Z. M. Lu , Y. L. Liu

With the aggravation of the global economic crisis and inflation, the precious metals with safe-haven function have become more popular. An improved MF-DFA method is proposed to analyze price fluctuations of the precious metals market.…

Statistical Finance · Quantitative Finance 2020-06-30 Zhongjun Wang , Mengye Sun , A. M. Elsawah

This summary of the doctoral thesis provides a comprehensive formulation of the Extended Discrete Fourier Transform (EDFT), derived directly from the Fourier integral and its orthogonality properties. The method is obtained by solving…

Data Structures and Algorithms · Computer Science 2026-01-21 Vilnis Liepins

Dynamic mode decomposition (DMD) is a data-driven method of extracting spatial-temporal coherent modes from complex systems and providing an equation-free architecture to model and predict systems. However, in practical applications, the…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Ningxin Liu , Shuigen Liu , Xin T. Tong , Lijian Jiang

Early fault detection (EFD) of rotating machines is important to decrease the maintenance cost and improve the mechanical system stability. One of the key points of EFD is developing a generic model to extract robust and discriminative…

Machine Learning · Computer Science 2023-03-01 Wenbin Song , Di Wu , Weiming Shen , Benoit Boulet