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Spatiotemporal data is very common in many applications, such as manufacturing systems and transportation systems. It is typically difficult to be accurately predicted given intrinsic complex spatial and temporal correlations. Most of the…
Delay-Doppler (DD) signal processing has emerged as a powerful tool for analyzing multipath and time-varying channel effects. Due to the inherent sparsity of the wireless channel in the DD domain, compressed sensing (CS) based techniques,…
This paper presents adaptive bidirectional minimum mean-square error (MMSE) parameter estimation algorithms for fast-fading channels. The time correlation between successive channel gains is exploited to improve the estimation and tracking…
Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…
We introduce a generalization of Higuchi's estimator of the fractal dimension as a new way to characterize the multifractal spectrum of univariate time series. The resulting multifractal Higuchi dimension analysis (MF-HDA) method considers…
The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…
In present paper, we investigate the multifractality signatures in hourly time series extracted from CoRoT spacecraft database. Our analysis is intended to highlight the possibility that astrophysical time series can be members of a…
State Space Models (SSMs), particularly Mamba, have shown potential in long-term time series forecasting. However, existing Mamba-based architectures often struggle with datasets characterized by non-stationary patterns. A key observation…
Traffic networks have been proved to be fractal systems. However, previous studies mainly focused on monofractal networks, while complex systems are of multifractal structure. This paper is devoted to exploring the general regularities of…
Multidimensional fitting (MDF) method is a multivariate data analysis method recently developed and based on the fitting of distances. Two matrices are available: one contains the coordinates of the points and the second contains the…
Automated f ault detection and monitoring in engineering are critical but frequently difficult owing to the necessity for collecting and labeling large amounts of defective samples . We present an unsupervised method that uses the high end…
We study the unconstrained and the minimax saddle point variants of the convex multi-stage stochastic programming problem, where consecutive decisions are coupled through the objective functions, rather than through the constraints. We…
Detrended fluctuation analysis (DFA), suitable for the analysis of nonstationary time series, has confirmed the existence of persistent long-range correlations in healthy heart rate variability data. In this paper, we present the…
Experimental Modal Analysis (EMA) has been widely used to identify structural dynamic properties, including natural frequencies, damping ratios, and mode shapes, for structural integrity assessment. The Poly-reference Least Squares Complex…
Diffusion-Limited Aggregation (DLA), the canonical model for non-equilibrium fractal growth, emerges from the simple rule of irreversible attachment by random walkers. Despite four decades of study, a unified computational framework…
Dynamic mode decomposition (DMD) gives a practical means of extracting dynamic information from data, in the form of spatial modes and their associated frequencies and growth/decay rates. DMD can be considered as a numerical approximation…
Multivariate functional principal component analysis (MFPCA) is a powerful dimension reduction technique for analyzing multiple functional variables simultaneously. However, existing MFPCA methods assume that all functional observations are…
Since many decades, there is a general perception in literature that the Fourier methods are not suitable for the analysis of nonlinear and nonstationary data. In this paper, we propose a Fourier Decomposition Method (FDM) and demonstrate…
We show that the existing methods for computing the f(\alpha) spectrum from a time series can be improved by using a new algorithmic scheme. The scheme relies on the basic idea that the smooth convex profile of a typical f(\alpha) spectrum…
Background: Windowed Fourier decompositions (WFD) are widely used in measuring stationary and non-stationary spectral phenomena and in describing pairwise relationships among multiple signals. Although a variety of WFDs see frequent…