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It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

We present a spectrogram separation method tailored for mixtures comprising two nonstationary components. By exploiting the unique characteristics of their time-frequency representations, we propose an inverse problem formulation to…

Signal Processing · Electrical Eng. & Systems 2024-06-26 Adrien Meynard , Ama Marina Kreme

We consider detecting the evolutionary oscillatory pattern of a signal when it is contaminated by non-stationary noises with complexly time-varying data generating mechanism. A high-dimensional dense progressive periodogram test is proposed…

Methodology · Statistics 2023-07-20 Hau-Tieng Wu , Zhou Zhou

The continuous wavelet transform (CWT) is a linear time-frequency representation and a powerful tool for analyzing non-stationary signals. The synchrosqueezing transform (SST) is a special type of the reassignment method which not only…

Signal Processing · Electrical Eng. & Systems 2019-09-27 Lin Li , Haiyan Cai , Qingtang Jiang

Physiological networks are usually made of a large number of biological oscillators evolving on a multitude of different timescales. Phase oscillators are particularly useful in the modelling of the synchronization dynamics of such systems.…

Adaptation and Self-Organizing Systems · Physics 2026-01-27 Melvyn Tyloo

We present an improved model for an asteroseismic diagnostic contained in the frequency spacing of low-degree acoustic modes. By modelling in a realistic manner regions of rapid variation of dynamically relevant quantities, which we call…

Astrophysics · Physics 2007-05-23 G. Houdek , D. O. Gough

Seismic data noise processing is an important part of seismic exploration data processing, and the effect of noise elimination is directly related to the follow-up processing of data. In response to this problem, many authors have proposed…

Geophysics · Physics 2024-10-28 Junheng Peng , Yong Li , Zhangquan Liao , Xuben Wang , Xingyu Yang

This paper presents a novel Bayesian strategy for the estimation of smooth signals corrupted by Gaussian noise. The method assumes a smooth evolution of a succession of continuous signals that can have a numerical or an analytical…

Applications · Statistics 2016-02-12 Abderrahim Halimi , Gerald S. Buller , Steve McLaughlin , Paul Honeine

It is increasingly being realised that many real world time series are not stationary and exhibit evolving second-order autocovariance or spectral structure. This article introduces a Bayesian approach for modelling the evolving wavelet…

Methodology · Statistics 2013-09-11 Guy P. Nason , Kara N. Stevens

The aim of this Lecture Note is to introduce the Signal Processing (SP) community to a powerful yet still under-utilised tool: the semiparametric statistics. In short, the semiparametric framework allows us to estimate or perform hypothesis…

Signal Processing · Electrical Eng. & Systems 2026-05-26 Stefano Fortunati

Spectroscopically measuring low levels of non-equilibrium phenomena (e.g. emission in the presence of a large thermal background) can be problematic due to an unfavorable signal-to-noise ratio. An approach is presented to use time-series…

Geophysics · Physics 2015-04-08 John Scoville

Cyclic spectral analysis is a signal processing technique designed to deal with stochastic signals whose statistics vary periodically with time. Pulsar radio emission is a textbook example of this signal class, known as cyclostationary…

Instrumentation and Methods for Astrophysics · Physics 2015-05-28 Paul Demorest

Noise in various interferometer systems can sometimes couple non-linearly to create excess noise in the gravitational wave (GW) strain data. Third-order statistics, such as bicoherence and biphase, can identify these couplings and help…

General Relativity and Quantum Cosmology · Physics 2024-07-29 Bernard Hall , Sudhagar Suyamprakasam , Nairwita Mazumder , Anupreeta More , Sukanta Bose

The synchrosqueezing method aims at decomposing 1D functions as superpositions of a small number of "Intrinsic Modes", supposed to be well separated both in time and frequency. Based on the unidimensional wavelet transform and its…

Numerical Analysis · Mathematics 2012-11-22 Marianne Clausel , Thomas Oberlin , Valérie Perrier

Reconstructions of past climates are based on the calibration of available proxy data. This calibration is usually achieved by means of linear regression models. In the recent paleo-climate literature there is an ongoing discussion on the…

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Renat M. Yulmetyev , Anatolii V. Mokshin , Peter Hänggi

We have analyzed the phenomenon of stochastic resonance in a system driven by non Gaussian noises. We have considered both white and colored noises. In the latter case we have obtained a consistent Markovian approximation that enables us to…

Statistical Mechanics · Physics 2007-05-23 M. A. Fuentes , C. Tessone , H. S. Wio , R. Toral

We develop an efficient and robust high-dimensional sparse Fourier algorithm for noisy samples. Earlier in the paper ``Multi-dimensional sublinear sparse Fourier algorithm" (2016), an efficient sparse Fourier algorithm with $\Theta(ds \log…

Numerical Analysis · Mathematics 2019-07-09 Bosu Choi , Andrew Christlieb , Yang Wang

This paper presents a novel approach for estimating the modes of an observed non-stationary mixture signal. A link is first established between the short-time Fourier transform and the sparse sampling theory, where the observations are…

Numerical Analysis · Mathematics 2022-12-23 Quentin Legros , Dominique Fourer
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