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The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…

Mathematical Physics · Physics 2008-11-18 D H Gebremedhin , C A Weatherford , X Zhang , A Wynn , G Tanaka

The proposed method introduces a parameter determination approach based on the minimum Fractal box dimension (FBD) of Variational Mode Decomposition (VMD) components, aiming to address the issue of manual determination of VMD decomposition…

Signal Processing · Electrical Eng. & Systems 2024-05-17 Pei Yuhang , Yu Min , Yu Yan

We propose a Bayesian method to detect change points for functional data. We extract the features of a sequence of functional data by the discrete wavelet transform (DWT), and treat each sequence of feature independently. We believe there…

Methodology · Statistics 2018-08-06 Xiuqi Li , Subhashis Ghosal

Style transfer has been an important topic both in computer vision and graphics. Since the seminal work of Gatys et al. first demonstrates the power of stylization through optimization in the deep feature space, quite a few approaches have…

Computer Vision and Pattern Recognition · Computer Science 2019-12-24 Zhijie Wu , Chunjin Song , Yang Zhou , Minglun Gong , Hui Huang

We devise an iterative scheme for numerically calculating dynamical two-point correlation functions in integrable many-body systems, in the Eulerian scaling limit. Expressions for these were originally derived in Ref. [1] by combining the…

Statistical Mechanics · Physics 2021-01-01 Frederik S. Møller , Gabriele Perfetto , Benjamin Doyon , Jörg Schmiedmayer

Based on the well-known Detrended Fluctuation Analysis (DFA) for time series, in this work we describe a DFA for continuous real variable functions. Under certain conditions, DFA accurately predicts the long-term auto-correlation of the…

Chaotic Dynamics · Physics 2023-04-11 Luis Gil-Maqueda , Benjamín A. Itzá-Ortiz

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…

Signal Processing · Electrical Eng. & Systems 2020-04-09 Mustaffa Alfatlawi , Vaibhav Srivastava

Inconsistency issue is one crucial challenge for the performance of extended Kalman filter (EKF) based methods for state estimation problems, which is mainly affected by the discrepancy of observability between the EKF model and the…

Robotics · Computer Science 2024-12-17 Yang Song , Liang Zhao , Shoudong Huang

Early recognition of abnormal rhythms in ECG signals is crucial for monitoring and diagnosing patients' cardiac conditions, increasing the success rate of the treatment. Classifying abnormal rhythms into exact categories is very challenging…

Machine Learning · Computer Science 2019-12-18 Jing Zhang , Jing Tian , Yang Cao , Yuxiang Yang , Xiaobin Xu

The effective field theory (EFT) framework is a precise approximation procedure when the inherent assumptions of a large-scale separation between the Standard Model (SM) and new interactions alongside perturbativity are realised.…

High Energy Physics - Phenomenology · Physics 2024-03-22 Upalaparna Banerjee , Joydeep Chakrabortty , Christoph Englert , Wrishik Naskar , Shakeel Ur Rahaman , Michael Spannowsky

Various properties of the general two-center two-electron integral over the explicitly correlated exponential function are analyzed for the potential use in high precision calculations for diatomic molecules. A compact one dimensional…

Chemical Physics · Physics 2015-06-11 Krzysztof Pachucki

Using deep learning methods to classify EEG signals can accurately identify people's emotions. However, existing studies have rarely considered the application of the information in another domain's representations to feature selection in…

Signal Processing · Electrical Eng. & Systems 2023-03-22 Kexin Zhu , Xulong Zhang , Jianzong Wang , Ning Cheng , Jing Xiao

We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time…

Statistics Theory · Mathematics 2019-11-07 Richard Y. Chen

The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…

Methodology · Statistics 2020-01-01 Heng Peng , Chuanlong Xie , Jingxin Zhao

Recent learning-based methods for event-based optical flow estimation utilize cost volumes for pixel matching but suffer from redundant computations and limited scalability to higher resolutions for flow refinement. In this work, we take…

Computer Vision and Pattern Recognition · Computer Science 2025-06-23 Daikun Liu , Lei Cheng , Teng Wang , changyin Sun

We propose a function-on-function linear regression model for time-dependent curve data that is consistently estimated by imposing factor structures on the regressors. An integral operator based on cross-covariances identifies two…

Econometrics · Economics 2025-08-08 Sven Otto , Luis Winter

In this paper we present a mathematical model of the Empirical Mode Decomposition (EMD). Although EMD is a powerful tool for signal processing, the algorithm itself lacks an appropriate theoretical basis. The interpolation and iteration…

Signal Processing · Electrical Eng. & Systems 2018-02-06 Heming Wang , Richard Mann , Edward R. Vrscay

In setting up a stochastic description of the time evolution of a financial index, the challenge consists in devising a model compatible with all stylized facts emerging from the analysis of financial time series and providing a reliable…

Statistical Finance · Quantitative Finance 2009-11-13 Fulvio Baldovin , Attilio L. Stella

It is desirable for statistical models to detect signals of interest independently of their position. If the data is generated by some smooth process, this additional structure should be taken into account. We introduce a new class of…

Machine Learning · Computer Science 2023-08-11 Florian Heinrichs , Mavin Heim , Corinna Weber