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Related papers: Short-time homomorphic wavelet estimation

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We introduce wavelet-based methodology for estimation of realized variance allowing its measurement in the time-frequency domain. Using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we allow for the decomposition of the…

Statistical Finance · Quantitative Finance 2015-03-20 Jozef Barunik , Lukas Vacha

The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…

Information Theory · Computer Science 2014-08-27 Peter Jung , Philipp Walk

Low-light images suffer from complex degradation, and existing enhancement methods often encode all degradation factors within a single latent space. This leads to highly entangled features and strong black-box characteristics, making the…

Computer Vision and Pattern Recognition · Computer Science 2025-07-17 Shuangli Du , Siming Yan , Zhenghao Shi , Zhenzhen You , Lu Sun

We propose a new method for (global) Hurst exponent determination based on wavelets. Using this method, we analyze synthetic data with predefined Hurst exponents, fracture surfaces and data from economy. The results are compared with those…

Materials Science · Physics 2010-05-04 Ingve Simonsen , Alex Hansen , Olav Magnar Nes

In this paper, we study the problem of adaptive estimation of the spectral density of a stationary Gaussian process. For this purpose, we consider a wavelet-based method which combines the ideas of wavelet approximation and estimation by…

Statistics Theory · Mathematics 2011-06-07 Jérémie Bigot , Rolando Biscay Lirio , Jean-Michel Loubes , Lilian Muniz Alvarez

One of the most promising non-invasive markers of the activity of the autonomic nervous system is Heart Rate Variability (HRV). HRV analysis toolkits often provide spectral analysis techniques using the Fourier transform, which assumes that…

Quantitative Methods · Quantitative Biology 2014-11-20 Constantino A. García , Abraham Otero , Xosé Vila , David G. Márquez

Resonance frequencies can provide useful information on the deformation occurring during fracturing experiments or $CO_2$ management, complementary to the microseismic event distribution. An accurate time-frequency representation is of…

Geophysics · Physics 2013-01-08 Roberto H. Herrera , Jean-Baptiste Tary , Mirko van der Baan

We propose a decomposition method for the spectral peaks in an observed frequency spectrum, which is efficiently acquired by utilizing the Fast Fourier Transform. In contrast to the traditional methods of waveform fitting on the spectrum,…

Signal Processing · Electrical Eng. & Systems 2022-04-19 Kaan Gokcesu , Hakan Gokcesu

A method for solving the half-space Sommerfeld problem is proposed, which allows us to obtain exact solutions in the form of Sommerfeld integrals, as well as their short-wave asymptotics. The first carried out by reducing the Sommerfeld…

Classical Physics · Physics 2020-05-15 Seil Sautbekov

We learn audio representations by solving a novel self-supervised learning task, which consists of predicting the phase of the short-time Fourier transform from its magnitude. A convolutional encoder is used to map the magnitude spectrum of…

Audio and Speech Processing · Electrical Eng. & Systems 2019-10-29 Félix de Chaumont Quitry , Marco Tagliasacchi , Dominik Roblek

Optimal sampling of non band-limited functions is an issue of great importance that has attracted considerable attention. We propose to tackle this problem through the use of a frequency warping: First, by a nonlinear shrinking of…

Classical Analysis and ODEs · Mathematics 2017-03-07 Stefan Lafon , Jacques Lévy Véhel , Jacques Peyrière

We suggest an adaptive sampling rule for obtaining information from noisy signals using wavelet methods. The technique involves increasing the sampling rate when relatively high-frequency terms are incorporated into the wavelet estimator,…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Spiridon Penev

In this paper, a new efficient feature extraction method based on the adaptive threshold of wavelet package coefficients is presented. This paper especially deals with the assessment of autonomic nervous system using the background…

Computer Vision and Pattern Recognition · Computer Science 2009-12-14 G. Kheder , A. Kachouri , M. Ben Massoued , M. Samet

We consider a separation problem where the observation consists of the sum of a high amplitude smooth signal and a low amplitude transient signal. We propose a method for decomposition that relies on solving instances of a `constrained…

Signal Processing · Electrical Eng. & Systems 2020-07-15 Ilker Bayram

This paper develops a threshold model with a time-varying threshold, represented using a wavelet series expansion. The model adequately captures irregular and abrupt variations, as well as smooth changes in the threshold parameter, allowing…

Methodology · Statistics 2026-05-19 Rhea Davis , N. Balakrishna

This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic minimum-variance hedge ratio…

Risk Management · Quantitative Finance 2011-03-28 Thomas Conlon , John Cotter

A set of semi-analytical techniques based on Fourier analysis is used to solve wave scattering problems in variously shaped waveguides with varying normal admittance boundary conditions. Key components are newly developed conformal mapping…

Mathematical Physics · Physics 2015-06-02 Anders Andersson , Borje Nilsson , Thomas Biro

The standard smooth electrical resistivity tomography inversion produces an estimate of subsurface conductivity that has blurred boundaries, damped magnitudes, and often contains inversion artifacts. In many problems the expected…

Geophysics · Physics 2021-12-08 Teddi Herring , Lindsey J. Heagy , Adam Pidlisecky , Edwin Cey

We present the applications of wavelet analysis methods in constrained variational framework to calculation of dynamical aperture. We construct represention via exact nonlinear high-localized periodic eigenmodes expansions, which allows to…

Accelerator Physics · Physics 2007-05-23 Antonina N. Fedorova , Michael G. Zeitlin

Masked Image Modeling (MIM) has garnered significant attention in self-supervised learning, thanks to its impressive capacity to learn scalable visual representations tailored for downstream tasks. However, images inherently contain…

Computer Vision and Pattern Recognition · Computer Science 2025-03-04 Wenzhao Xiang , Chang Liu , Hongyang Yu , Xilin Chen