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We study the random sampling of the short-time Fourier transform of functions that are localized in a compact region in the time-frequency plane. We follow the approach introduced by Bass and Gr\"ochenig for band-limited functions, and show…

Functional Analysis · Mathematics 2017-08-01 Gino Angelo Velasco

The changes in brightness of an astronomical source as a function of time are key probes into that source's physics. Periodic and quasi-periodic signals are indicators of fundamental time (and length) scales in the system, while stochastic…

Instrumentation and Methods for Astrophysics · Physics 2023-08-08 Matteo Bachetti , Daniela Huppenkothen

This paper introduces a couple of new time-frequency transforms, designed to adapt their scale to specific features of the analyzed function. Such an adaptation is implemented via so-called focus functions, which control the window scale as…

Classical Analysis and ODEs · Mathematics 2024-06-19 Pierre Warion , Bruno Torrésani

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

Machine Learning · Computer Science 2012-08-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

The characterization of non-stationary signals requires joint time and frequency information. However, time (t) and frequency (omega) being non-commuting variables there cannot be a joint probability density in the (t,omega) plane and the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. I. Man'ko , R. Vilela Mendes

In phase space, we analytically obtain the characteristic functions (CFs) of a forced harmonic oscillator [Talkner et al., Phys. Rev. E, 75, 050102 (2007)], a time-dependent mass and frequency harmonic oscillator [Deffner and Lutz, Phys.…

Statistical Mechanics · Physics 2019-12-25 Yixiao Qian , Fei Liu

In this paper, we consider signals with intra-wave frequency modulation. To handle this kind of signals effectively, we generalize our data-driven time-frequency analysis by using a shape function to describe the intra-wave frequency…

Information Theory · Computer Science 2016-04-27 Thomas Y. Hou , Zuoqiang Shi

This note shows how to align a periodic signal with its the Fourier transform by means of frequency or time scaling. This may be useful in developing new algorithms, e.g. for pitch estimation. This note also convolves the signals and the…

Signal Processing · Electrical Eng. & Systems 2023-09-19 Matthew R. Flax , W. Harvey Holmes

We present a second quantization description of frequency-based continuous variables quantum computation in the subspace of single photons. For this, we define frequency and time operators using the free field Hamiltonian and its Fourier…

Quantum Physics · Physics 2022-06-01 Nicolas Fabre , Camille Nous , Arne Keller , Pérola Milman

It is the purpose of the paper to describe the virtues of time-frequency methods for signal processing applications, having astronomical time series in mind. Different methods are considered and their potential usefulness respectively…

Astrophysics · Physics 2009-11-07 R. Vio , W. Wamsteker

The autocorrelation function, A(t), measures the overlap (in Hilbert space) of a time-dependent quantum mechanical wave function, psi(x,t), with its initial value, psi(x,0). It finds extensive use in the theoretical analysis and…

Quantum Physics · Physics 2009-11-10 R. W. Robinett , L. C. Bassett

Glitches represent a category of non-Gaussian and transient noise that frequently intersects with gravitational wave (GW) signals, exerting a notable impact on the processing of GW data. The inference of GW parameters, crucial for GW…

General Relativity and Quantum Cosmology · Physics 2024-03-15 Tian-Yang Sun , Chun-Yu Xiong , Shang-Jie Jin , Yu-Xin Wang , Jing-Fei Zhang , Xin Zhang

There is a class of physical filtration processes where the input is adequately modeled by a continuous periodic function f (x) of bounded variation over its period, and the output depends only on certain harmonics of the Fourier expansion…

General Mathematics · Mathematics 2024-12-17 Vladimir Sluchak

This paper concerns the instantaneous frequency (IF) of continuous-time, zero-mean, complex-valued, proper, mean-square differentiable nonstationary Gaussian stochastic processes. We compute the probability density function for the IF for…

Information Theory · Computer Science 2010-07-08 Patrik Wahlberg , Peter J. Schreier

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…

Methodology · Statistics 2014-02-14 Yue Wu , Jose Miguel Hernandez Lobato , Zoubin Ghahramani

Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral…

Signal Processing · Electrical Eng. & Systems 2021-06-23 Daniel E. Shea , Rajiv Giridharagopal , David S. Ginger , Steven L. Brunton , J. Nathan Kutz

This paper proposes a new formulation of functional Gaussian Process regression in manifolds, based on an Empirical Bayes approach, in the spatiotemporal random field context. We apply the machinery of tight Gaussian measures in separable…

Machine Learning · Statistics 2026-03-24 MD Ruiz-Medina , AE Madrid , A Torres-Signes , JM Angulo

Time-frequency representations are important for the analysis of time series. We have developed an online time-series analysis system and equipped it to reliably handle re-alignment in the time-frequency plane. The system can deal with…

Sound · Computer Science 2017-05-18 Coen Jonker , Arryon D. Tijsma , Ronald A. J. van Elburg

Complex functions $\chi (m)$ where $m$ belongs to a Galois field $GF(p^ \ell)$, are considered. Fourier transforms, displacements in the $GF(p^ \ell) \times GF(p^ \ell)$ phase space and symplectic $Sp(2,GF(p^ \ell))$ transforms of these…

Mathematical Physics · Physics 2007-05-23 A. Vourdas

The concept of time emerges as an ordering structure in a classical statistical ensemble. Probability distributions $p_\tau(t)$ at a given time $t$ obtain by integrating out the past and future. We discuss all-time probability distributions…

High Energy Physics - Theory · Physics 2015-05-18 C. Wetterich