Related papers: Fourier analysis of stationary time series in func…
I discuss the nature of a Fractional Discrete Fourier Transform (FrDFT) described algorithmically by a combination of chirp transforms and ordinary DFTs. The transform is shown to be consistent with a continuous two-dimensional rotation…
Second-order characteristics including covariance and spectral density functions are fundamentally important for both statistical applications and theoretical analysis in functional time series. In the high-dimensional setting where the…
The computational efficiency of many neural operators, widely used for learning solutions of PDEs, relies on the fast Fourier transform (FFT) for performing spectral computations. As the FFT is limited to equispaced (rectangular) grids,…
In cryptanalysis, security of ciphers vis-a-vis attacks is gauged against three criteria of complexities, i.e., computations, memory and time. Some features may not be so apparent in a particular domain, and their analysis in a transformed…
This summary of the doctoral thesis provides a comprehensive formulation of the Extended Discrete Fourier Transform (EDFT), derived directly from the Fourier integral and its orthogonality properties. The method is obtained by solving…
In many mechanical, electrical, and general physical systems evolving over time or space, spectral analysis methods as Fast Fourier Transform (FFT), Short Term Fourier Transform (STFT), Power Spectrum Density (PSD) plays a very important…
Fourier representation (FR) is an indispensable mathematical formulation for modeling and analysis of physical phenomenon, engineering systems and signals in numerous applications. In this study, we present the generalized Fourier…
Image Representation learning via input reconstruction is a common technique in machine learning for generating representations that can be effectively utilized by arbitrary downstream tasks. A well-established approach is using…
Density functional theory (DFT) is a cornerstone of computational chemistry and materials science, but its computational cost limits its use in large-scale and high-throughput applications. While machine learning has accelerated energy…
We study the asymptotic behaviour of different statistics for time series exhibiting long memory and nonstationarity. For processes with memory parameter $d\in(-1/2,3/2)$, we derive the joint limiting distribution of discrete Fourier…
This study develops an asymptotic theory for estimating the time-varying characteristics of locally stationary functional time series (LSFTS). We investigate a kernel-based method to estimate the time-varying covariance operator and the…
We propose non-stationary spectral kernels for Gaussian process regression. We propose to model the spectral density of a non-stationary kernel function as a mixture of input-dependent Gaussian process frequency density surfaces. We solve…
This paper introduces a spectral analysis of time-seires data derived from real-time time-dependent density functional theory (TDDFT) using Singular Spectrum Analysis (SSA). TDDFT is a robust method for obtaining molecular excited states…
In this paper a deterministic sparse Fourier transform algorithm is presented which breaks the quadratic-in-sparsity runtime bottleneck for a large class of periodic functions exhibiting structured frequency support. These functions…
This paper introduces a new tool for time-series analysis: the Sliding Window Discrete Fourier Transform (SWDFT). The SWDFT is especially useful for time-series with local- in-time periodic components. We define a 5-parameter model for…
The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…
Classical Density Functional Theory (DFT) is a statistical-mechanical framework to analyze fluids, which accounts for nanoscale fluid inhomogeneities and non-local intermolecular interactions. DFT can be applied to a wide range of…
We introduce the directional short-time fractional Fourier transform (DSTFRFT) and prove an extended Parseval's identity and a reconstruction formula for it. We also investigate the continuity of both the directional short-time fractional…
The graph Fourier transform (GFT) is a fundamental tool in graph signal processing and has recently been extended to the graph fractional Fourier transform (GFRFT). Existing sampling methods in the GFRFT domain are primarily designed to…
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…