Related papers: A method for evaluating the expectation value of a…
Frequency power spectra due to a super-position of uncorrelated Lorentzian pulses with a random distribution of amplitudes are considered. For pulses with constant duration, there is an exponential frequency spectrum which is independent of…
This paper treats the problem of detecting periodicity in a sequence of photon arrival times, which occurs, for example, in attempting to detect gamma-ray pulsars. A particular focus is on how auxiliary information, typically source…
In the frequency power spectral density, periodic oscillations appear as a Dirac comb at integer multiples of the frequency of the period. In weakly nonlinear systems or systems close to the primary instability threshold, the periodicity…
Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…
We examine the properties of an excess power method to detect gravitational waves in interferometric detector data. This method is designed to detect short-duration (< 0.5 s) burst signals of unknown waveform, such as those from supernovae…
Many astrophysical phenomena are time-varying, in the sense that their brightness change over time. In the case of periodic stars, previous approaches assumed that changes in period, amplitude, and phase are well described by either…
Estimating the probability distribution 'q' governing the behaviour of a certain variable by sampling its value a finite number of times most typically involves an error. Successive measurements allow the construction of a histogram, or…
We consider the phase retrieval problem, in which the observer wishes to recover a $n$-dimensional real or complex signal $\mathbf{X}^\star$ from the (possibly noisy) observation of $|\mathbf{\Phi} \mathbf{X}^\star|$, in which…
The power spectrum (PS) of the density field in supersonic turbulence is a fundamental quantity that characterizes the statistical properties of the structures formed in compressible flows. It is also widely used to estimate the Mach number…
The analysis of panel count data has garnered considerable attention in the literature, leading to the development of multiple statistical techniques. In inferential analysis, most works focus on leveraging estimating equation-based…
In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…
New time-series analysis tools are needed in disciplines as diverse as astronomy, economics and meteorology. In particular, the increasing rate of data collection at multiple wavelengths requires new approaches able to handle these data.…
Pulsar Timing Arrays have yet to convincingly observe gravitational waves. Some time ago it was pointed out by one of the authors that a dramatic enhancement of the signal would take place for particular values of the angle subtended by the…
A novel approach towards the spectral analysis of stationary random bivariate signals is proposed. Using the Quaternion Fourier Transform, we introduce a quaternion-valued spectral representation of random bivariate signals seen as…
A stochastic model for intermittent fluctuations due to a super-position of uncorrelated Lorentzian pulses is presented. For constant pulse duration, this is shown to result in an exponential power spectral density for the stationary…
Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…
The distribution of the sum of r-th power of standard normal random variables is a generalization of the chi-squared distribution. In this paper, we represent the probability density function of the random variable by an one-dimensional…
We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…
This paper studies a spectrum estimation method for the case that the samples are obtained at a rate lower than the Nyquist rate. The method is referred to as the correlogram for undersampled data. The algorithm partitions the spectrum into…
Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…