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Physiologic signals have properties across multiple spatial and temporal scales, which can be shown by the complexity-analysis of the coarse-grained physiologic signals by scaling techniques such as the multiscale. Unfortunately, the…

Machine Learning · Computer Science 2020-11-10 Jiawei Yang , Jeffrey M. Hausdorff

It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We propose a new method called multifractal detrended…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Wei-Xing Zhou

As high-dimensional and high-frequency data are being collected on a large scale, the development of new statistical models is being pushed forward. Functional data analysis provides the required statistical methods to deal with large-scale…

Statistics Theory · Mathematics 2020-07-08 Israel Martínez-Hernández , Marc G. Genton

When methods of moments are used for identification of power spectral densities, a model is matched to estimated second order statistics such as, e.g., covariance estimates. If the estimates are good there is an infinite family of power…

Optimization and Control · Mathematics 2011-04-12 Per Enqvist

INTEGRAL observations provide a large amount of data on accreting binary systems. The interpretation of the spectral emission of these sources needs timing analysis and phase resolved spectroscopy, which are really cumbersome tasks if…

Astrophysics · Physics 2007-09-27 A. Segreto , C. Ferrigno

We consider the problem of reconstructing two signals from the autocorrelation and cross-correlation measurements. This inverse problem is a fundamental one in signal processing, and arises in many applications, including phase retrieval…

Information Theory · Computer Science 2016-10-11 Kishore Jaganathan , Babak Hassibi

The correlated behavior of electrons determines the structure and optical properties of molecules, semiconductor and other systems. Valuable information on these correlations is provided by measuring the response to femtosecond laser…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Shaul Mukamel , Rafal Oszwaldowski , Lijun Yang

We examine power spectrum estimation from wide-sense stationary signals received at different wireless sensors. We organize multiple sensors into several groups, where each group estimates the temporal correlation only at particular lags,…

Spectral Theory · Mathematics 2016-11-17 Dyonisius Dony Ariananda , Daniel Romero , Geert Leus

Auto- and cross-spectral density functions for dynamic {random} fields and power are derived. These are based on first- and second-order Pad\'{e} approximants of correlation functions expanded in terms of spectral moments. The second-order…

Classical Physics · Physics 2024-04-04 Luk R. Arnaut

The problem of phase retrieval is a classic one in optics and arises when one is interested in recovering an unknown signal from the magnitude (intensity) of its Fourier transform. While there have existed quite a few approaches to phase…

Information Theory · Computer Science 2015-10-28 Kishore Jaganathan , Yonina C. Eldar , Babak Hassibi

The direction and magnitude of energy transfer between turbulence scale brought about by external forcing on a turbulent boundary layer are uncovered through the bispectrum, bicoherence, and biphase. The bispectrum is a third-order,…

Fluid Dynamics · Physics 2025-11-18 Clayton P. Byers , Subrahmanyam Duvvuri

Phase reversal occurs in the propagation of an electromagnetic wave in a negatively refracting medium or a phase-conjugate interface. Here we report the experimental observation of phase reversal diffraction without the above devices. Our…

Quantum Physics · Physics 2015-05-13 Su-Heng Zhang , Shu Gan , De-Zhong Cao , Jun Xiong , Xiangdong Zhang , Kaige Wang

Accurate estimation for extent of cross{sectional dependence in large panel data analysis is paramount to further statistical analysis on the data under study. Grouping more data with weak relations (cross{sectional dependence) together…

Econometrics · Economics 2019-04-16 Jiti Gao , Guangming Pan , Yanrong Yang , Bo Zhang

We use analytical examples and asymptotic forms to examine the mathematical structure and physical meaning of the seismic cross correlation measurement. We show that in general, cross correlations are not Green's functions of medium, and…

Earth and Planetary Astrophysics · Physics 2015-06-11 Shravan M. Hanasoge

While extracting the temporal dynamical features based on the time-frequency analyses, like the reassignment and synchrosqueezing transform, attracts more and more interest in bio-medical data analysis, we should be careful about artifacts…

Applications · Statistics 2015-12-16 Yu-Ting Lin , Patrick Flandrin , Hau-tieng Wu

Power spectrum estimation is an important tool in many applications, such as the whitening of noise. The popular multitaper method enjoys significant success, but fails for short signals with few samples. We propose a statistical model…

Statistics Theory · Mathematics 2018-12-10 Joakim Andén , Amit Singer

The one-dimensional phase retrieval problem consists in the recovery of a complex-valued signal from its Fourier intensity. Due to the well-known ambiguousness of this problem, the determination of the original signal within the extensive…

Numerical Analysis · Mathematics 2021-03-19 Robert Beinert

Photoacoustic spectral analysis is a novel tool for studying various parameters affecting signals in Photoacoustic microscopy. But only observing frequency components of photoacoustic signals doesn't make enough data for a desirable…

Computational Engineering, Finance, and Science · Computer Science 2018-05-17 Hossein Ghadiri , Mohammad Reza Fouladi , Arman Rahmim

This article discusses a generalization of the 1-dimensional multi-reference alignment problem. The goal is to recover a hidden signal from many noisy observations, where each noisy observation includes a random translation and random…

Signal Processing · Electrical Eng. & Systems 2021-07-06 Matthew Hirn , Anna Little

Signal processing of uniformly spaced data from stationary stochastic processes with missing samples is investigated. Besides randomly and independently occurring outliers also correlated data gaps are investigated. Non-parametric…

Signal Processing · Electrical Eng. & Systems 2023-04-28 Nils Damaschke , Volker Kühn , Holger Nobach
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