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We unify the discrete Fourier transform (DFT), discrete cosine transform (DCT), Walsh-Hadamard, Haar wavelet, Karhunen-Lo\`eve transform, and several others along with their continuous counterparts (Fourier transform, Fourier series,…

Signal Processing · Electrical Eng. & Systems 2026-05-19 Mitchell A. Thornton

We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time…

Statistics Theory · Mathematics 2019-11-07 Richard Y. Chen

In this paper, we study a special one dimensional quaternion short-time Fourier transform (QSTFT). Its construction is based on the slice hyperholomorphic Segal-Bargmann transform. We discuss some basic properties and prove different…

Complex Variables · Mathematics 2020-09-02 Antonino De Martino , Kamal Diki

We consider the problem of phase retrieval from magnitudes of short-time Fourier transform (STFT) measurements. It is well-known that signals are uniquely determined (up to global phase) by their STFT magnitude when the underlying window…

Functional Analysis · Mathematics 2021-01-07 Rima Alaifari , Matthias Wellershoff

Vertex-frequency analysis, particularly the windowed graph Fourier transform (WGFT), is a significant challenge in graph signal processing. Tight frame theories is known for its low computational complexity in signal reconstruction, while…

Signal Processing · Electrical Eng. & Systems 2024-12-31 Linbo Shang , Zhichao Zhang

We shed new light on Heisenberg's uncertainty principle in the sense of Beurling, by offering an essentially different proof which permits us to weaken the assumptions substantially, and examples show that the result is sharp. The proof…

Functional Analysis · Mathematics 2013-11-11 Haakan Hedenmalm

Short-time Fourier transform (STFT) phase retrieval refers to the reconstruction of a function $f$ from its spectrogram, i.e., the magnitudes of its short-time Fourier transform $V_gf$ with window function $g$. While it is known that for…

Functional Analysis · Mathematics 2024-11-21 Philipp Grohs , Lukas Liehr , Martin Rathmair

The short-time linear canonical transform (STLCT) can be identified as a generalization of the short-time Fourier transform (STFT). It is a novel time-frequency analysis tool. In this paper, we generalize some different uncertainty…

Signal Processing · Electrical Eng. & Systems 2019-11-06 Wen-Biao Gao , Bing-Zhao Li

Phase retrieval from phaseless short-time Fourier transform (STFT) measurements is known to be inherently unstable when measurements are taken with respect to a single window. While an explicit inversion formula exists, it is useless in…

Functional Analysis · Mathematics 2025-06-19 Rima Alaifari , Yunan Yang

In digital signal processing time-frequency transforms are used to analyze time-varying signals with respect to their spectral contents over time. Apart from the commonly used short-time Fourier transform, other methods exist in literature,…

Signal Processing · Electrical Eng. & Systems 2021-01-19 Stefan Scholl

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…

Machine Learning · Computer Science 2025-08-05 Runze Yang , Longbing Cao , Xin You , Kun Fang , Jianxun Li , Jie Yang

The Special Affine Fourier Transformation or the SAFT generalizes a number of well known unitary transformations as well as signal processing and optics related mathematical operations. Shift-invariant spaces also play an important role in…

Information Theory · Computer Science 2016-01-25 Ayush Bhandari , Ahmed I. Zayed

This paper presents a gradient-based method for on-the-fly optimization for both per-frame and per-frequency window length of the short-time Fourier transform (STFT), related to previous work in which we developed a differentiable version…

Signal Processing · Electrical Eng. & Systems 2023-08-07 Maxime Leiber , Yosra Marnissi , Axel Barrau , Mohammed El Badaoui

As an appropriate analog of the Euclidean short-time Fourier transform, we study a windowed version of the Helgason-Fourier transform on the complex unit ball and translate the theory of modulation/coorbit spaces. As a result, atomic…

Functional Analysis · Mathematics 2019-05-09 Mathias Ionescu-Tira

We show that the frame measure function of a frame in certain reproducing kernel Hilbert spaces on metric measure spaces is given by the reciprocal of the Beurling density of its index set. In addition, we show that each such frame with…

Functional Analysis · Mathematics 2025-12-30 Marcin Bownik , Jordy Timo van Velthoven

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

The nonlinear Fourier transform (NFT), a powerful tool in soliton theory and exactly solvable models, is a method for solving integrable partial differential equations governing wave propagation in certain nonlinear media. The NFT…

Information Theory · Computer Science 2014-10-09 Mansoor I. Yousefi , Frank R. Kschischang

In this paper we propose a scalable version of a state-of-the-art deterministic time-invariant feature extraction approach based on consecutive changes of basis and nonlinearities, namely, the scattering network. The first focus of the…

Machine Learning · Statistics 2017-07-20 Randall Balestriero , Herve Glotin

The properties of the Gabor and Morlet transforms are examined with respect to the Fourier analysis of discretely sampled data. Forward and inverse transform pairs based on a fixed window with uniform sampling of the frequency axis can…

Data Analysis, Statistics and Probability · Physics 2013-07-23 Robert W. Johnson

We consider the classical 1D phase retrieval problem. In order to overcome the difficulties associated with phase retrieval from measurements of the Fourier magnitude, we treat recovery from the magnitude of the short-time Fourier transform…

Information Theory · Computer Science 2015-06-23 Yonina C. Eldar , Pavel Sidorenko , Dustin G. Mixon , Shaby Barel , Oren Cohen