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Related papers: Stochastic Time-Series Spectroscopy

200 papers

Time Series Classification (TSC) has drawn a lot of attention in literature because of its broad range of applications for different domains, such as medical data mining, weather forecasting. Although TSC algorithms are designed for…

Machine Learning · Computer Science 2021-10-12 Syed Rawshon Jamil

Phase separation and coarsening is a phenomenon commonly seen in binary physical and chemical systems that occur in nature. Often times, thermal fluctuations, modeled as stochastic noise, are present in the system and the phase segregation…

Soft Condensed Matter · Physics 2017-04-19 Prerna Gera , David Salac

Stochastic resonance (SR) is a prominent phenomenon in many natural and engineered noisy system, whereby the response to a periodic forcing is greatly amplified when the intensity of the noise is tuned to within a specific range of values.…

Statistical Mechanics · Physics 2019-12-25 Valerio Lucarini

Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Lantian Zhang , Bo Wahlberg , Silun Zhang

Although it is widely understood that pulsar timing observations generally contain time-correlated stochastic signals (TCSSs; red timing noise is of this type), most data analysis techniques that have been developed make an assumption that…

Instrumentation and Methods for Astrophysics · Physics 2015-06-04 Rutger van Haasteren , Yuri Levin

We propose an informal test for stationarity in a time series which checks for the compatibility of nonlinear approximations to the dynamics made in different segments of the sequence. The segments are compared directly, rather than via…

chao-dyn · Physics 2009-10-31 Thomas Schreiber

We discuss the possibility of applying some standard statistical methods (the least square method, the maximum likelihood method, the method of statistical moments for estimation of parameters) to deterministically chaotic low-dimensional…

Data Analysis, Statistics and Probability · Physics 2009-11-10 V. F. Pisarenko , D. Sornette

This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…

Methodology · Statistics 2019-10-29 Zeda Li , Ori Rosen , Fabio Ferrarelli , Robert T. Krafty

Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…

Condensed Matter · Physics 2009-10-28 Malte Henkel , Enzo Orlandini , Gunter M. Schütz

Qubit noise spectroscopy is an important tool for the experimental investigation of open quantum systems. However, conventional techniques for noise spectroscopy are time-consuming, because they require measurements of the noise spectral…

Quantum Physics · Physics 2025-06-24 Kaixin Huang , Demitry Farfurnik , Alireza Seif , Mohammad Hafezi , Yi-Kai Liu

Continuous variable quantum state tomography is one of the most powerful techniques to study the properties of light fields in quantum optics. However, the need for a fixed phase reference has so far prevented widespread usage in other…

Optics · Physics 2020-02-24 Johannes Thewes , Carolin Lüders , Marc Aßmann

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

Inferring stellar parameters and chemical abundances by forward modeling stellar spectra usually requires a spectral synthesis code, or an emulator constructed from a curated training set. In these situations continuum normalization is…

Solar and Stellar Astrophysics · Physics 2026-01-29 Andrew R. Casey , Adam Wheeler , Megan Bedell , David W. Hogg , Andrew Sayjdari , Lily Zhao

A multispeckle technique for efficiently measuring correctly ensemble-averaged intensity autocorrelation functions of scattered light from non-ergodic and/or non-stationary systems is described. The method employs a CCD camera as a…

Soft Condensed Matter · Physics 2009-11-07 Virgile. Viasnoff , Francois Lequeux , D. J. Pine

Effective stochastic resonance (SR) is numerically and analytically studied using a model with coupled two particles exposed to heterogeneous, i.e., particles dependent, amplitude of noise. Compared to previous SR models of single particle…

Statistical Mechanics · Physics 2010-04-28 Shogo Torigoe , Ryosuke Kawai , Kazuhiro Yoshida , Akinori Awazu , Hiraku Nishimori

The transient time correlation function (TTCF) method is widely used in molecular fluids to compute non-equilibrium transport quantities, providing improved signal-to-noise ratios in ensemble averages without requiring prohibitively large…

Chaotic Dynamics · Physics 2026-03-30 Manuel Santos-Gutierrez , Valerio Lucarini , John Moroney , Niccolo Zagli

This paper studies high-dimensional curve time series with common stochastic trends. A dual functional factor model structure is adopted with a high-dimensional factor model for the observed curve time series and a low-dimensional factor…

Econometrics · Economics 2025-09-16 Degui Li , Yu-Ning Li , Peter C. B. Phillips

Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent, but numerically…

Statistics Theory · Mathematics 2017-03-17 Yasutaka Shimizu