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This work addresses fundamental issues related to the structure and conditioning of linear time-delayed models of non-linear dynamics on an attractor. While this approach has been well-studied in the asymptotic sense (e.g. for infinite…

Dynamical Systems · Mathematics 2020-07-27 Shaowu Pan , Karthik Duraisamy

This paper proposes an algorithm to estimate the parameters, including time delay, of continuous time systems based on instrumental variable identification methods. To overcome the multiple local minima of the cost function associated with…

Statistics Theory · Mathematics 2018-07-24 Huong Ha , James S. Welsh , Mazen Alamir

The multipath radio channel is considered to have a non-bandlimited channel impulse response. Therefore, it is challenging to achieve high resolution time-delay (TD) estimation of multipath components (MPCs) from bandlimited observations of…

Signal Processing · Electrical Eng. & Systems 2019-12-11 Tarik Kazaz , Gerard J. M. Janssen , Alle-Jan van der Veen

A technique for timescale analysis of spectral lags performed directly in the time domain is developed. Simulation studies are made to compare the time domain technique with the Fourier frequency analysis for spectral time lags. The time…

Astrophysics · Physics 2014-10-13 T. P. Li , J. L. Qu , H. Feng , L. M. Song , G. Q. Ding , L. Chen

The classical Fourier analysis of a time signal, in the discrete sense, provides the frequency content of signal under the assumption of periodicity. Although the original signal can be exactly recovered using an inverse transform, the time…

Fluid Dynamics · Physics 2026-01-06 Vilas J. Shinde

A common problem to signal processing are biases introduced by correlated noise. When quantifying time delays between two signals, mixed noise introduces a bias towards zero delay in conventional delay estimates based on the cross- or…

Signal Processing · Electrical Eng. & Systems 2025-06-02 Tin Jurhar , Franziska Pellegrini , Ana I. Nuñes del Toro , Tilman Stephani , Guido Nolte , Stefan Haufe

In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in…

Data Structures and Algorithms · Computer Science 2019-11-05 Roni Mateless , Michael Segal , Robert Moskovitch

Predicting the response of nonlinear dynamical systems subject to random, broadband excitation is important across a range of scientific disciplines, such as structural dynamics and neuroscience. Building data-driven models requires…

Machine Learning · Computer Science 2024-09-27 Joseph Massingham , Ole Nielsen , Tore Butlin

A structural vector autoregressive (SVAR) process is a linear causal model for variables that evolve over a discrete set of time points and between which there may be lagged and instantaneous effects. The qualitative causal structure of an…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Jonas Wahl , Andreas Gerhardus , Jakob Runge

This paper addresses the estimation of fractional delay and Doppler shifts in multipath channels that cause doubly selective fading-an essential task for integrated sensing and communication (ISAC) systems in high-mobility environments.…

Signal Processing · Electrical Eng. & Systems 2025-06-24 Yutaka Jitsumatsu , Liangchen Sun

A general framework is presented for analyzing the stability and performance of nonlinear and linear parameter varying (LPV) time delayed systems. First, the input/output behavior of the time delay operator is bounded in the frequency…

Systems and Control · Computer Science 2015-04-13 Harald Pfifer , Peter Seiler

The generalized cross correlation (GCC) is regarded as the most popular approach for estimating the time difference of arrival (TDOA) between the signals received at two sensors. Time delay estimates are obtained by maximizing the GCC…

Audio and Speech Processing · Electrical Eng. & Systems 2020-03-25 Maximo Cobos , Fabio Antonacci , Luca Comanducci , Augusto Sarti

While time-frequency analysis provides rich representations of multicomponent signals, current decomposition methods often overlook the morphological structure where components manifest as distinct regions. This study introduces…

Signal Processing · Electrical Eng. & Systems 2025-11-26 Wei Zhou , Wei-Jian Li , Desen Zhu , Hongbin Xu , Wei-Xin Ren

This paper focuses on causal structure estimation from time series data in which measurements are obtained at a coarser timescale than the causal timescale of the underlying system. Previous work has shown that such subsampling can lead to…

Artificial Intelligence · Computer Science 2016-07-14 Antti Hyttinen , Sergey Plis , Matti Järvisalo , Frederick Eberhardt , David Danks

Causal inference on time series data is a challenging problem, especially in the presence of unobserved confounders. This work focuses on estimating the causal effect between two time series that are confounded by a third, unobserved time…

Machine Learning · Statistics 2024-11-19 Felix Schur , Jonas Peters

Time lags are ubiquitous in biophysiological processes and more generally in real-world complex networks. It has been recently proposed to use information-theoretic tools such as transfer entropy to detect and estimate a possible delay in…

Statistical Mechanics · Physics 2018-10-03 M. L. Rosinberg , G. Tarjus , T. Munakata

We present a filtering technique that can be applied to individual baselines of wide-bandwidth, wide-field interferometric data to geometrically select regions on the celestial sphere that contain primary calibration sources. The technique…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 Aaron R. Parsons , Donald C. Backer

Fiber-delay measurement is one of the key fundamental technologies in numerous fields. Here we propose and experimentally demonstrate a high-precision and concise optical time delay measurement system based on the technique of linear…

Optics · Physics 2023-12-19 Yufei Zhang , Ziyang Chen , Dongrui Yu , Jialin Niu , Xing Chen , Hong Guo

The covariance function and the variogram play very important roles in modelling and in prediction of spatial and spatio-temporal data. The assumption of second order stationarity, in space and time, is often made in the analysis of spatial…

Statistics Theory · Mathematics 2016-10-20 T. Subba Rao , Gy. Terdik

Dynamic causal discovery in wireless networks is essential due to evolving interference, fading, and mobility, which complicate traditional static causal models. This paper addresses causal inference challenges in dynamic fading wireless…

Machine Learning · Computer Science 2025-11-11 Oluwaseyi Giwa