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This paper proposes a new multi-linear projection method for denoising and estimation of high-dimensional matrix-variate factor time series. It assumes that a $p_1\times p_2$ matrix-variate time series consists of a dynamically dependent,…

Methodology · Statistics 2025-08-04 Zhaoxing Gao , Ruey S. Tsay

With the rise of critical machine-to-machine applications, next generation wireless communication systems must be designed with strict constraints on the latency and reliability. A key question in this context relates to channel state…

Information Theory · Computer Science 2017-06-06 Sebastian Schiessl , Hussein Al-Zubaidy , Mikael Skoglund , James Gross

High dimensional predictive regressions are useful in wide range of applications. However, the theory is mainly developed assuming that the model is stationary with time invariant parameters. This is at odds with the prevalent evidence for…

Econometrics · Economics 2019-10-09 Kashif Yousuf , Serena Ng

Networked Predictive Control is widely used to mitigate the effect of delays and dropouts in Networked Control Systems, particularly when these exceed the sampling time. A key design choice of these methods is the delay bound, which…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Severin Beger , Yihui Lin , Katarina Stanojevic , Sandra Hirche

Wireless channel propagation parameter estimation forms the foundation of channel sounding, estimation, modeling, and sensing. This paper introduces a Deep Learning approach for joint delay- and Doppler estimation from frequency and time…

Signal Processing · Electrical Eng. & Systems 2025-10-22 Steffen Schieler , Sebastian Semper , Reiner Thomä

Predicting the near-future delay with accuracy for trains is momentous for railway operations and passengers' traveling experience. This work aims to design prediction models for train delays based on Netherlands Railway data. We first…

Machine Learning · Computer Science 2022-05-24 Jin Xu , Weiqi Wang , Zheming Gao , Haochen Luo , Qian Wu

The focus of this paper is on the concurrent reconstruction of both the diffusion and potential coefficients present in an elliptic/parabolic equation, utilizing two internal measurements of the solutions. A decoupled algorithm is…

Numerical Analysis · Mathematics 2023-08-08 Siyu Cen , Zhi Zhou

In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…

Optimization and Control · Mathematics 2016-11-21 Fei Sun , Kamran Turkoglu

Reservoir computing is a recently introduced brain-inspired machine learning paradigm capable of excellent performances in the processing of empirical data. We focus in a particular kind of time-delay based reservoir computers that have…

Dynamical Systems · Mathematics 2014-11-11 Lyudmila Grigoryeva , Julie Henriques , Laurent Larger , Juan-Pablo Ortega

This paper proposes a new Bayesian strategy for the smooth estimation of altimetric parameters. The altimetric signal is assumed to be corrupted by a thermal and speckle noise distributed according to an independent and non identically…

Applications · Statistics 2016-04-20 Abderrahim Halimi , Corinne Mailhes , Jean-Yves Tourneret , Hichem Snoussi

In this paper it is reconsidered the prediction problem in time series framework by using a new non-parametric approach. Through this reconsideration, the prediction is obtained by a weighted sum of past observed data. These weights are…

Machine Learning · Statistics 2021-01-27 Pedro Cadahía , Jose Manuel Bravo Caro

Decision makers often need to rely on imperfect probabilistic forecasts. While average performance metrics are typically available, it is difficult to assess the quality of individual forecasts and the corresponding utilities. To convey…

Machine Learning · Statistics 2021-03-03 Shengjia Zhao , Stefano Ermon

To model time series accurately is important within a wide range of fields. As the world is generally too complex to be modelled exactly, it is often meaningful to assess the probability of a dynamical system to be in a specific state. This…

Machine Learning · Computer Science 2023-03-16 Mari Dahl Eggen , Alise Danielle Midtfjord

This paper proposes a practical and efficient solution for computing convolutions using hybrid dealiasing. It offers an alternative to explicit or implicit dealiasing and includes an optimized hyperparameter tuning algorithm that uses…

Numerical Analysis · Mathematics 2023-06-21 Robert Joseph George , Noel Murasko , John C. Bowman

Harmonic retrieval techniques are the foundation of radio channel sounding, estimation, and modeling. This paper introduces a Deep Learning approach for joint delay- and Doppler estimation from frequency and time samples of a radio channel…

Signal Processing · Electrical Eng. & Systems 2023-12-20 Steffen Schieler , Sebastian Semper , Reza Faramarzahangari , Michael Döbereiner , Christian Schneider , R. Thomä

The paper suggests a method of recovering missing values for sequences, including sequences with a multidimensional index, based on optimal approximation by processes featuring spectrum degeneracy. The problem is considered in the pathwise…

Information Theory · Computer Science 2017-10-31 Nikolai Dokuchaev

The pseudospectrum of a linear time-invariant system is the set in the complex plane consisting of all the roots of the characteristic equation when the system matrices are subjected to all possible perturbations with a given upper bound.…

Systems and Control · Electrical Eng. & Systems 2020-03-19 Suat Gumussoy , Wim Michiels

The goal of model-based diagnosis is to isolate causes of anomalous system behavior and recommend inexpensive repair actions in response. In general, precomputing optimal repair policies is intractable. To date, investigators addressing…

Artificial Intelligence · Computer Science 2013-02-21 Sampath Srinivas , Eric J. Horvitz

Video comprises the vast majority of bits that are generated daily, and is the primary signal driving current innovations in robotics, remote sensing, and wearable technology. Yet, the most powerful video understanding models are too…

Image and Video Processing · Electrical Eng. & Systems 2026-04-03 Dan Jacobellis , Mateen Ulhaq , Fabien Racapé , Hyomin Choi , Neeraja J. Yadwadkar

We show that the same maximum entropy principle applied to recurrence microstates configures a new way to properly compute the time delay necessary to correctly sample a data set. The new method retrieves results obtained using traditional…

Data Analysis, Statistics and Probability · Physics 2020-10-08 Thiago Lima Prado , Vandertone Santos Machado , Gilberto Corso , Gustavo Zampier dos Santos Lima , Sergio Roberto Lopes