Related papers: A Frequency Domain Test for Propriety of Complex-V…
Interest in functional time series has spiked in the recent past with papers covering both methodology and applications being published at a much increased pace. This article contributes to the research in this area by proposing a new…
Analyzing time series in the frequency domain enables the development of powerful tools for investigating the second-order characteristics of multivariate processes. Parameters like the spectral density matrix and its inverse, the coherence…
A useful approach for analysing multiple time series is via characterising their spectral density matrix as the frequency domain analog of the covariance matrix. When the dimension of the time series is large compared to their length,…
Frequency domain spectroscopy allows an experimenter to establish optical properties of solids in a wide frequency band including the technically challenging 10 THz region, and in other bands enables metrological comparison between…
This paper examines the problem of testing whether a discrete time-series vector contains a periodic signal or is merely noise. To do this we examine the stochastic behaviour of the maximum intensity of the observed time-series vector and…
In this paper, we address the problem of detection, in the frequency domain, of a M-dimensional time series modeled as the output of a M x K MIMO filter driven by a K-dimensional Gaussian white noise, and disturbed by an additive…
The spectral density matrix is a fundamental object of interest in time series analysis, and it encodes both contemporary and dynamic linear relationships between component processes of the multivariate system. In this paper we develop…
Dimension reduction techniques for multivariate time series decompose the observed series into a few useful independent/orthogonal univariate components. We develop a spectral domain method for multivariate second-order stationary time…
A technique for calculation of variability coherence at different timescales performed directly in the time domain is introduced. Simulations are made to compare the coherence spectrum derived by the time domain technique with the coherence…
In this study, we perform some analysis for the probability distributions in the space of frequency and time variables. However, in the domain of high frequencies, it behaves in such a way as the highly non-linear dynamics. The wavelet…
Frequency-domain analysis has emerged as a powerful paradigm for time series analysis, offering unique advantages over traditional time-domain approaches while introducing new theoretical and practical challenges. This survey provides a…
Complex-valued Gaussian processes are used in Bayesian frequency-domain system identification as prior models for regression. If each realization of such a process were an $H_\infty$ function with probability one, then the same model could…
A key factor that generates significant interest in reset control systems, especially within industrial contexts, is their potential to be designed using a frequency-domain loop-shaping procedure. On the other hand, formulating and…
This paper analyzes the detection of a M-dimensional useful signal modeled as the output of a M xK MIMO filter driven by a K-dimensional white Gaussian noise, and corrupted by a M-dimensional Gaussian noise with mutually uncorrelated…
This chapter discusses correlation analysis of stationary multivariate Gaussian time series in the spectral or Fourier domain. The goal is to identify the hub time series, i.e., those that are highly correlated with a specified number of…
The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a new set of statistical tests for time series irreversibility based on standard and horizontal visibility graphs. Specifically,…
Impropriety testing for complex-valued vector has been considered lately due to potential applications ranging from digital communications to complex media imaging. This paper provides new results for such tests in the asymptotic regime,…
We describe here an experimental technique based on the acoustic scattering phenomenon allowing the direct probing of the vorticity field in a turbulent flow. Using time-frequency distributions, recently introduced in signal analysis…
This paper considers the problem of testing temporal homogeneity of $p$-dimensional population mean vectors from the repeated measurements of $n$ subjects over $T$ times. To cope with the challenges brought by high-dimensional longitudinal…
We propose a general, modular method for significance testing of groups (or clusters) of variables in a high-dimensional linear model. In presence of high correlations among the covariables, due to serious problems of identifiability, it is…