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Fitting parametric models by optimizing frequency domain objective functions is an attractive approach of parameter estimation in time series analysis. Whittle estimators are a prominent example in this context. Under weak conditions and…

Statistics Theory · Mathematics 2021-07-26 Jens-Peter Kreiss , Efstathios Paparoditis

In certain types of robust control techniques, it is common having to deal with control problems where the specifications, described in the time domain, need to be translated to the frequency domain. This usually happens in techniques, such…

Systems and Control · Computer Science 2016-04-27 Javier Joglar-Alcubilla

We propose a new family of test signals for acoustic measurements such as impulse response, nonlinearity, and the effects of background noise. The proposed family complements difficulties in existing families, the Swept-Sine (SS),…

Audio and Speech Processing · Electrical Eng. & Systems 2021-02-16 Hideki Kawahara , Ken-Ichi Sakakibara , Mitsunori Mizumachi , Hideki Banno , Masanori Morise , Toshio Irino

We address the problem of estimating time and frequency shifts of a known waveform in the presence of multiple measurement vectors (MMVs). This problem naturally arises in radar imaging and wireless communications. Specifically, a signal…

Information Theory · Computer Science 2021-03-01 Maral Safari , Sajad Daei , Farzan Haddadi

We present a unifying approach to multiple testing procedures for sequential (or streaming) data by giving sufficient conditions for a sequential multiple testing procedure to control the familywise error rate (FWER), extending to the…

Methodology · Statistics 2015-02-25 Jay Bartroff , Jinlin Song

Gravitational-wave parameter estimation is only as good as the theory the waveform generation models are based upon. It is therefore crucial to test General Relativity (GR) once data becomes available. Many previous works, such as studies…

General Relativity and Quantum Cosmology · Physics 2015-06-11 Cédric Huwyler , Edward K. Porter , Philippe Jetzer

Fully coherent searches (over realistic ranges of parameter space and year-long observation times) for unknown sources of continuous gravitational waves are computationally prohibitive. Less expensive hierarchical searches divide the data…

General Relativity and Quantum Cosmology · Physics 2009-10-27 Holger J. Pletsch , Bruce Allen

In the realm of signal processing, frequency and spectrum detection are fundamental tasks that can be computationally intensive. This project leverages the power of FPGAs to perform wavelet analysis on an input signal. The goal is to detect…

Hardware Architecture · Computer Science 2024-12-31 Caleb Hill , Darshika G. Perera

Inverse Compton Scattering (ICS) has gained much attention recently because of its promise for the development of table-top-size X-ray light sources. Precise and fast simulation is an indispensable tool for predicting the radiation property…

Computational Physics · Physics 2022-11-08 Yi-Kai Kan , Franz X. Kärtner , Sabine Le Borne , Daniel Ruprecht , Jens-Peter M. Zemke

Appropriately evaluating the discrepancy between domains is essential for the success of unsupervised domain adaptation. In this paper, we first point out that existing discrepancy measures are less informative when complex models such as…

Machine Learning · Statistics 2019-10-23 Jongyeong Lee , Nontawat Charoenphakdee , Seiichi Kuroki , Masashi Sugiyama

The field of quantum sensing explores the use of quantum phenomena to measure a broad range of physical quantities, of both static and time-dependent types. An important figure of merit for sensing time dependent signals is the spectral…

Quantum Physics · Physics 2019-12-05 Tuvia Gefen , Amit Rotem , Alex Retzker

The recently developed frequency extraction algorithm [G.R. Werner and J.R. Cary, J. Comp. Phys. 227, 5200 (2008)] that enables a simple FDTD algorithm to be transformed into an efficient eigenmode solver is applied to a realistic…

Accelerator Physics · Physics 2015-05-19 T. M. Austin , J. R. Cary , S. Ovtchinnikov , G. R. Werner , L. Bellantoni

Motivated by the gene co-expression pattern analysis, we propose a novel sample quantile-based contingency (squac) statistic to infer quantile associations conditioning on covariates. It features enhanced flexibility in handling variables…

Methodology · Statistics 2018-08-27 Jichun Xie , Ruosha Li

Identifying coherent spatiotemporal patterns generated by complex dynamical systems is a central problem in many science and engineering disciplines. Here, we combine ideas from the theory of operator-valued kernels with delay-embedding…

Data Analysis, Statistics and Probability · Physics 2018-05-24 Dimitrios Giannakis , Joanna Slawinska , Abbas Ourmazd , Zhizhen Zhao

The fundamental frequency is one of the parameters that define power quality. Correctly determining this parameter under the conditions that prevail in modern power grids is crucial. Diagnostic purposes often require an efficient estimation…

Signal Processing · Electrical Eng. & Systems 2026-01-26 Antonio Bracale , Pasquale De Falco , Piotr Kuwałek , Grzegorz Wiczyński

We introduce a new framework for the mean-variance spanning (MVS) hypothesis testing. The procedure can be applied to any test-asset dimension and only requires stationary asset returns and the number of benchmark assets to be smaller than…

Methodology · Statistics 2024-03-27 David Ardia , Sébastien Laurent , Rosnel Sessinou

We consider the problem of bandwidth selection by cross-validation from a sequential point of view in a nonparametric regression model. Having in mind that in applications one often aims at estimation, prediction and change detection…

Statistics Theory · Mathematics 2018-03-20 Ansgar Steland

Time series anomaly detection is critical for system monitoring and risk identification, across various domains, such as finance and healthcare. However, for most reconstruction-based approaches, detecting anomalies remains a challenge due…

Machine Learning · Computer Science 2025-05-13 Wenxin Zhang , Ding Xu , Guangzhen Yao , Xiaojian Lin , Renxiang Guan , Chengze Du , Renda Han , Xi Xuan , Cuicui Luo

Pre-training on time series poses a unique challenge due to the potential mismatch between pre-training and target domains, such as shifts in temporal dynamics, fast-evolving trends, and long-range and short-cyclic effects, which can lead…

Machine Learning · Computer Science 2022-10-18 Xiang Zhang , Ziyuan Zhao , Theodoros Tsiligkaridis , Marinka Zitnik

What is the frequency content of temporal logic formulas? That is, when we monitor a signal against a formula, which frequency bands of the signal are relevant to the logic and should be preserved, and which can be safely discarded? This…

Systems and Control · Electrical Eng. & Systems 2020-09-18 Niraj Basnet , Houssam Abbas
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