Related papers: On the frequency variogram and on frequency domain…
In many practical applications, spatial data are often collected at areal levels (i.e., block data) and the inferences and predictions about the variable at points or blocks different from those at which it has been observed typically…
Spatio-temporal covariances are important for describing the spatio-temporal variability of underlying random processes in geostatistical data. For second-order stationary processes, there exist subclasses of covariance functions that…
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…
Since many decades, there is a general perception in literature that the Fourier methods are not suitable for the analysis of nonlinear and nonstationary data. In this paper, we propose a Fourier Decomposition Method (FDM) and demonstrate…
Multivariate spatial field data are increasingly common and whose modeling typically relies on building cross-covariance functions to describe cross-process relationships. An alternative viewpoint is to model the matrix of spectral…
In a number of data-driven applications such as detection of arrhythmia, interferometry or audio compression, observations are acquired indistinctly in the time or frequency domains: temporal observations allow us to study the spectral…
In this article, we study the properties of the nonlinear Fourier spectrum in order to gain better control of the temporal support of the signals synthesized using the inverse nonlinear Fourier transform (NFT). In particular, we provide…
Neural ODEs (NODEs) have emerged as powerful tools for modeling time series data, offering the flexibility to adapt to varying input scales and capture complex dynamics. However, they face significant challenges: first, their reliance on…
Spectral analysis provides one of the most effective paradigms for information-preserving dimensionality reduction, as simple descriptions of naturally occurring signals are often obtained via few terms of periodic basis functions. In this…
To address limitations of the graph fractional Fourier transform (GFRFT) Wiener filtering and the traditional joint time-vertex fractional Fourier transform (JFRFT) Wiener filtering, this study proposes a filtering method based on the…
The Discrete Fourier Transform (DFT) is a fundamental computational primitive, and the fastest known algorithm for computing the DFT is the FFT (Fast Fourier Transform) algorithm. One remarkable feature of FFT is the fact that its runtime…
We consider a zero mean discrete time series, and define its discrete Fourier transform at the canonical frequencies. It is well known that the discrete Fourier transform is asymptotically uncorrelated at the canonical frequencies if and if…
Most time series observed in practice exhibit time-varying trend (first-order) and autocovariance (second-order) behaviour. Differencing is a commonly-used technique to remove the trend in such series, in order to estimate the time-varying…
In this paper we propose a scalable version of a state-of-the-art deterministic time-invariant feature extraction approach based on consecutive changes of basis and nonlinearities, namely, the scattering network. The first focus of the…
The common methods of spectral analysis for multivariate ($n$-dimensional) time series, like discrete Frourier transform (FT) or Wavelet transform, are based on Fourier series to decompose discrete data into a set of trigonometric model…
The long therm behavior of chaotic flows is investigated by means of time dependent frequency analysis. The system under test consists of an electrically conducting fluid, confined between two differentially rotating spheres. The spherical…
Understanding and predicting environmental phenomena often requires the construction of spatio-temporal statistical models, which are typically Gaussian processes. A common assumption made on Gaussian processes is that of covariance…
Spectral interference, the frequency counterpart of the beating phenomenon in the time domain, can severely distort time-frequency representations (TFRs) in physical applications. We study this phenomenon for the short-time Fourier…
Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…
Given a time series vector, how can we efficiently compute a specified part of Fourier coefficients? Fast Fourier transform (FFT) is a widely used algorithm that computes the discrete Fourier transform in many machine learning applications.…