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Denoising and filtering are widely used in routine seismic-data-processing to improve the signal-to-noise ratio (SNR) of recorded signals and by doing so to improve subsequent analyses. In this paper we develop a new denoising/decomposition…

Geophysics · Physics 2020-01-08 Weiqiang Zhu , S. Mostafa Mousavi , Gregory C. Beroza

We describe a novel method for removing noise (in wavelet domain) of unknown variance from microarrays. The method is based on a smoothing of the coefficients of the highest subbands. Specifically, we decompose the noisy microarray into…

Signal Processing · Electrical Eng. & Systems 2018-08-01 Mario Mastriani , Alberto. E. Giraldez

Tensor regression is an important tool for tensor data analysis, but existing works have not considered the impact of outliers, making them potentially sensitive to such data points. This paper proposes a low tubal rank robust regression…

Methodology · Statistics 2026-05-11 Zihao Song , Jicai Liu , Heng Lian , Weihua Zhao

The paper describes the deep learning approach for forecasting non-stationary time series with using time trend correction in a neural network model. Along with the layers for predicting sales values, the neural network model includes a…

Machine Learning · Computer Science 2022-05-25 Bohdan M. Pavlyshenko

Time series forecasting presents significant challenges in real-world applications across various domains. Building upon the decomposition of the time series, we enhance the architecture of machine learning models for better multivariate…

Machine Learning · Computer Science 2026-02-24 Sanjeev Panta , Xu Yuan , Li Chen , Nian-Feng Tzeng

In the nonlinear prediction of scalar time series, the common practice is to reconstruct the state space using time-delay embedding and apply a local model on neighborhoods of the reconstructed space. The method of false nearest neighbors…

Chaotic Dynamics · Physics 2008-09-15 I. Vlachos , D. Kugiumtzis

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen

A novel method for noise reduction in the setting of curve time series with error contamination is proposed, based on extending the framework of functional principal component analysis (FPCA). We employ the underlying, finite-dimensional…

Methodology · Statistics 2023-07-06 Cees Diks , Bram Wouters

We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

We propose a novel multivariate signal denoising method that performs long-range correlation analysis of multiple modes in input data by considering inherent inter-channel dependencies of the data. That is achieved through a novel and…

Signal Processing · Electrical Eng. & Systems 2023-05-04 Khuram Naveed , Sidra Mukhtar , Naveed ur Rehman

Sparse linear regression methods such as Lasso require a tuning parameter that depends on the noise variance, which is typically unknown and difficult to estimate in practice. In the presence of heavy-tailed noise or adversarial outliers,…

Statistics Theory · Mathematics 2025-06-17 Takeyuki Sasai , Hironori Fujisawa

In many scientific applications, measured time series are corrupted by noise or distortions. Traditional denoising techniques often fail to recover the signal of interest, particularly when the signal-to-noise ratio is low or when certain…

Machine Learning · Computer Science 2022-11-02 Natalie Klein , Amber J. Day , Harris Mason , Michael W. Malone , Sinead A. Williamson

Unlinked regression, in which covariates and responses are observed separately without known correspondence, has recently gained increasing attention. Deconvolution, on the other hand, is a fundamental and challenging problem in…

Statistics Theory · Mathematics 2026-05-19 Fadoua Balabdaoui , Antonio Di Noia , Cécile Durot

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

This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…

Machine Learning · Statistics 2026-05-06 Arnaud Vadeboncoeur , Mark Girolami , Andrew M. Stuart

We introduce a model-agnostic forward diffusion process for time-series forecasting that decomposes signals into spectral components, preserving structured temporal patterns such as seasonality more effectively than standard diffusion.…

Machine Learning · Statistics 2026-02-17 Francisco Caldas , Sahil Kumar , Cláudia Soares

In this work, we propose \texttt{TimeGrad}, an autoregressive model for multivariate probabilistic time series forecasting which samples from the data distribution at each time step by estimating its gradient. To this end, we use diffusion…

Machine Learning · Computer Science 2021-07-09 Kashif Rasul , Calvin Seward , Ingmar Schuster , Roland Vollgraf

Compared with traditional seismic noise attenuation algorithms that depend on signal models and their corresponding prior assumptions, removing noise with a deep neural network is trained based on a large training set, where the inputs are…

Geophysics · Physics 2019-07-23 Siwei Yu , Jianwei Ma , Wenlong Wang

Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…

Methodology · Statistics 2021-09-14 Alex Rodrigo dos Santos Sousa , Nancy Lopes Garcia

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