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Epileptic biomarkers play a crucial role in identifying the origin of seizures, an essential aspect of pre-surgical planning for epilepsy treatment. These biomarkers can vary significantly over time. By studying these temporal fluctuations,…

Signal Processing · Electrical Eng. & Systems 2025-11-11 Mehdi Zekriyapanah Gashti , Mostafa Mohammadpour , Hassan Eshkiki , Vahid Ghanbarizadeh

We propose a novel approach that allows to calculate Hilbert transform based complex correlation for unevenly spaced data. This method is especially suitable for high frequency trading data, which are of a particular interest in finance.…

Statistical Finance · Quantitative Finance 2018-03-14 Mateusz Wilinski , Yuichi Ikeda , Hideaki Aoyama

A point process for event arrivals in high frequency trading is presented. The intensity is the product of a Hawkes process and high dimensional functions of covariates derived from the order book. Conditions for stationarity of the process…

Trading and Market Microstructure · Quantitative Finance 2026-05-12 Luca Mucciante , Alessio Sancetta

Electrophysiological observation plays a major role in epilepsy evaluation. However, human interpretation of brain signals is subjective and prone to misdiagnosis. Automating this process, especially seizure detection relying on scalp-based…

Machine Learning · Computer Science 2018-07-06 David Ahmedt-Aristizabal , Clinton Fookes , Kien Nguyen , Sridha Sridharan

This study explores the concept of high-density anomalies. As opposed to the traditional concept of anomalies as isolated occurrences, high-density anomalies are deviant cases positioned in the most normal regions of the data space. Such…

Machine Learning · Computer Science 2021-04-06 Ralph Foorthuis

We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor…

Methodology · Statistics 2021-03-09 Xiaodong Wang , Fushing Hsieh

This paper presents a general framework for modeling dependence in multivariate time series. Its fundamental approach relies on decomposing each signal in a system into various frequency components and then studying the dependence…

Methodology · Statistics 2021-04-01 Hernando Ombao , Marco Pinto

In this paper, a genetic algorithm-based frequency-domain feature search (GAFDS) method is proposed for the electroencephalogram (EEG) analysis of epilepsy. In this method, frequency-domain features are first searched and then combined with…

Machine Learning · Computer Science 2017-01-24 Tingxi Wen , Zhongnan Zhang

Given nonstationary data, one generally wants to extract the trend from the noise by smoothing or filtering. However, it is often important to delineate a third intermediate category, that we call high frequency (HF) features: this is the…

Signal Processing · Electrical Eng. & Systems 2019-12-02 Mathieu Mezache , Marc Hoffmann , Human Rezaei , Marie Doumic

A data-driven model identification strategy is developed for dynamical systems near a supercritical Hopf bifurcation with nonautonomous inputs. This strategy draws on phase-amplitude reduction techniques, leveraging an analytical…

Dynamical Systems · Mathematics 2024-05-07 Dan Wilson

Epileptic seizures are neurological disorders characterized by abnormal and excessive electrical activity in the brain, resulting in recurrent seizure events. Electroencephalogram (EEG) signals are widely used for seizure diagnosis due to…

Machine Learning · Computer Science 2026-04-02 Ferdaus Anam Jibon , Fazlul Hasan Siddiqui , F. Deeba , Gahangir Hossain

Monitoring complex systems results in massive multivariate time series data, and anomaly detection of these data is very important to maintain the normal operation of the systems. Despite the recent emergence of a large number of anomaly…

Machine Learning · Computer Science 2021-06-14 Liwei Deng , Xuanhao Chen , Yan Zhao , Kai Zheng

Neural oscillations are considered to be brain-specific signatures of information processing and communication in the brain. They also reflect pathological brain activity in neurological disorders, thus offering a basis for diagnoses and…

Neurons and Cognition · Quantitative Biology 2023-10-23 Tena Dubcek , Debora Ledergerber , Jana Thomann , Giovanna Aiello , Marc Serra-Garcia , Lukas Imbach , Rafael Polania

This work presents a new approach, called MISFIT, for fitting generalized functional linear regression models with sparsely and irregularly sampled data. Current methods do not allow for consistent estimation unless one assumes that the…

Methodology · Statistics 2022-05-10 Justin Petrovich , Matthew Reimherr , Carrie Daymont

The healthcare landscape is moving from the reactive interventions focused on symptoms treatment to a more proactive prevention, from one-size-fits-all to personalized medicine, and from centralized to distributed paradigms. Wearable IoT…

Neural and Evolutionary Computing · Computer Science 2022-05-17 Una Pale , Tomas Teijeiro , David Atienza

Seizures are one of the defining symptoms in patients with epilepsy, and due to their unannounced occurrence, they can pose a severe risk for the individual that suffers it. New research efforts are showing a promising future for the…

Machine Learning · Computer Science 2021-08-09 Carlos H. Mendoza-Cardenas , Austin J. Brockmeier

The diagnosis of epilepsy generally includes a visual inspection of EEG recorded data by the Neurologist, with the purpose of checking the occurrence of transient waveforms called interictal epileptiform discharges. These waveforms have…

Computer Vision and Pattern Recognition · Computer Science 2016-06-08 Andre Rosado , Agostinho C Rosa

This paper considers the problem of detecting nonstationary phenomena, and chirps in particular, from very noisy data. Chirps are waveforms of the very general form A(t) exp(i\lambda \phi(t)), where \lambda is a (large) base frequency, the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Emmanuel J. Candes , Philip R. Charlton , Hannes Helgason

This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…

Methodology · Statistics 2019-10-29 Zeda Li , Ori Rosen , Fabio Ferrarelli , Robert T. Krafty

Electroencephalography produces high-dimensional, stochastic data from which it might be challenging to extract high-level knowledge about the phenomena of interest. We address this challenge by applying the framework of variational…

Machine Learning · Computer Science 2022-08-18 Maksim Zhdanov , Saskia Steinmann , Nico Hoffmann