Related papers: A multifractal surrogate data generation algorithm…
The method of surrogates is widely used in the field of nonlinear data analysis for testing for weak nonlinearities. The two most commonly used algorithms for generating surrogates are the amplitude adjusted Fourier transform (AAFT) and the…
We propose an extension to multivariate time series of the phase-randomized Fourier-transform algorithm for generating surrogate data. Such surrogate data sets must mimic not only the autocorrelations of each of the variables in the…
Generative artificial intelligence methods are employed for the first time to construct a surrogate model for plasma turbulence that enables long time transport simulations. The proposed GAIT (Generative Artificial Intelligence Turbulence)…
The schemes for the generation of surrogate data in order to test the null hypothesis of linear stochastic process undergoing nonlinear static transform are investigated as to their consistency in representing the null hypothesis. In…
Hypothesis testing based on surrogate data has emerged as a popular way to test the null hypothesis that a signal is a realization of a linear stochastic process. Typically, this is done by generating surrogates which are made to conform to…
An algorithm is presented to update the multi-fractal spectrum of a time series in constant time when new data arrives. The discrete wavelet transform (DWT) of the time series is first updated for the new data value. This is done optimally…
The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only isolated…
Turbulent flows have historically presented formidable challenges to predictive computational modeling. Traditional numerical simulations often require vast computational resources, making them infeasible for numerous engineering…
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…
In deep time series forecasting, the Fourier Transform (FT) is extensively employed for frequency representation learning. However, it often struggles in capturing multi-scale, time-sensitive patterns. Although the Wavelet Transform (WT)…
This research presents a new turbulence generation method based on stochastic wavelets and tests its various properties in both homogeneous and inhomogeneous turbulence. Turbulence field can be generated with less basis compared to previous…
The increasing sophistication of wind turbine design and control generates a need for high-quality data. Therefore, the relatively limited set of measured wind data may be extended with computer-generated surrogate data, e.g. to make…
A new method is introduced to create artificial time sequences that fulfil given constraints but are random otherwise. Constraints are usually derived from a measured signal for which surrogate data are to be generated. They are fulfilled…
Solving multiphysics-based inverse problems for geological carbon storage monitoring can be challenging when multimodal time-lapse data are expensive to collect and costly to simulate numerically. We overcome these challenges by combining…
We introduce a novel model called GAMMT (Generative Ambiguity Models using Multiple Transformers) for sequential data that is based on sets of probabilities. Unlike conventional models, our approach acknowledges that the data generation…
Irregularly sampled multivariate event streams remain a stubbornly difficult modality for generative modeling: tokenization-based approaches break down when inter-event intervals vary by orders of magnitude, and neural temporal point…
Seismic wave generation creates labeled waveform datasets for source parameter inversion, subsurface analysis, and, notably, training artificial intelligence seismology models. Traditionally, seismic wave generation has been time-consuming,…
Plasma turbulence simulations are often computationally expensive with delicate numerical stability. Yet, long simulations are needed to generate uncorrelated turbulence data for studies such as microwave scattering through density…
Wall-bounded turbulent flows are chaotic and multiscale, rendering real-time prediction at high Reynolds numbers computationally prohibitive in applications such as wind farms. Classical data assimilation methods are based on repeated…
We present a simple stochastic algorithm for generating multiplicative processes with multiscaling both in space and in time. With this algorithm we are able to reproduce a synthetic signal with the same space and time correlation as the…