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We derive an integral expression for the plane-wave expansion of the time-varying (nonstationary) random field inside a mode-stirred reverberation chamber. It is shown that this expansion is a so-called oscillatory process, whose kernel can…

Optics · Physics 2015-05-18 Luk R. Arnaut

In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop a bootstrap assisted test based on a Kolmogorov-Smirnov type statistic, which…

Statistics Theory · Mathematics 2013-12-06 Ruprecht Puchstein , Philip Preuß

This letter is focused on the design and analysis of computational wideband time-reversal imaging algorithms, designed to be adaptive with respect to the noise levels pertaining to the frequencies being employed for scene probing. These…

Information Theory · Computer Science 2017-06-28 D. Ciuonzo

I describe an approach to fitting and comparison of radio spectra based on Bayesian analysis and realised using a new implementation of the nested sampling algorithm. Such an approach improves on the commonly used maximum-likelihood fitting…

Instrumentation and Methods for Astrophysics · Physics 2009-12-14 Bojan Nikolic

This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for irregularly-spaced observations for the first time, while…

Statistics Theory · Mathematics 2025-03-19 Henry Antonio Palasciano , Marina I. Knight , Guy P. Nason

The dynamic range is an important parameter which measures the spread of sound power, and for music signals it is a measure of recording quality. There are various descriptive measures of sound power, none of which has strong statistical…

Applications · Statistics 2018-02-15 Pietro Coretto , Francesco Giordano

The data analysis of space-based gravitational wave detectors like Taiji faces significant challenges from non-stationary noise, which compromises the efficacy of traditional frequency-domain analysis. This work proposes a unified framework…

General Relativity and Quantum Cosmology · Physics 2025-06-23 Minghui Du , Ziren Luo , Peng Xu

Bayesian optimization has shown to be a fundamental global optimization algorithm in many applications: ranging from automatic machine learning, robotics, reinforcement learning, experimental design, simulations, etc. The most popular and…

Machine Learning · Computer Science 2015-06-09 Ruben Martinez-Cantin

The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…

Chaotic Dynamics · Physics 2007-05-23 V. V. Zverev

Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…

Methodology · Statistics 2022-12-02 Fabian Mies

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

This contribution is a follow-up of a recent paper by the authors on adaptive, non-linear time-frequency transforms, focusing on the STFT based transforms. The adaptivity is provided by a focus function, that depends on the analyzed…

Classical Analysis and ODEs · Mathematics 2025-06-11 Pierre Warion , Bruno Torrésani

Information from frequency bands in biomedical time series provides useful summaries of the observed signal. Many existing methods consider summaries of the time series obtained over a few well-known, pre-defined frequency bands of…

Methodology · Statistics 2023-01-11 Raanju R. Sundararajan , Scott A. Bruce

A novel approach towards the spectral analysis of stationary random bivariate signals is proposed. Using the Quaternion Fourier Transform, we introduce a quaternion-valued spectral representation of random bivariate signals seen as…

Methodology · Statistics 2017-11-22 Julien Flamant , Nicolas Le Bihan , Pierre Chainais

The principle of stationary phase (PSP) is re-examined in the context of linear time-frequency (TF) decomposition using Gaussian, gammatone and gammachirp filters at uniform, logarithmic and cochlear spacings in frequency. This necessitates…

Information Theory · Computer Science 2016-11-17 Bernard Mulgrew

The main goal of this paper is to estimate the regional acoustic and geoacoustic shallow-water environment from data collected by a vertical hydrophone array and transmitted by distant time-harmonic point sources. We aim at estimating the…

Analysis of PDEs · Mathematics 2019-09-04 Laure Dumaz , Josselin Garnier , Guilhem Lepoultier

In neural audio signal processing, pitch conditioning has been used to enhance the performance of synthesizers. However, jointly training pitch estimators and synthesizers is a challenge when using standard audio-to-audio reconstruction…

Sound · Computer Science 2024-01-17 Bernardo Torres , Geoffroy Peeters , Gaël Richard

We study the stationary and nonstationary measurement of a classical force driving a mechanical oscillator coupled to an electromagnetic cavity under two-tone driving. For this purpose, we develop a theoretical framework based on the…

Quantum Physics · Physics 2020-11-26 D. N. Bernal-García , H. Vinck-Posada , M. J. Woolley

Many studies of biomedical time series signals aim to measure the association between frequency-domain properties of time series and clinical and behavioral covariates. However, the time-varying dynamics of these associations are largely…

Methodology · Statistics 2016-10-05 Scott A. Bruce , Martica H. Hall , Daniel J. Buysse , Robert T. Krafty

Stationarity is a cornerstone in classical signal processing (CSP) for modeling and characterizing various stochastic signals for the ensuing analysis. However, in many complex real world scenarios, where the stochastic process lies over an…

Signal Processing · Electrical Eng. & Systems 2021-11-25 Amin Jalili , Chong-Yung Chi