Related papers: A note on Herglotz's theorem for time series on fu…
The continuous advances in data collection and storage techniques allow us to observe and record real-life processes in great detail. Examples include financial transaction data, fMRI images, satellite photos, earths pollution distribution…
In this paper we develop statistical inference tools for high dimensional functional time series. We introduce a new concept of physical dependent processes in the space of square integrable functions, which adopts the idea of basis…
There is evidence that taking the time average of the work performed by a thermally isolated system effectively "transforms" the adiabatic process into an isothermal one. This approach allows inherent quantities of adiabatic processes to be…
We prove some infinite series identities for the Hermite functions. From these identities we disprove the Gabor frame set conjecture for Hermite functions of order $4m+2$ and $4m+3$ for $m \in \{0\} \cup \mathbb{N}$. The results hold not…
An approach is presented for making predictions about functional time series. The method is applied to data coming from periodically correlated processes and electricity demand, obtaining accurate point forecasts and narrow prediction bands…
A spectral theory of linear operators on a rigged Hilbert space is applied to Schr\"odinger operators with exponentially decaying potentials and dilation analytic potentials. The theory of rigged Hilbert spaces provides a unified approach…
Time series analysis has become crucial in various fields, from engineering and finance to healthcare and social sciences. Due to their multidimensional nature, time series often need to be embedded into a fixed-dimensional feature space to…
Motivated by the well-known phase-space portrait of the nonlinear pendulum, the purpose of this paper is to obtain convergence rates in the ergodic theorem for flows in the plane that have arbitrarily slow trajectories. Considering bounded…
Time-frequency concentration operators restrict the integral analysis-synthesis formula for the short-time Fourier transform to a given compact domain. We estimate how much the corresponding eigenvalue counting function deviates from the…
In this paper, we introduce TimeGPT, the first foundation model for time series, capable of generating accurate predictions for diverse datasets not seen during training. We evaluate our pre-trained model against established statistical,…
The determination of the time averages of continuous functions, or discrete time sequences is important for various problems in physics and engineering, and the generalized final-value theorems of the Laplace and z-transforms, relevant to…
The Fourier coefficient map is considered as an operator from a weighted Lorentz space on the circle to a weighted Lorentz sequence space. For a large range of Lorentz indices, necessary and sufficient conditions on the weights are given…
We develop a Fourier analysis for a generalization of the class of periodic functions, often referred to as $(\theta, T)$-periodic functions, and prove several properties and inequalities related to the Fourier transform, including a type…
Important information on the structure of complex systems, consisting of more than one component, can be obtained by measuring to which extent the individual components exchange information among each other. Such knowledge is needed to…
This paper is concerned with inference based on the mean function of a functional time series, which is defined as a collection of curves obtained by splitting a continuous time record, e.g. into daily or annual curves. We develop a normal…
We discuss a real-valued expansion of any Hermitian operator defined in a Hilbert space of finite dimension N, where N is a prime number, or an integer power of a prime. The expansion has a direct interpretation in terms of the operator…
We consider bounded operators $A$ acting iteratively on a finite set of vectors $\{f_i : i\in I\}$ in a Hilbert space $\mathcal H$ and address the problem of providing necessary and sufficient conditions for the collection of iterates…
In this paper, we generalize the weighted Fourier transform with respect to a function, originally proposed for the one-dimensional case in \cite{Dorrego}, to the $n$-dimensional Euclidean space $\mathbb{R}^{n}$. We develop a comprehensive…
In an effort to extend classical Fourier theory, Hedenmalm and Montes-Rodr\'{\i}guez (2011) found that the function system \[ e_m(x)=e^{i\pi mx},\quad e_n^\dagger(x)=e_n(-1/x)=e^{-i\pi n/x} \] is weak-star complete in…
Spectral moment formulae of various shapes have proven to be very successful in studying the statistics of central $L$-values. In this article, we establish, in a completely explicit fashion, such formulae for the family of $GL(3)\times…