Related papers: The Sliding Window Discrete Fourier Transform

Shapelet-based algorithms are widely used for time series classification because of their ease of interpretation, but they are currently outperformed by recent state-of-the-art approaches. We present a new formulation of time series…

Local explanation of machine learning (ML) models has recently received significant attention due to its ability to reduce ambiguities about why the models make specific decisions. Extensive efforts have been invested to address…

Spectral interference, the frequency counterpart of the beating phenomenon in the time domain, can severely distort time-frequency representations (TFRs) in physical applications. We study this phenomenon for the short-time Fourier…

We propose RSFT, which is an extension of the one dimensional Sparse Fourier Transform algorithm to higher dimensions in a way that it can be applied to real, noisy data. The RSFT allows for off-grid frequencies. Furthermore, by…

A univariate time series with high variability can pose a challenge even to Deep Neural Network (DNN). To overcome this, a univariate time series is decomposed into simpler constituent series, whose sum equals the original series. As…

We introduce deep switching auto-regressive factorization (DSARF), a deep generative model for spatio-temporal data with the capability to unravel recurring patterns in the data and perform robust short- and long-term predictions. Similar…

Time series forecasting presents significant challenges due to the complex temporal dependencies at multiple time scales. This paper introduces ScatterFusion, a novel framework that synergistically integrates scattering transforms with…

Neural time-series analysis has traditionally focused on modeling data in the time domain, often with some approaches incorporating equivalent Fourier domain representations as auxiliary spectral features. In this work, we shift the main…

Many neural speech enhancement and source separation systems operate in the time-frequency domain. Such models often benefit from making their Short-Time Fourier Transform (STFT) front-ends trainable. In current literature, these are…

Many applications generate and consume temporal data and retrieval of time series is a key processing step in many application domains. Dynamic time warping (DTW) distance between time series of size N and M is computed relying on a dynamic…

Over the last 35 years, several bootstrap methods for time series have been proposed. Popular `time-domain' methods include the block-bootstrap, the stationary bootstrap, the linear process bootstrap, etc.; subsampling for time series is…

In this paper we introduce a Non-Stationary Fuzzy Time Series (NSFTS) method with time varying parameters adapted from the distribution of the data. In this approach, we employ Non-Stationary Fuzzy Sets, in which perturbation functions are…

To address limitations of the graph fractional Fourier transform (GFRFT) Wiener filtering and the traditional joint time-vertex fractional Fourier transform (JFRFT) Wiener filtering, this study proposes a filtering method based on the…

The graph Fourier transform (GFT) is a fundamental tool in graph signal processing and has recently been extended to the graph fractional Fourier transform (GFRFT). Existing sampling methods in the GFRFT domain are primarily designed to…

Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…

While most time series are non-stationary, it is inevitable for models to face the distribution shift issue in time series forecasting. Existing solutions manipulate statistical measures (usually mean and std.) to adjust time series…

We introduce a multi-windowed graph Fourier transform (MWGFT) for the joint vertex-frequency analysis of signals defined on graphs. Building on generalized translation and modulation induced by the graph Laplacian, the proposed framework…

Time series generation focuses on modeling the underlying data distribution and resampling to produce authentic time series data. Key components, such as trend and seasonality, drive temporal fluctuations, yet many existing approaches fail…

In this study, we develop an asymptotic theory of nonparametric regression for a locally stationary functional time series. First, we introduce the notion of a locally stationary functional time series (LSFTS) that takes values in a…

The Fast Fourier Transform(FFT) is a classic signal processing algorithm that is utilized in a wide range of applications. For image processing, FFT computes on every pixel's value of an image, regardless of their properties in frequency…