Related papers: Multivariate Locally Stationary Wavelet Process An…
Time series analysis by state-space models is widely used in forecasting and extracting unobservable components like level, slope, and seasonality, along with explanatory variables. However, their reliance on traditional Kalman filtering…
We propose a new class of univariate nonstationary time series models, using the framework of modulated time series, which is appropriate for the analysis of rapidly-evolving time series as well as time series observations with missing…
Recent years have seen a surge in data-driven surrogates for dynamical systems that can be orders of magnitude faster than numerical solvers. However, many machine learning-based models such as neural operators exhibit spectral bias,…
Due to their flexibility and superior performance, machine learning models frequently complement and outperform traditional statistical survival models. However, their widespread adoption is hindered by a lack of user-friendly tools to…
The dissipativity framework is widely used to analyze stability and performance of nonlinear systems. By embedding nonlinear systems in an LPV representation, the convex tools of the LPV framework can be applied to nonlinear systems for…
Singular Spectrum Analysis (SSA) as a tool for analysis and forecasting of time series is considered. The main features of the Rssa package, which implements the SSA algorithms and methodology in R, are described and examples of its use are…
We present an open-source Python package, SpinWaveToolkit (SWT), for (semi-)analytical modeling of spin-wave dynamics in thin ferromagnetic films and exchange-coupled magnetic bilayers. SWT combines analytical models based on the…
Due to high mobility in multipath propagation environments, vehicle-to-vehicle (V2V) channels are generally time and frequency variant. Therefore, the criteria for wide-sense stationarity (WSS) and uncorrelated scattering (US) are just…
The availability of geocoded health data and the inherent temporal structure of communicable diseases have led to an increased interest in statistical models and software for spatio-temporal data with epidemic features. The open source R…
Dynamics of complex systems is studied by first considering a chaotic time series generated by Lorenz equations and adding noise to it. The trend (smooth behavior) is separated from fluctuations at different scales using wavelet analysis…
In this paper, a new efficient feature extraction method based on the adaptive threshold of wavelet package coefficients is presented. This paper especially deals with the assessment of autonomic nervous system using the background…
Visual analytics is essential for studying large time series due to its ability to reveal trends, anomalies, and insights. DeepVATS is a tool that merges Deep Learning (Deep) with Visual Analytics (VA) for the analysis of large time series…
It is increasingly being realised that many real world time series are not stationary and exhibit evolving second-order autocovariance or spectral structure. This article introduces a Bayesian approach for modelling the evolving wavelet…
Stroboscopic wavepacket basis sets [P. Bokes, F. Corsetti, R. W. Godby, Phys. Rev. Lett. 101, 046402 (2008)] are specifically tailored for a description of time-dependent processes in extended systems like non-periodic geometries of various…
Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There…
Stochastic Process Model has many applications in analysis of longitudinal biodemographic data. Such data contain various physiological variables (sometimes known as covariates). It also can potentially contain genetic information available…
This article describes tsmp, an R package that implements the matrix profile concept for time series. The tsmp package is a toolkit that allows all-pairs similarity joins, motif, discords and chains discovery, semantic segmentation, etc.…
We consider a time series $X=\{X_k, k\in\mathbb{Z}\}$ with memory parameter $d\in\mathbb{R}$. This time series is either stationary or can be made stationary after differencing a finite number of times. We study the "Local Whittle Wavelet…
In this paper, we investigate time-varying nonlinear time series regression for a broad class of locally stationary time series. First, we propose sieve nonparametric estimators for the time-varying regression functions that achieve uniform…
Background: The use of mixed effect models with a specific functional form such as the Sigmoidal Mixed Model and the Piecewise Mixed Model (or Changepoint Mixed Model) with abrupt or smooth random change allows the interpretation of the…