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The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a new time discretisation of…

Probability · Mathematics 2014-08-26 Dan Crisan , Salvador Ortiz-Latorre

The finite STFT Synchrosqueezing transform is a time-frequency analysis method that can decompose finite complex signals into time-varying oscillatory components. This representation is sparse and invertible, allowing recovery of the…

Numerical Analysis · Mathematics 2017-09-26 Mozhgan Mohammadpour , Bastiaan Kleijn , Rajab Ali Kamyabi Gol

To analyze signals with rapid frequency variations or transient components, the time-reassigned synchrosqueezing transform (TSST) and its variants have been recently proposed. Unlike the traditional synchrosqueezing transform, TSST squeezes…

Signal Processing · Electrical Eng. & Systems 2025-10-08 Shuixin Li , Jiecheng Chen , Qingtang Jiang , Lin Li

Temporal alignment of multiple signals through time warping is crucial in many fields, such as classification within speech recognition or robot motion learning. Almost all related works are limited to data in Euclidean space. Although an…

Robotics · Computer Science 2025-07-15 Julian Richter , Christopher A. Erdös , Christian Scheurer , Jochen J. Steil , Niels Dehio

This work recasts time-dependent optimal control problems governed by partial differential equations in a Dynamic Mode Decomposition with control framework. Indeed, since the numerical solution of such problems requires a lot of…

Optimization and Control · Mathematics 2022-03-25 Eleonora Donadini , Maria Strazzullo , Marco Tezzele , Gianluigi Rozza

Transformer-based time series foundation models face a fundamental trade-off in choice of tokenization: point-wise embeddings preserve temporal fidelity but scale poorly with sequence length, whereas fixed-length patching improves…

Artificial Intelligence · Computer Science 2026-03-13 Sravan Kumar Ankireddy , Nikita Seleznev , Nam H. Nguyen , Yulun Wu , Senthil Kumar , Furong Huang , C. Bayan Bruss

A new algorithm is developed to jointly recover a temporal sequence of images from noisy and under-sampled Fourier data. Specifically, we consider the case where each data set is missing vital information that prevents its (individual)…

Numerical Analysis · Mathematics 2022-05-13 Yao Xiao , Jan Glaubitz , Anne Gelb , Guohui Song

Exploiting the time-reversal invariance and reciprocal properties of the lossless wave equation enables elegantly simple solutions to complex wave-scattering problems, and is embodied in the time-reversal mirror. A time-reversal mirror…

Chaotic Dynamics · Physics 2013-02-12 Matthew Frazier , Biniyam Taddese , Thomas Antonsen , Steven M. Anlage

A high-performance parallel algorithm is proposed for modeling the propagation of acoustic and elastic waves in inhomogeneous media. An initial boundary-value problem is replaced by a series of boundary-value problems for a constant…

Numerical Analysis · Mathematics 2011-01-25 Alexey G. Fatyanov , Andrew V. Terekhov

In this work, we propose and analyze a new local time-decoupled squared Wasserstein-2 method for reconstructing the distribution of unknown parameters in dynamical systems. Specifically, we show that a stochastic neural network model, which…

Machine Learning · Computer Science 2025-03-10 Mingtao Xia , Qijing Shen , Philip Maini , Eamonn Gaffney , Alex Mogilner

Time domain terahertz spectroscopy typically uses mechanical delay stages that inherently suffer from non-uniform sampling positions. We review, simulate, and experimentally test the ability of corrective cubic spline and Shannon…

Optics · Physics 2019-03-20 A. M. Potts , T. T. Mai , M. T. Warren , R. Valdés Aguilar

Dynamic graph signal processing provides a principled framework for analyzing time-varying data defined on irregular graph domains. However, existing joint time-vertex transforms such as the joint time-vertex fractional Fourier transform…

Signal Processing · Electrical Eng. & Systems 2025-11-21 Manjun Cui , Ziqi Yan , Yangfan He , Zhichao Zhang

In recent work, redressed warped frames have been introduced for the analysis and synthesis of audio signals with non-uniform frequency and time resolutions. In these frames, the allocation of frequency bands or time intervals of the…

Sound · Computer Science 2018-12-11 Thomas Mejstrik , Gianpaolo Evangelista

This paper considers the problem of sampling and reconstruction of a continuous-time sparse signal without assuming the knowledge of the sampling instants or the sampling rate. This topic has its roots in the problem of recovering multiple…

Information Theory · Computer Science 2017-01-31 Ayush Bhandari , Aurelien Bourquard , Ramesh Raskar

The short-time Fourier transform (STFT) is widely used for analyzing non-stationary signals. However, its performance is highly sensitive to its parameters, and manual or heuristic tuning often yields suboptimal results. To overcome this…

Sound · Computer Science 2025-06-27 Maxime Leiber , Yosra Marnissi , Axel Barrau , Sylvain Meignen , Laurent Massoulié

Spatiotemporally modulated elastic metamaterials have garnered increasing interest for their potential applications in nonreciprocal wave devices. Most existing studies, however, focus on systems where spatiotemporal modulation is…

Applied Physics · Physics 2025-04-29 Yingrui Ye , Chunxia Liu , Alessandro Marzani , Emanuele Riva , Antonio Palermo , Xiaopeng Wang

Classification of time series signals has become an important construct and has many practical applications. With existing classifiers we may be able to accurately classify signals, however that accuracy may decline if using a reduced…

Machine Learning · Statistics 2021-09-22 Paul Grant , Md Zahidul Islam

We study the mathematical model of multiwave tomography including thermo and photoacoustic tomography with a variable speed for a fixed time interval $[0,T]$. We assume that the waves reflect from the boundary of the domain. We propose an…

Analysis of PDEs · Mathematics 2015-06-11 Plamen Stefanov , Yang Yang

Nonlinear and dispersive transmission impairments in coherent fiber-optic communication systems are often compensated by reverting the nonlinear Schr\"odinger equation, which describes the evolution of the signal in the link, numerically.…

Information Theory · Computer Science 2015-09-30 Sander Wahls , Son T. Le , Jaroslaw E. Prilepsky , H. Vincent Poor , Sergei K. Turitsyn

The detection of continuous gravitational-wave signals requires to account for the motion of the detector with respect to the solar system barycenter in the data analysis. In order to search efficiently for such signals by means of the fast…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Andrzej Krolak , Massimo Tinto
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