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Related papers: Wavelet Spectra for Multivariate Point Processes

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We compare frameworks of nonstationary nonperiodic wavelets and periodic wavelets. We construct one system from another using periodization. There are infinitely many nonstationary systems corresponding to the same periodic wavelet. Under…

Classical Analysis and ODEs · Mathematics 2016-08-19 Elena A. Lebedeva

Wavelet theory has been well studied in recent decades. Due to their appealing features such as sparse multiscale representation and fast algorithms, wavelets have enjoyed many tremendous successes in the areas of signal/image processing…

Numerical Analysis · Mathematics 2019-09-27 Bin Han , Michelle Michelle , Yau Shu Wong

The wavelet scattering transform creates geometric invariants and deformation stability. In multiple signal domains, it has been shown to yield more discriminative representations compared to other non-learned representations and to…

Graph-based models require aggregating information in the graph from neighbourhoods of different sizes. In particular, when the data exhibit varying levels of smoothness on the graph, a multi-scale approach is required to capture the…

Machine Learning · Computer Science 2022-02-22 Felix L. Opolka , Yin-Cong Zhi , Pietro Liò , Xiaowen Dong

Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…

Machine Learning · Computer Science 2024-10-31 David Lüdke , Enric Rabasseda Raventós , Marcel Kollovieh , Stephan Günnemann

An emerging way of tackling the dimensionality issues arising in the modeling of a multivariate process is to assume that the inherent data structure can be captured by a graph. Nevertheless, though state-of-the-art graph-based methods have…

Machine Learning · Statistics 2016-07-13 Andreas Loukas , Nathanael Perraudin

We take a wavelet based approach to the analysis of point processes and the estimation of the first order intensity under a continuous time setting. A multiresolution analysis of a point process is formulated which motivates the definition…

Methodology · Statistics 2018-04-02 Youssef Taleb , Edward A. K. Cohen

Despite the broad application of the analytic wavelet transform (AWT), a systematic statistical characterization of its magnitude and phase as inhomogeneous random fields on the time-frequency domain when the input is a random process…

Statistics Theory · Mathematics 2025-12-23 Gi-Ren Liu , Yuan-Chung Sheu , Hau-Tieng Wu

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

A wavelet-like model for distributions of objects in natural and man-made terrestrial environments is developed. The model is constructed in a self-similar fashion, with the sizes, amplitudes, and numbers of objects occurring at a constant…

Data Analysis, Statistics and Probability · Physics 2013-12-20 D. Keith Wilson , Chris L. Pettit , Sergey N. Vecherin

Non-stationarity of the rate or variance of events is a well-known problem in the description and analysis of time series of events, such as neuronal spike trains. A multiple filter test (MFT) for rate homogeneity has been proposed earlier…

Applications · Statistics 2018-10-03 Stefan Albert , Michael Messer , Julia Schiemann , Jochen Roeper , Gaby Schneider

Based on a novel dynamic Whittle likelihood approximation for locally stationary processes, a Bayesian nonparametric approach to estimating the time-varying spectral density is proposed. This dynamic frequency-domain based likelihood…

Methodology · Statistics 2023-03-22 Yifu Tang , Claudia Kirch , Jeong Eun Lee , Renate Meyer

Due to the emergence of new high resolution numerical weather prediction (NWP) models and the availability of new or more reliable remote sensing data, the importance of efficient spatial verification techniques is growing. Wavelet…

Atmospheric and Oceanic Physics · Physics 2017-04-05 Michael Weniger , Florian Kapp , Petra Friederichs

This paper presents a short evaluation about the integration of information derived from wavelet non-linear-time-invariant (non-LTI) projection properties using Support Vector Machines (SVM). These properties may give additional information…

Information Retrieval · Computer Science 2007-05-23 Jaime Gomez , Ignacio Melgar , Juan Seijas

Characteristic scale is a notion that pervades the geophysical sciences, but it has no widely accepted precise definition. The wavelet transform decomposes a time series into coefficients that are associated with different scales. The…

Methodology · Statistics 2010-07-26 Michael J. Keim , Donald B. Percival

We present a new framework for robust estimation and inference on second-order stationary time series and random fields. This framework is based on the Generalized Method of Wavelet Moments which uses the wavelet variance to achieve…

Applications · Statistics 2016-07-21 Stéphane Guerrier , Roberto Molinari

Wavelet-based segmentation approaches are widely used for texture segmentation purposes because of their ability to characterize different textures. In this paper, we assess the influence of the chosen wavelet and propose to use the…

Computer Vision and Pattern Recognition · Computer Science 2024-10-28 Yuan Huang , Valentin De Bortoli , Fugen Zhou , Jerome Gilles

The empirical wavelet transform is an adaptive multiresolution analysis tool based on the idea of building filters on a data-driven partition of the Fourier domain. However, existing 2D extensions are constrained by the shape of the…

Spectral Theory · Mathematics 2024-10-28 Basile Hurat , Zariluz Alvarado , Jerome Gilles

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

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
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