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The use of moving averages is pervasive in macroeconomic monitoring, particularly for tracking noisy series such as inflation. The choice of the look-back window is crucial. Too long of a moving average is not timely enough when faced with…

Econometrics · Economics 2025-01-24 Philippe Goulet Coulombe , Karin Klieber

Multiple Object Tracking (MOT) focuses on modeling the relationship of detected objects among consecutive frames and merge them into different trajectories. MOT remains a challenging task as noisy and confusing detection results often…

Computer Vision and Pattern Recognition · Computer Science 2023-02-07 Tao Wang , Kean Chen , Weiyao Lin , John See , Zenghui Zhang , Qian Xu , Xia Jia

Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…

Statistical Mechanics · Physics 2018-08-01 Daniel Escaff , Raul Toral , Christian Van den Broeck , Katja Lindenberg

Movement disorders, such as Parkinson's disease, affect more than 10 million people worldwide. Gait analysis is a critical step in the diagnosis and rehabilitation of these disorders. Specifically, step length provides valuable insights…

Signal Processing · Electrical Eng. & Systems 2022-05-03 Sizhe An , Yigit Tuncel , Toygun Basaklar , Gokul Krishna Krishnakumar , Ganapati Bhat , Umit Ogras

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the…

Soft Condensed Matter · Physics 2017-01-16 Christina Kurzthaler , Sebastian Leitmann , Thomas Franosch

Measurement error is an important problem that has not been very well studied in the context of Functional Data Analysis. To the best of our knowledge, there are no existing methods that address the presence of functional measurement errors…

Statistics Theory · Mathematics 2018-09-19 Sneha Jadhav , Shuangge Ma

The paper is devoted to the study of the asymptotic behaviour of Moran process in random environment, say random selection. In finite population, the Moran process may be degenerate in finite time, thus we will study its limiting process in…

Probability · Mathematics 2019-11-05 Arnaud Guillin , Arnaud Personne , Edouard Strickler

Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random…

Soft Condensed Matter · Physics 2014-09-23 P. Massignan , C. Manzo , J. A. Torreno-Pina , M. F. García-Parajo , M. Lewenstein , G. J. Lapeyre

This work presents a non-parametric spatio-temporal model for mapping human activity by mobile autonomous robots in a long-term context. Based on Variational Gaussian Process Regression, the model incorporates prior information of spatial…

Robotics · Computer Science 2022-07-12 Marvin Stuede , Moritz Schappler

Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale…

Methodology · Statistics 2017-09-13 J. M. Lilly , A. M. Sykulski , J. J Early , S. C. Olhede

Hidden Markov models (HMMs) are popular tools for analysing animal behaviour based on movement, acceleration and other sensor data. In particular, these models allow to infer how the animal's decision-making process interacts with internal…

Methodology · Statistics 2025-12-22 Maya N. Vienken , Jan-Ole Koslik , Roland Langrock

Wearable devices are often used in clinical and epidemiological studies to monitor physical activity behavior and its influence on health outcomes. These devices are worn over multiple days to record activity patterns, such as step counts…

Methodology · Statistics 2025-11-14 Heyang Ji , Lan Xue , Ufuk Beyaztas , Roger S. Zoh , Jeff Goldsmith , Mark E. Benden , Carmen D. Tekwe

In this paper we present the distribution of the telegraph meander, a random function obtained by conditioning the telegraph process to stay above the zero level. The reflection principle for finite-velocity random motions allows the law of…

Probability · Mathematics 2025-10-15 Andrea Pedicone , Enzo Orsingher

In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…

Probability · Mathematics 2018-11-22 Xinwei Bai , Jasper Goseling

In tracking multiple objects, it is often assumed that each observation (measurement) is originated from one and only one object. However, we may encounter a situation that each measurement may or may not be associated with multiple objects…

Machine Learning · Computer Science 2021-12-14 Bahman Moraffah

While the fat tailed jump size and the waiting time distributions characterizing individual human trajectories strongly suggest the relevance of the continuous time random walk (CTRW) models of human mobility, no one seriously believes that…

Disordered Systems and Neural Networks · Physics 2015-03-17 Chaoming Song , Tal Koren , Pu Wang , Albert-László Barabási

There is a lack of methodological results for continuous time change detection due to the challenges of noninformative prior specification and efficient posterior inference in this setting. Most methodologies to date assume data are…

Methodology · Statistics 2025-04-28 Dan Cunha , Mark Friedl , Luis Carvalho

In this work, we study the target detection and tracking problem in mobile sensor networks, where the performance metrics of interest are probability of detection and tracking coverage, when the target can be stationary or mobile and its…

Networking and Internet Architecture · Computer Science 2010-06-23 Evsen Yanmaz , Hasan Guclu

Inertial motion capture is a promising approach for capturing motion outside the laboratory. However, as one major drawback, most of the current methods require different quantities to be calibrated or computed offline as part of the setup…

Robotics · Computer Science 2025-09-17 Michael Lorenz , Bertram Taetz , Gabriele Bleser-Taetz , Didier Stricker