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This paper is concerned with uniqueness in inverse acoustic scattering with phaseless far-field data at a fixed frequency. The main difficulty of this problem is the so-called translation invariance property of the modulus of the far-field…

Analysis of PDEs · Mathematics 2017-09-26 Xiaoxu Xu , Bo Zhang , Haiwen Zhang

Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Zhi Chen , Plamen Ch. Ivanov , Kun Hu , H. Eugene Stanley

This paper presents a general framework for modeling dependence in multivariate time series. Its fundamental approach relies on decomposing each signal in a system into various frequency components and then studying the dependence…

Methodology · Statistics 2021-04-01 Hernando Ombao , Marco Pinto

We describe an algorithm for simulating ultrasound propagation in random one-dimensional media, mimicking different microstructures by choosing physical properties such as domain sizes and mass densities from probability distributions. By…

Data Analysis, Statistics and Probability · Physics 2015-06-11 Paulo G. Normando , Romao S. Nascimento , Elineudo P. Moura , Andre P. Vieira

The earth's ionosphere is well recognized as a dynamical system and non-linearly coupled with the magnetosphere above and natural atmosphere below.The shape and time variability of the ionosphere indeed shows chaos, pattern formation,…

Earth and Planetary Astrophysics · Physics 2013-12-13 H. J. Tanna , K. N. Pathak

Detrended fluctuation analysis (DFA) has been proposed as a robust technique to determine possible long-range correlations in power-law processes [1]. However, recent studies have reported the susceptibility of DFA to trends [2] which give…

Statistical Mechanics · Physics 2007-05-23 Radhakrishnan Nagarajan , Rajesh G. Kavasseri

This paper describes a method for extracting rapidly varying, superimposed amplitude- and frequency-modulated signal components. The method is based upon the continuous wavelet transform (CWT) and uses a new wavelet which is a modification…

Mathematical Physics · Physics 2009-11-07 J. D. Harrop , S. N. Taraskin , S. R. Elliott

We propose a novel multivariate signal denoising method that performs long-range correlation analysis of multiple modes in input data by considering inherent inter-channel dependencies of the data. That is achieved through a novel and…

Signal Processing · Electrical Eng. & Systems 2023-05-04 Khuram Naveed , Sidra Mukhtar , Naveed ur Rehman

Multifractal detrended fluctuation analysis (MFDFA) has become a central method to characterise the variability and uncertainty in empiric time series. Extracting the fluctuations on different temporal scales allows quantifying the strength…

Computational Physics · Physics 2022-01-05 Leonardo Rydin Gorjão , Galib Hassan , Jürgen Kurths , Dirk Witthaut

The scattering transform is a wavelet-based model of Convolutional Neural Networks originally introduced by S. Mallat. Mallat's analysis shows that this network has desirable stability and invariance guarantees and therefore helps explain…

Signal Processing · Electrical Eng. & Systems 2021-10-12 Michael Perlmutter , Jieqian He , Mark Iwen , Matthew Hirn

An efficient method of exploring the effects of anisotropy in the fractal properties of 2D surfaces and images is proposed. It can be viewed as a direction-sensitive generalization of the multifractal detrended fluctuation analysis (MFDFA)…

Applied Physics · Physics 2024-10-14 Rafał Rak , Stanisław Drożdż , Jarosław Kwapień , Paweł Oświęcimka

With their ability to handle an increased amount of information, multivariate and multichannel signals can be used to solve problems normally not solvable with signals obtained from a single source. One such problem is the decomposition…

Information Theory · Computer Science 2019-04-02 Ljubisa Stankovic , Milos Brajovic , Milos Dakovic , Danilo Mandic

Time series measured from real-world systems are generally noisy, complex and display statistical properties that evolve continuously over time. Here, we present a method that combines wavelet analysis and non-stationary surrogates to…

Data Analysis, Statistics and Probability · Physics 2018-04-12 Mario Chavez , Bernard Cazelles

The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of…

Data Analysis, Statistics and Probability · Physics 2013-11-12 Juan Luis Lopez , Jesus Guillermo Contreras

In continuous-time wavelet analysis, most wavelet present some kind of symmetry. Based on the Fourier and Hartley transform kernels, a new wavelet multiresolution analysis is proposed. This approach is based on a pair of orthogonal wavelet…

Classical Analysis and ODEs · Mathematics 2015-02-10 L. R. Soares , H. M. de Oliveira , R. J. Cintra

Wavelet basis functions are a natural tool for analyzing turbulent flows containing localized coherent structures of different spatial scales. Here, wavelets are used to study the onset and subsequent transition to fully developed…

Plasma Physics · Physics 2022-04-13 Ari Le , Vadim Roytershteyn , Homa Karimabadi , Adam Stanier , Luis Chacon , Kai Schneider

In this paper we present an extended version of Hilbert-Huang transform, namely arbitrary-order Hilbert spectral analysis, to characterize the scale-invariant properties of a time series directly in an amplitude-frequency space. We first…

Fluid Dynamics · Physics 2011-07-20 Y. X. Huang , F. G. Schmitt , J. -P. Hermand , Y. Gagne , Z. M. Lu , Y. L. Liu

Many materials, processes, and structures in science and engineering have important features at multiple scales of time and/or space; examples include biological tissues, active matter, oceans, networks, and images. Explicitly extracting,…

Fluid Dynamics · Physics 2021-01-12 Daniel Floryan , Michael D. Graham

We make use of wavelet transform to study the multi-scale, self similar behavior and deviations thereof, in the stock prices of large companies, belonging to different economic sectors. The stock market returns exhibit multi-fractal…

Statistical Finance · Quantitative Finance 2015-03-13 Sayantan Ghosh , P. Manimaran , Prasanta K. Panigrahi

The multiscale dynamics of glow discharge plasma is analysed through wavelet transform, whose scale dependent variable window size aptly captures both transients and non-stationary periodic behavior. The optimal time-frequency localization…

Quantum Physics · Physics 2015-06-18 Bapun K. Giri , Chiranjit Mitra , Prasanta K. Panigrahi , A. N. Sekar Iyengar
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