Related papers: Pulsar glitch detection with a hidden Markov model

We present a hidden Markov model analysis for fluorescent time series of quantum dots. A fundamental quantity to measure optical performance of the quantum dots is a distribution function for the light-emission duration. So far, to estimate…

We propose the Gaussian-Linear Hidden Markov model (GLHMM), a generalisation of different types of HMMs commonly used in neuroscience. In short, the GLHMM is a general framework where linear regression is used to flexibly parameterise the…

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in…

Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…

Pulsar timing arrays aim to detect nanohertz-frequency gravitational waves (GWs). A background of GWs modulates pulsar arrival times and manifests as a stochastic process, common to all pulsars, with a signature spatial correlation. Here we…

The increasing sensitivity of gravitational-wave detectors has brought about an increase in the rate of astrophysical signal detections as well as the rate of "glitches"; transient and non-Gaussian detector noise. Temporal overlap of…

The hidden Markov model (HMM) is a classic modeling tool with a wide swath of applications. Its inception considered observations restricted to a finite alphabet, but it was quickly extended to multivariate continuous distributions. In this…

The problem of discrete universal filtering, in which the components of a discrete signal emitted by an unknown source and corrupted by a known DMC are to be causally estimated, is considered. A family of filters are derived, and are shown…

Biological systems need to react to stimuli over a broad spectrum of timescales. If and how this ability can emerge without external fine-tuning is a puzzle. We consider here this problem in discrete Markovian systems, where we can leverage…

A Hidden Markov Model for intraday momentum trading is presented which specifies a latent momentum state responsible for generating the observed securities' noisy returns. Existing momentum trading models suffer from time-lagging caused by…

Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially…

Timing observations from the Parkes 64-m radio telescope for 165 pulsars between 1990 and 2011 have been searched for period glitches. A total of 107 glitches were identified in 36 pulsars, where 61 have previously been reported and 46 are…

Recent years have seen substantial advances in the development of biofunctional materials using synthetic polymers. The growing problem of elusive sequence-functionality relations for most biomaterials has driven researchers to seek more…

The problem of detecting a sinusoidal signal with randomly varying frequency has a long history. It is one of the core problems in signal processing, arising in many applications including, for example, underwater acoustic frequency line…

Data collected by wearable devices in sports provide valuable information about an athlete's behavior such as their activity, performance, and ability. These time series data can be studied with approaches such as hidden Markov and…

The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. At some unknown time, an event occurs in the system and…

In this paper we introduce a new Python package, the Pulsar Signal Simulator, or PsrSigSim, which is designed to simulate a pulsar signal from emission at the pulsar, through the interstellar medium, to observation by a radio telescope, and…

The use of pulsars as astrophysical clocks for gravitational wave experiments demands the highest possible timing precision. Pulse times of arrival (TOAs) are limited by stochastic processes that occur in the pulsar itself, along the line…

Gravitational Waves (GWs) are tiny ripples in the fabric of space-time predicted by Einstein's General Relativity. Pulsar timing arrays (PTAs) are well poised to detect low frequency ($10^{-9}$ -- $10^{-7}$ Hz) GWs in the near future. There…

Precision timing of highly stable milli-second pulsars is a promising technique for the detection of very low frequency sources of gravitational waves. In any single pulsar, a stochastic gravitational wave signal appears as an additional…