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Appropriate preprocessing is a fundamental prerequisite for analyzing a noisy dataset. The purpose of this paper is to apply a nonparametric preprocessing method, called Singular Spectrum Analysis (SSA), to a variety of datasets which are…

Methodology · Statistics 2022-03-14 Maryam Movahedifar , Thorsten Dickhaus

Analysis of spatial multivariate data, i.e., measurements at irregularly-spaced locations, is a challenging topic in visualization and statistics alike. Such data are integral to many domains, e.g., indicators of valuable minerals are…

Human-Computer Interaction · Computer Science 2023-08-15 Nikolaus Piccolotto , Markus Bögl , Christoph Muehlmann , Klaus Nordhausen , Peter Filzmoser , Silvia Miksch

Structural Health Monitoring (SHM) is increasingly applied in civil engineering. One of its primary purposes is detecting and assessing changes in structure conditions to increase safety and reduce potential maintenance downtime. Recent…

Applications · Statistics 2025-09-23 Philipp Wittenberg , Lizzie Neumann , Alexander Mendler , Jan Gertheiss

Mixed spatial autoregressive (SAR) models with numerical covariates have been well studied. However, as non-numerical data, such as functional data and compositional data, receive substantial amounts of attention and are applied to…

Applications · Statistics 2018-11-08 Huiwen Wang , Tingting Huang , Shanshan Wang

In this paper, we set up the theoretical foundations for a high-dimensional functional factor model approach in the analysis of large cross-sections (panels) of functional time series (FTS). We first establish a representation result…

Statistics Theory · Mathematics 2021-04-14 Shahin Tavakoli , Gilles Nisol , Marc Hallin

This study presents the development of multivariate functional Moran's I, along with a novel approach termed multivariate functional areal spatial principal component analysis (mfasPCA), specifically designed for analyzing functional areal…

For many complex systems the interaction of different scales is among the most interesting and challenging features. It seems not very successful to extract the physical properties in different scale regimes by the existing approaches, such…

Fluid Dynamics · Physics 2015-05-14 L. P. Wang , Y. X. Huang

Analyzing time series in the frequency domain enables the development of powerful tools for investigating the second-order characteristics of multivariate processes. Parameters like the spectral density matrix and its inverse, the coherence…

Methodology · Statistics 2024-01-19 Jonas Krampe , Efstathios Paparoditis

Stationary subspace analysis (SSA) is a blind source separation framework that decomposes linearly mixed multivariate data into stationary and nonstationary components. We extend SSA to spatially indexed data by introducing spatial…

Methodology · Statistics 2026-05-20 Perttu Saarela , Klaus Nordhausen , Jaakko Pere , Anne M. Ruiz

In this article we present some statistical applications of the functional singular value decomposition (FSVD). This tool allows us to decompose the sample mean of a bivariate stochastic process into components that are functions of…

Methodology · Statistics 2012-12-03 Daniel Gervini

The well-established practice of time series analysis involves estimating deterministic, non-stationary trend and seasonality components followed by learning the residual stochastic, stationary components. Recently, it has been shown that…

Machine Learning · Computer Science 2023-11-28 Abdullah Alomar , Munther Dahleh , Sean Mann , Devavrat Shah

Recently, a non-iterative multi-frequency subspace migration imaging algorithm was developed based on an asymptotic expansion formula for thin, curve-like electromagnetic inclusions and the structure of singular vectors in the Multi-Static…

Mathematical Physics · Physics 2013-12-30 Won-Kwang Park

Two frameworks for multivariate functional depth based on multivariate depths are introduced in this paper. The first framework is multivariate functional integrated depth, and the second framework involves multivariate functional extremal…

Methodology · Statistics 2022-11-29 Zhuo Qu , Wenlin Dai , Marc G. Genton

We present an extension of the functional data analysis framework for univariate functions to the analysis of surfaces: functions of two variables. The spatial spline regression (SSR) approach developed can be used to model surfaces that…

Methodology · Statistics 2013-06-17 Hien D. Nguyen , Geoffrey J. McLachlan , Ian A. Wood

Approaches to automated grouping in singular spectrum analysis are considered. A new method for the identification of periodic components is proposed. The possibilities of extensions to multivariate time series and images are discussed.

Methodology · Statistics 2023-02-20 Nina Golyandina , Polina Zhornikova

Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary like precipitation, temperature, and wind speeds over time at a given weather station. We propose a multivariate functional…

Methodology · Statistics 2021-10-06 Alexander Volkmann , Almond Stöcker , Fabian Scheipl , Sonja Greven

A wireless sensor network can be used to collect and process environmental data, which is often of multivariate nature. This work proposes a multivariate sampling algorithm based on component analysis techniques in wireless sensor networks.…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-05 André L. L. Aquino , Orlando S. Junior , Alejandro C. Frery , Édler Lins de Albuquerque , Raquel A. F. Mini

Despite its extensive development for multivariate data, semi-supervised learning remains underdeveloped for functional data. To address this challenge, we extend the Fermat distance, a density-sensitive metric aligning with the…

Methodology · Statistics 2026-04-01 Ruoxu Tan , Mingjie Jian , Yiming Zang

This article presents an empirical validation of the functional multidimensional scaling model, a novel approach that improves the smoothness of time-varying dissimilarities in a low-dimensional space, embedding a modified Adam stochastic…

Applications · Statistics 2025-05-21 Liting Li

Stochastic approximation (SA) that involves multiple coupled sequences, known as multiple-sequence SA (MSSA), finds diverse applications in the fields of signal processing and machine learning. However, existing theoretical understandings…

Machine Learning · Computer Science 2024-10-18 Yue Huang , Zhaoxian Wu , Shiqian Ma , Qing Ling