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We propose a novel and unified framework for change-point estimation in multivariate time series. The proposed method is fully nonparametric, enjoys effortless tuning and is robust to temporal dependence. One salient and distinct feature of…
In this paper, a novel and robust algorithm is proposed for adaptive beamforming based on the idea of reconstructing the autocorrelation sequence (ACS) of a random process from a set of measured data. This is obtained from the first column…
Adaptive Local Iterative Filtering (ALIF) is a currently proposed novel time-frequency analysis tool. It has been empirically shown that ALIF is able to separate components and overcome the mode-mixing problem. However, so far its…
To comprehend complex systems with multiple states, it is imperative to reveal the identity of these states by system outputs. Nevertheless, the mathematical models describing these systems often exhibit nonlinearity so that render the…
In this work, we propose and analyze a new local time-decoupled squared Wasserstein-2 method for reconstructing the distribution of unknown parameters in dynamical systems. Specifically, we show that a stochastic neural network model, which…
This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…
In deep time series forecasting, the Fourier Transform (FT) is extensively employed for frequency representation learning. However, it often struggles in capturing multi-scale, time-sensitive patterns. Although the Wavelet Transform (WT)…
In this paper, we consider non-contiguous wideband spectrum sensing (WSS) for spectrum characterization and allocation in next generation heterogeneous networks. The proposed WSS consists of sub-Nyquist sampling and digital reconstruction…
Nanomechanical resonant sensors that are based on detecting and tracking the resonance frequency deviations due to events of interest are being advocated for a variety of applications. All sensor schemes currently in use are subject to a…
Time-frequency (TF) representation of non-stationary signals typically requires the effective concentration of energy distribution along the instantaneous frequency (IF) ridge, which exhibits intrinsic sparsity. Inspired by the sparse…
High-dimensional multivariate time series are common in many scientific and industrial applications, where the interest lies in identifying key dependence structure within the data for subsequent analysis tasks, such as forecasting. An…
Speech deepfake detection (SDD) is essential for maintaining trust in voice-driven technologies and digital media. Although recent SDD systems increasingly rely on self-supervised learning (SSL) representations that capture rich contextual…
In this paper we introduce a Non-Stationary Fuzzy Time Series (NSFTS) method with time varying parameters adapted from the distribution of the data. In this approach, we employ Non-Stationary Fuzzy Sets, in which perturbation functions are…
This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for irregularly-spaced observations for the first time, while…
We study the real-time dynamics retrieval from a time series via the time-frequency (TF) analysis with the minimal latency guarantee. While different from the well-known intrinsic latency definition in the filter design, a rigorous…
In this report, we propose a new adaptive time filter algorithm for the unsteady Stokes/Darcy model. First we present a first order ${\theta}$-scheme with the variable time step which is one parameter family of Linear Multi-step methods and…
This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…
This paper considers sequential adaptive estimation of sparse signals under a constraint on the total sensing effort. The advantage of adaptivity in this context is the ability to focus more resources on regions of space where signal…
We introduce a wavelet-based model of local stationarity. This model enlarges the class of locally stationary wavelet processes and contains processes whose spectral density function may change very suddenly in time. A notion of…
Non-stationary signals are ubiquitous in real life. Many techniques have been proposed in the last decades which allow decomposing multi-component signals into simple oscillatory mono-components, like the groundbreaking Empirical Mode…