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State space models (SSMs) provide a flexible framework for modeling complex time series via a latent stochastic process. Inference for nonlinear, non-Gaussian SSMs is often tackled with particle methods that do not scale well to long time…

Machine Learning · Statistics 2023-07-18 Christopher Aicher , Srshti Putcha , Christopher Nemeth , Paul Fearnhead , Emily B. Fox

This article introduces a nonparametric approach to multivariate time-varying power spectrum analysis. The procedure adaptively partitions a time series into an unknown number of approximately stationary segments, where some spectral…

Methodology · Statistics 2017-06-28 Zeda Li , Robert T. Krafty

Space-time adaptive processing (STAP) is one of the most effective approaches to suppressing ground clutters in airborne radar systems. It basically takes two forms, i.e., full-dimension STAP (FD-STAP) and reduced-dimension STAP (RD-STAP).…

Information Theory · Computer Science 2022-02-11 Di Song , Shengyao Chen , Feng Xi , Zhong Liu

This study proposes a trainable adaptive window switching (AWS) method and apply it to a deep-neural-network (DNN) for speech enhancement in the modified discrete cosine transform domain. Time-frequency (T-F) mask processing in the…

Audio and Speech Processing · Electrical Eng. & Systems 2019-02-21 Yuma Koizumi , Noboru Harada , Yoichi Haneda

We propose spectral methods for long-term forecasting of temporal signals stemming from linear and nonlinear quasi-periodic dynamical systems. For linear signals, we introduce an algorithm with similarities to the Fourier transform but…

Machine Learning · Computer Science 2020-04-02 Henning Lange , Steven L. Brunton , Nathan Kutz

A symplectic pseudospectral time-domain (SPSTD) scheme is developed to solve Schrodinger equation. Instead of spatial finite differences in conventional finite-difference time-domain (FDTD) method, the fast Fourier transform is used to…

Computational Physics · Physics 2018-05-09 Jing Shen , Wei E. I. Sha , Xiaojing Kuang , Jinhua Hu , Zhixiang Huang , Xianliang Wu

We provide a statistical analysis of a tool in nonlinear-type time-frequency analysis, the synchrosqueezing transform (SST), for both the null and non-null cases. The intricate nonlinear interaction of different quantities in SST is…

Statistics Theory · Mathematics 2023-09-06 Matt Sourisseau , Hau-Tieng Wu , Zhou Zhou

The Adaptive Smoothing Method (ASM) is a data-driven approach for traffic state estimation. It interpolates unobserved traffic quantities by smoothing measurements along spatio-temporal directions defined by characteristic traffic wave…

Optimization and Control · Mathematics 2022-12-14 Chuhan Yang , Bilal Thonnam Thodi , Saif Eddin Jabari

The Fast Fourier Transform(FFT) is a classic signal processing algorithm that is utilized in a wide range of applications. For image processing, FFT computes on every pixel's value of an image, regardless of their properties in frequency…

Signal Processing · Electrical Eng. & Systems 2020-02-25 Sheng Shi , Runkai Yang , Haihang You

Signal reconstruction from its mel-spectrogram is known as mel-spectrogram inversion and has many applications, including speech and foley sound synthesis. In this paper, we propose a mel-spectrogram inversion method based on a rigorous…

Audio and Speech Processing · Electrical Eng. & Systems 2025-01-14 Yoshiki Masuyama , Natsuki Ueno , Nobutaka Ono

Previous methods for dynamic facial expression in the wild are mainly based on Convolutional Neural Networks (CNNs), whose local operations ignore the long-range dependencies in videos. To solve this problem, we propose the spatio-temporal…

Computer Vision and Pattern Recognition · Computer Science 2022-05-11 Fuyan Ma , Bin Sun , Shutao Li

Long-term satellite image time series (SITS) analysis in heterogeneous landscapes faces significant challenges, particularly in Mediterranean regions where complex spatial patterns, seasonal variations, and multi-decade environmental…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Ido Faran , Nathan S. Netanyahu , Maxim Shoshany

In motor condition diagnosis, electrical current signature serves as an alternative feature to vibration-based sensor data, which is a more expensive and invasive method. Machine learning (ML) techniques have been emerging in diagnosing…

Signal Processing · Electrical Eng. & Systems 2024-10-15 Eduardo Jr Piedad , Zherish Galvin Mayordo , Eduardo Prieto-Araujo , Oriol Gomis-Bellmunt

Quantum parameter estimation has many applications, from gravitational wave detection to quantum key distribution. We present the first experimental demonstration of the time-symmetric technique of quantum smoothing. We consider both…

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

Today, state-of-the-art deep neural networks that process event-camera data first convert a temporal window of events into dense, grid-like input representations. As such, they exhibit poor generalizability when deployed at higher inference…

Computer Vision and Pattern Recognition · Computer Science 2024-04-19 Nikola Zubić , Mathias Gehrig , Davide Scaramuzza

Recent research in time series forecasting frequently investigates the integration of textual and visual modalities with numerical models to better navigate non-stationary environments. Despite delivering solid numerical results, existing…

Machine Learning · Computer Science 2026-05-26 Hui Cheng , Jinsheng Guo , Zhenhao Weng , Yan Qiao , Meng Li

While Time Series Foundation Models (TSFMs) have demonstrated remarkable success in Multivariate Time Series Anomaly Detection (MTSAD), however, in real-world industrial scenarios, many time series comprise not only numerical variables such…

Machine Learning · Computer Science 2025-10-21 Hanyin Cheng , Ruitong Zhang , Yuning Lu , Peng Chen , Meng Wang , Yang Shu , Bin Yang , Chenjuan Guo

We present a new approach for constructing optical phase-space-time-frequency tomography (OPSTFT) of an optical wave field. This tomography can be measured by using a novel four-window optical imaging system based on two local oscillator…

Quantum Physics · Physics 2015-05-27 Paul Rojas , Rachel Blaser , Yong Meng Sua , Kim Fook Lee

The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

Fluid Dynamics · Physics 2015-10-28 Bastien E. Jordi , Colin J. Cotter , Spencer J. Sherwin
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