Related papers: IID Time Series Testing
Instantaneous noise-based logic can avoid time-averaging, which implies significant potential for low-power parallel operations in beyond-Moore-law-chips. However, the universe (uniform superposition) will be zero with high probability…
It is widely known in the machine learning community that class noise can be (and often is) detrimental to inducing a model of the data. Many current approaches use a single, often biased, measurement to determine if an instance is noisy. A…
How can we monitor, in real time, whether one uncertain prospect has any upside over another? To answer this question, we develop a novel family of sequential, anytime-valid tests for stochastic dominance (SD; also known as stochastic…
This paper proposes a new family of multi-frequency-band (MFB) tests for the white noise hypothesis by using the maximum overlap discrete wavelet packet transform (MODWPT). The MODWPT allows the variance of a process to be decomposed into…
In this paper, we consider a new low-quality label learning problem: learning time series detection models from temporally imprecise labels. In this problem, the data consist of a set of input time series, and supervision is provided by a…
We consider the task of distinguishing between two different alternative models that can roughly equally explain observed time series data, mainly focusing on the period ambiguity case (aliasing). We propose a test for checking whether the…
Self-organizing neural networks are used to analyze uncorrelated white noises of different distribution types (normal, triangular, and uniform). The artificially generated noises are analyzed by clustering the measured time signal sequence…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
The issue of white-noise-aided control is considered and its availability is proved. And a noise-aiding way is developed to stabilize perturbed systems to be input-to-state stable (ISS) with respect to (w.r.t.) perturbations. To illustrate…
This paper shows how a time series of measurements of an evolving system can be processed to create an inner time series that is unaffected by any instantaneous invertible, possibly nonlinear transformation of the measurements. An inner…
In this paper the testing of normality for unconditionally heteroscedastic macroeconomic time series is studied. It is underlined that the classical Jarque-Bera test (JB hereafter) for normality is inadequate in our framework. On the other…
Detection of critical slowing down (CSD) is the dominant avenue for anticipating critical transitions from noisy time-series data. Most commonly, changes in variance and lag-1 autocorrelation [AC(1)] are used as CSD indicators. However,…
In this paper we consider a Lagrange Multiplier-type test (LM) to detect change in the mean of time series with heteroskedasticity of unknown form. We derive the limiting distribution under the null, and prove the consistency of the test…
White noise measurement can provide very useful information in addition to normal transport measurements. For example thermal noise measurement can be used at sub Kelvin temperature to determine the absolute electron temperature without…
When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…
Time series data often contain initial transient periods before reaching a stable state, posing challenges in analysis and interpretation. In this paper, we propose a novel approach to detect and estimate the end of the initial transient in…
This paper examines the problem of testing whether a discrete time-series vector contains a periodic signal or is merely noise. To do this we examine the stochastic behaviour of the maximum intensity of the observed time-series vector and…
Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…
New time-series analysis tools are needed in disciplines as diverse as astronomy, economics and meteorology. In particular, the increasing rate of data collection at multiple wavelengths requires new approaches able to handle these data.…
Sequential data with serial correlation and an unknown, unstructured, and dynamic background is ubiquitous in neuroscience, psychology, and econometrics. Inferring serial correlation for such data is a fundamental challenge in statistics.…