Related papers: Fitting Generalized Tempered Stable distribution: …
Fast Fourier Transform (FFT) relies on the HRV frequency-domain analysis techniques. It requires re-sampling of the inherently unevenly sampled heartbeat time-series (RR tachogram) to produce an evenly sampled time series of the heartbeat.…
The graph Hilbert transform (GHT) is a key tool in constructing analytic signals and extracting envelope and phase information in graph signal processing. However, its utility is limited by confinement to the graph Fourier domain, a fixed…
Fourier representation (FR) is an indispensable mathematical formulation for modeling and analysis of physical phenomenon, engineering systems and signals in numerous applications. In this study, we present the generalized Fourier…
The behavior of stock market returns over a period of 1-60 days has been investigated for S&P 500 and Nasdaq within the framework of nonextensive Tsallis statistics. Even for such long terms, the distributions of the returns are…
I discuss the nature of a Fractional Discrete Fourier Transform (FrDFT) described algorithmically by a combination of chirp transforms and ordinary DFTs. The transform is shown to be consistent with a continuous two-dimensional rotation…
Graph signal processing (GSP) facilitates the analysis of high-dimensional data on non-Euclidean domains by utilizing graph signals defined on graph vertices. In addition to static data, each vertex can provide continuous time-series…
The Fast Fourier Transform (FFT) is one of the most widely used algorithms in high performance computing, with critical applications in spectral analysis for both signal processing and the numerical solution of partial differential…
The work fluctuation theorem (FT) is a symmetry connecting the moment generating functions (MGFs) of the work extracted in a given process and in its time-reversed counterpart. We show that, equivalently, the FT for work in isolated quantum…
In this paper, we study the problems in the discrete Fourier transform (DFT) test included in NIST SP 800-22 released by the National Institute of Standards and Technology (NIST), which is a collection of tests for evaluating both physical…
The graph fractional Fourier transform (GFRFT) for unitary graph Fourier transform (GFT) matrices can be interpreted through the scalar function $e^{j\alpha\theta}$ on the unit circle. Under the principal branch, its Fourier-series…
The FFT algorithm that implements the discrete Fourier transform is considered one of the top ten algorithms of the $20$th century. Its main strengths are the low computational cost of $\mathcal{O}(n \log n$) and its stability. It is one of…
We develop the basic building blocks of a frequency domain framework for drawing statistical inferences on the second-order structure of a stationary sequence of functional data. The key element in such a context is the spectral density…
The low-T part of the phase diagram in self-assembling systems is correctly predicted by the known versions of the density functional theory (DFT). The high-T part obtained in DFT, however, does not agree with simulations even on the…
We argue that negative skew and positive mean of the distribution of stock returns are largely due to the broken symmetry of stochastic volatility governing gains and losses. Starting with stochastic differential equations for stock returns…
We study the Fluctuation Theorem (FT) for entropy production in chaotic discrete-time dynamical systems on compact metric spaces, and extend it to empirical measures, all continuous potentials, and all weak Gibbs states. In particular, we…
This paper proposes regenerative particle Thompson sampling (RPTS), a flexible variation of Thompson sampling. Thompson sampling itself is a Bayesian heuristic for solving stochastic bandit problems, but it is hard to implement in practice…
We propose a nonparametric estimator of the empirical distribution function (EDF) of the latent spot variance of the log-price of a financial asset. We show that over a fixed time span our realized EDF (or REDF) -- inferred from noisy…
We extend our recently developed sparse-stochastic fragmented exchange formalism for ground-state hybrid DFT (ngH-DFT) to calculate absorption spectra within linear-response time-dependent Generalized Kohn-Sham DFT (LR-GKS-TDDFT), for…
Based on the cryptocurrency market dynamics, this study presents a general methodology for analyzing evolving correlation structures in complex systems using the $q$-dependent detrended cross-correlation coefficient \rho(q,s). By extending…
The Random Variable Transformation (RVT) method is a fundamental tool for determining the probability distribution function associated with a Random Variable (RV) Y=g(X), where X is a RV and g is a suitable transformation. In the usual…