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Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement…

Computational Engineering, Finance, and Science · Computer Science 2018-07-06 Dat Thanh Tran , Martin Magris , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

We propose a probabilistic formulation that enables sequential detection of multiple change points in a network setting. We present a class of sequential detection rules for certain functionals of change points (minimum among a subset), and…

Statistics Theory · Mathematics 2012-07-09 Arash Ali Amini , XuanLong Nguyen

We establish a multiuser extrinsic information transfer (EXIT) chart area theorem for the interleave-division multiple access (IDMA) scheme, a special form of superposition coding, in multiple access channels (MACs). A low-cost multi-user…

Information Theory · Computer Science 2019-07-29 Xiaojie Wang , Chulong Liang , Li Ping , Stephan ten Brink

This paper studies the detection and performance analysis problems for a relay network with $N$ parallel decode-and-forward (DF) relays. Due to the distributed nature of this network, it is practically very challenging to fulfill the…

Information Theory · Computer Science 2020-08-25 Yuxin Lu , Wai Ho Mow

We introduce a pipeline including multifractal detrended cross-correlation analysis (MF-DXA) modified by either singular value decomposition or the adaptive method to examine the statistical properties of the pulsar timing residual ($PTR$)…

Solar and Stellar Astrophysics · Physics 2018-10-12 I. Eghdami , H. Panahi , S. M. S. Movahed

This work is dedicated to the topological analysis of complex transitional networks for dynamic state detection. Transitional networks are formed from time series data and they leverage graph theory tools to reveal information about the…

Machine Learning · Statistics 2023-08-08 Audun D. Myers , Max M. Chumley , Firas A. Khasawneh , Elizabeth Munch

Dynamic systems of graph signals are encountered in various applications, including social networks, power grids, and transportation. While such systems can often be described as state space (SS) models, tracking graph signals via…

Signal Processing · Electrical Eng. & Systems 2023-11-29 Itay Buchnik , Guy Sagi , Nimrod Leinwand , Yuval Loya , Nir Shlezinger , Tirza Routtenberg

To cope with the explosive bandwidth demand, significant progress has been made in the ITU-T standardization sector to define a higher-speed passive optical network (PON) with a 50Gb/s line rate. Recently, 50G PON becomes mature gradually,…

Networking and Internet Architecture · Computer Science 2023-08-03 Ji Zhou , Zhenping Xing , Haide Wang , Kuo Zhang , Xi Chen , Qiguang Feng , Keshuang Zheng , Yijia Zhao , Zhen Dong , Tao Gui , Zhicheng Ye , Liangchuan Li

Across non-destructive testing (NDT) and structural health monitoring (SHM), accurate knowledge of the systems' reliability for detecting defects, such as Probability of Detection (POD) analysis is essential to enabling widespread adoption.…

Instrumentation and Detectors · Physics 2024-03-27 Panpan Xu , Robin Jones , Georgios Sarris , Peter Huthwaite

The detrending moving average (DMA) algorithm is one of the best performing methods to quantify the long-term correlations in nonstationary time series. Many long-term correlated time series in real systems contain various trends. We…

Data Analysis, Statistics and Probability · Physics 2015-08-04 Ying-Hui Shao , Gao-Feng Gu , Zhi-Qiang Jiang , Wei-Xing Zhou

Massive machine type communication (mMTC) is one of the three fifth generation mobile networking (5G) key usage scenarios, which is characterized by a very large number of connected devices typically transmitting a relatively low volume of…

Signal Processing · Electrical Eng. & Systems 2018-05-11 Feilong Wang , Yuyan Zhang , Hui Zhao , Hanyuan Huang , Jing Li

Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…

Methodology · Statistics 2022-11-01 Nauman Ahad , Mark A. Davenport , Yao Xie

With the development and popularity of sensors installed in manufacturing systems, complex data are collected during manufacturing processes, which brings challenges for traditional process control methods. This paper proposes a novel…

Machine Learning · Statistics 2024-02-01 Yanrong Li , Juan Du , Fugee Tsung , Wei Jiang

The extensive emergence of big data techniques has led to an increasing interest in the development of change-point detection algorithms that can perform well in a multivariate, possibly high-dimensional setting. In the current paper, we…

Methodology · Statistics 2022-11-15 Andreas Anastasiou , Angelos Papanastasiou

The application of graph signal processing (GSP) on partially observed graph signals with missing nodes has gained attention recently. This is because processing data from large graphs are difficult, if not impossible due to the lack of…

Signal Processing · Electrical Eng. & Systems 2024-05-17 Hoang-Son Nguyen , Hoi-To Wai

Industrial Internet of Things (IIoT) networks demand reliable anomaly detection under harsh wireless conditions, yet most detectors fail on four fronts: hostile fading, stealthy non-Gaussian faults, discarded spatial structure, or…

Signal Processing · Electrical Eng. & Systems 2026-05-06 Surya Jayakumar , Indrakshi Dey

The $\gamma$-FDP and $k$-FWER multiple testing error metrics, which are tail probabilities of the respective error statistics, have become popular recently as less-stringent alternatives to the FDR and FWER. We propose general and flexible…

Methodology · Statistics 2016-12-20 Jay Bartroff

This paper studies the unsupervised change point detection problem in time series of networks using the Separable Temporal Exponential-family Random Graph Model (STERGM). Inherently, dynamic network patterns are complex due to dyadic and…

Methodology · Statistics 2025-09-01 Yik Lun Kei , Hangjian Li , Yanzhen Chen , Oscar Hernan Madrid Padilla

Smart grids are exposed to passive eavesdropping, where attackers listen silently to communication links. Although no data is actively altered, such reconnaissance can reveal grid topology, consumption patterns, and operational behavior,…

Cryptography and Security · Computer Science 2026-05-11 Bochra Al Agha , Razane Tajeddine

A distributed detection scheme where the sensors transmit with constant modulus signals over a Gaussian multiple access channel is considered. The deflection coefficient of the proposed scheme is shown to depend on the characteristic…

Information Theory · Computer Science 2017-04-05 Cihan Tepedelenlioglu , Sivaraman Dasarathan