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We study the transition to turbulence in a flat plate boundary layer by means of visibility analysis of velocity time-series extracted across the flow domain. By taking into account the mutual visibility of sampled values, visibility graphs…

Fluid Dynamics · Physics 2022-10-13 Davide Perrone , Luca Ridolfi , Stefania Scarsoglio

This paper reviews two different uses of the continuous wavelet transform for modal identification purposes. The properties of the wavelet transform, mainly energetic, allow to emphasize or filter the main information within measured…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Pierre Argoul , Silvano Erlicher

Shortwave track diseases are generally reflected in the form of local track irregularity. Such diseases will greatly impact the train-track-bridge interaction (TTBI) dynamic system, seriously affecting train safety. Therefore, a method is…

Signal Processing · Electrical Eng. & Systems 2023-03-29 Ye Mo , Yi Zhuo , Shunlong Li

We propose a novel framework to investigate lead-lag relationships between two financial assets. Our framework bridges a gap between continuous-time modeling based on Brownian motion and the existing wavelet methods for lead-lag analysis…

Methodology · Statistics 2018-11-13 Takaki Hayashi , Yuta Koike

The method of element analysis is proposed here as an alternative to traditional wavelet-based approaches to analyzing perturbations in financial signals by scale. In this method, the processes that generate oscillations in financial…

Statistical Finance · Quantitative Finance 2023-02-01 Nathan Zavanelli

We present a new framework for robust estimation and inference on second-order stationary time series and random fields. This framework is based on the Generalized Method of Wavelet Moments which uses the wavelet variance to achieve…

Applications · Statistics 2016-07-21 Stéphane Guerrier , Roberto Molinari

Directional wavelet dictionaries are hierarchical representations which efficiently capture and segment information across scale, location and orientation. Such representations demonstrate a particular affinity to physical signals, which…

Instrumentation and Methods for Astrophysics · Physics 2024-03-15 Matthew A. Price , Alicja Polanska , Jessica Whitney , Jason D. McEwen

The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only isolated…

Data Analysis, Statistics and Probability · Physics 2020-04-08 Paweł Oświęcimka , Stanisław Drożdż , Mattia Frasca , Robert Gębarowski , Natsue Yoshimura , Luciano Zunino , Ludovico Minati

This paper presents an epilepsy detection method based on discrete wavelet transform (DWT) and Machine learning classifiers. Here DWT has been used for feature extraction as it provides a better decomposition of the signals in different…

Signal Processing · Electrical Eng. & Systems 2023-07-06 Rabel Guharoy , Nanda Dulal Jana , Suparna Biswas

A wavelet is a localized function having a prescribed number of vanishing moments. In this correspondence, we provide precise arguments as to why the Hilbert transform of a wavelet is again a wavelet. In particular, we provide sharp…

Functional Analysis · Mathematics 2013-07-23 Kunal Narayan Chaudhury , Michael Unser

A wavelet transform spectrum analyzer operating in real time within the frequency range 3X10^(-5) - 1.3X10^5 Hz has been implemented on a low-cost Digital Signal Processing board operating at 150MHz. The wavelet decomposition of the signal…

Statistical Mechanics · Physics 2009-11-07 Doriano Brogioli , Alberto Vailati

This study proposes an unsupervised anomaly detection method for distributed backend service systems, addressing practical challenges such as complex structural dependencies, diverse behavioral evolution, and the absence of labeled data.…

Machine Learning · Computer Science 2025-08-14 Yun Zi , Ming Gong , Zhihao Xue , Yujun Zou , Nia Qi , Yingnan Deng

In this paper we treat statistical inference for an intrinsic wavelet estimator of curves of symmetric positive definite (SPD) matrices in a log-Euclidean manifold. This estimator preserves positive-definiteness and enjoys…

Methodology · Statistics 2022-02-16 Johannes Krebs , Daniel Rademacher , Rainer von Sachs

The performances of a new data processing technique, namely the Empirical Mode Decomposition, are evaluated on a fully developed turbulent velocity signal perturbed by a numerical forcing which mimics a long-period flapping. First, we…

Fluid Dynamics · Physics 2015-05-20 Nicolas Mazellier , Fabrice Foucher

Most time series observed in practice exhibit time-varying trend (first-order) and autocovariance (second-order) behaviour. Differencing is a commonly-used technique to remove the trend in such series, in order to estimate the time-varying…

Methodology · Statistics 2022-09-07 Euan T. McGonigle , Rebecca Killick , Matthew A. Nunes

In this paper, we propose a new two-dimensional directional discrete wavelet transform that can decompose an image into 12 multiscale directional edge components. The proposed transform is designed in a fully discrete setting and thus is…

Signal Processing · Electrical Eng. & Systems 2021-12-03 Kensuke Fujinoki , Keita Ashizawa

An experiment was performed using SPIV in the LMFL boundary layer facility to determine all the derivative moments needed to estimate the average dissipation rate of the turbulence kinetic energy, $\varepsilon = 2 \nu \langle s_{ij}s_{ij}…

For signals belonging to balls in smoothness classes and noise with enough moments, the asymptotic behavior of the minimax quadratic risk among soft-threshold estimates is investigated. In turn, these results, combined with a median…

Statistics Theory · Mathematics 2016-08-16 R. Averkamp , C. Houdré

This paper presents a performance analysis framework for linear detection in fast-fading channels with possibly correlated channel and noise. The framework is both accurate and adaptable, making it well-suited for analyzing a wide range of…

Signal Processing · Electrical Eng. & Systems 2025-07-09 Almutasem Bellah Enad , Jihad Fahs , Hadi Sarieddeen , Hakim Jemaa , Tareq Y. Al-Naffouri

Abrupt change detection based on the wavelet transform and threshold method is very effective in detecting the abrupt changes and hence segmenting the signals recorded during disturbances in the electrical power network. The wavelet method…

Other Computer Science · Computer Science 2015-03-20 A. Ukil , R. Zivanovic
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