Related papers: S-ACF: A selective estimator for the autocorrelati…
A novel time calibration method for waveform sampling application specific integrated circuits (ASICs) based on switched capacitor arrays (SCAs) is proposed in this paper. Precision timing extraction using SCA ASICs has been proved to be a…
For stationary time series, it is common to use the plots of partial autocorrelation function (PACF) or PACF-based tests to explore the temporal dependence structure of such processes. To our best knowledge, such analogs for non-stationary…
Scan line levelling, a ubiquitous and often necessary step in AFM data processing, can cause a severe bias on measured roughness parameters such as mean square roughness or correlation length. Although bias estimates have been formulated,…
We propose a new autocorrelation measure for functional time series that we term spherical autocorrelation. It is based on measuring the average angle between lagged pairs of series after having been projected onto the unit sphere. This new…
To characterize temporal correlations in temporal networks, we define an autocorrelation function (ACF) for temporal networks in terms of the similarity between two snapshot networks separated by a certain time interval. By employing a…
Concurrent time series commonly arise in various applications, including when monitoring the environment such as in air quality measurement networks, weather stations, oceanographic buoys, or in paleo form such as lake sediments, tree…
A simple, model-independent method to quantify the stochastic variability of active galactic nuclei (AGNs) is the structure function (SF) analysis. If the SF for the timescales shorter than the decorrelation timescale $\tau$ is a single…
Time series forecasting is an important challenge with significant applications in areas such as weather prediction, stock market analysis, scientific simulations and industrial process analysis. In this work, we introduce LMS-AutoTSF, a…
Identifying inaccurate data has long been regarded as a significant and difficult problem in AI. In this paper, we present a new method for identifying inaccurate data on the basis of qualitative correlations among related data. First, we…
Autocovariances are a fundamental quantity of interest in Markov chain Monte Carlo (MCMC) simulations with autocorrelation function (ACF) plots being an integral visualization tool for performance assessment. Unfortunately, for slow-mixing…
Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…
Minimising a spectral risk objective, defined as a convex combination of expected cost and Conditional Value-at-Risk (CVaR), is challenging when the uncertainty distribution is decision-dependent, making both surrogate modelling and…
Sparse signals are encountered in a broad range of applications. In order to process these signals using digital hardware, they must be first sampled and quantized using an analog-to-digital convertor (ADC), which typically operates in a…
Time series forecasting (TSF) faces challenges in modeling complex intra-channel temporal dependencies and inter-channel correlations. Although recent research has highlighted the efficiency of linear architectures in capturing global…
We propose a difference-based nonparametric methodology for the estimation and inference of the time-varying auto-covariance functions of a locally stationary time series when it is contaminated by a complex trend with both abrupt and…
Asynchronous Time Series is a multivariate time series where all the channels are observed asynchronously-independently, making the time series extremely sparse when aligning them. We often observe this effect in applications with complex…
Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…
Flexible modelling of the autocovariance function (ACF) is central to time-series, spatial, and spatio-temporal analysis. Modern applications often demand flexibility beyond classical parametric models, motivating non-parametric…
This article introduces autocorrelograms for time series of point processes. Such time series usually arise when a longer temporal or spatio-temporal point process is sliced into smaller time units; for example, when an annual process is…
In this manuscript, we discuss a class of difference-based estimators of the autocovariance structure in a semiparametric regression model where the signal is discontinuous and the errors are serially correlated. The signal in this model…