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The cross-correlation function (CCF) is commonly employed in the study of AGN, where it is used to probe the structure of the broad line region by line reverberation, to study the continuum emission mechanism by correlating multi-waveband…

Instrumentation and Methods for Astrophysics · Physics 2013-02-07 Tal Alexander

The convergence property of a stochastic algorithm for the self-consistent field (SCF) calculations of electron structures is studied. The algorithm is formulated by rewriting the electron charges as a trace/diagonal of a matrix function,…

Numerical Analysis · Mathematics 2023-04-20 Taehee Ko , Xiantao Li

We analyze how the choice of the sampling weight affects the efficiency of the Monte Carlo evaluation of classical time autocorrelation functions. Assuming uncorrelated sampling or sampling with constant correlation length, we propose a…

Chemical Physics · Physics 2015-06-12 Tomas Zimmermann , Jiri Vanicek

Astronomical data are typically irregular in time, e.g. the space (HIPPARCOS/TYCHO, KEPLER, GAIA, WISE etc.) and ground-based CCD (NSVS, ASAS, CRTS, SuperWASP etc.) and photographic (Harvard, Sonneberg, Odessa etc.) photometrical surveys.…

Solar and Stellar Astrophysics · Physics 2019-02-05 Ivan L. Andronov

This article introduces new methods for the analysis of cyclostationary time series with infinite variance. Traditional cyclostationary analysis, based on periodically correlated (PC) processes, relies on the autocovariance function (ACVF).…

Methodology · Statistics 2026-04-16 Wojciech Żuławiński , Agnieszka Wyłomańska

The classical regular and partial autocorrelation functions are powerful tools for stationary time series modelling and analysis. However, it is increasingly recognized that many time series are not stationary and the use of classical…

Statistics Theory · Mathematics 2021-10-27 Rebecca Killick , Marina I. Knight , Guy P. Nason , Idris A. Eckley

This is a "spatial autocorrelation analysis" of spatial autocorrelation. I use the 1-dimension spatial autocorrelation function (ACF) and partial autocorrelation function (PACF) to analyze four kinds of weight function in common use for the…

Data Analysis, Statistics and Probability · Physics 2018-12-21 Yanguang Chen

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Machine Learning · Statistics 2023-05-31 Chen Xu , Yao Xie

In machine learning one often assumes the data are independent when evaluating model performance. However, this rarely holds in practise. Geographic information data sets are an example where the data points have stronger dependencies among…

Applications · Statistics 2020-06-01 Jonne Pohjankukka , Tapio Pahikkala , Paavo Nevalainen , Jukka Heikkonen

Discriminative Correlation Filters (DCF) are efficient in visual tracking but suffer from unwanted boundary effects. Spatially Regularized DCF (SRDCF) has been suggested to resolve this issue by enforcing spatial penalty on DCF…

Computer Vision and Pattern Recognition · Computer Science 2018-03-26 Feng Li , Cheng Tian , Wangmeng Zuo , Lei Zhang , Ming-Hsuan Yang

We consider the problem of estimating the period of an unknown periodic function observed in additive noise sampled at irregularly spaced time instants in a semiparametric setting. To solve this problem, we propose a novel estimator based…

Statistics Theory · Mathematics 2008-01-03 Céline Lévy-Leduc , Eric Moulines , François Roueff

Time series forecasting is essential for our daily activities and precise modeling of the complex correlations and shared patterns among multiple time series is essential for improving forecasting performance. Spatial-Temporal Graph Neural…

Machine Learning · Computer Science 2024-06-19 Yue Jiang , Xiucheng Li , Yile Chen , Shuai Liu , Weilong Kong , Antonis F. Lentzakis , Gao Cong

We demonstrate that extremely rapid and weak periodic and non-periodic signals can easily be detected by using the autocorrelation of intensity as a function of time. We use standard radio-astronomical observations that have artificial…

Instrumentation and Methods for Astrophysics · Physics 2018-05-16 Ermanno F. Borra , Jonathan D. Romney , Eric Trottier

In this paper, a novel and robust algorithm is proposed for adaptive beamforming based on the idea of reconstructing the autocorrelation sequence (ACS) of a random process from a set of measured data. This is obtained from the first column…

Information Theory · Computer Science 2021-06-25 Saeed Mohammadzadeh , Vitor H. Nascimento , Rodrigo C. de Lamare , Osman Kukrer

Adaptive random testing (ART) improves the failure-detection effectiveness of random testing by leveraging properties of the clustering of failure-causing inputs of most faulty programs: ART uses a sampling mechanism that evenly spreads…

Software Engineering · Computer Science 2021-06-01 Muhammad Ashfaq , Rubing Huang , Dave Towey , Michael Omari , Dmitry Yashunin , Patrick Kwaku Kudjo , Tao Zhang

Many AGN exhibit a highly variable luminosity. Some AGN also show a pronounced time delay between variations seen in their optical continuum and in their emission lines. In effect, the emission lines are light echoes of the continuum. This…

Astrophysics · Physics 2009-10-31 W. F. Welsh

In this paper a spline based integral approximation is utilized to propose a sequence of approximations to the error function that converge at a significantly faster manner than the default Taylor series. The approximations can be improved…

General Mathematics · Mathematics 2022-07-27 Roy M. Howard

We propose a novel estimator of the autocorrelation function in presence of missing observations. We establish the consistency, the asymptotic normality, and we derive deviation bounds for various classes of weakly dependent stationary time…

Methodology · Statistics 2010-04-22 Natalia Bahamonde , Paul Doukhan , Eric Moulines

Uncertainty quantification of predictive models is crucial in decision-making problems. Conformal prediction is a general and theoretically sound answer. However, it requires exchangeable data, excluding time series. While recent works…

Machine Learning · Statistics 2022-02-16 Margaux Zaffran , Aymeric Dieuleveut , Olivier Féron , Yannig Goude , Julie Josse

We present configuration-space estimators for the auto- and cross-covariance of two- and three-point correlation functions (2PCF and 3PCF) in general survey geometries. These are derived in the Gaussian limit (setting higher-order…

Cosmology and Nongalactic Astrophysics · Physics 2019-10-23 Oliver H. E. Philcox , Daniel J. Eisenstein