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Nonlinear dynamic volatility has been observed in many financial time series. The recently proposed quantile periodogram offers an alternative way to examine this phenomena in the frequency domain. The quantile periodogram is constructed…

Statistical Finance · Quantitative Finance 2026-03-26 Ta-Hsin Li

A new time series bootstrap scheme, the time frequency toggle (TFT)-bootstrap, is proposed. Its basic idea is to bootstrap the Fourier coefficients of the observed time series, and then to back-transform them to obtain a bootstrap sample in…

Statistics Theory · Mathematics 2012-11-21 Claudia Kirch , Dimitris N. Politis

The standard paradigm for confirmatory clinical trials is to compare experimental treatments with a control, for example the standard of care or a placebo. However, it is not always the case that a suitable control exists. Efficient…

Methodology · Statistics 2024-10-29 Thomas Burnett , Thomas Jaki

With increased wind power penetration in modern power systems, wind plants are required to provide frequency support similar to conventional plants. However, for the existing frequency regulation scheme of wind turbines, the control gains…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Cheng Zhong , Yueming Lv , Huayi Li , JiKai Chen , Yang Li

Increasingly, statisticians are faced with the task of analyzing complex data that are non-Euclidean and specifically do not lie in a vector space. To address the need for statistical methods for such data, we introduce the concept of…

Methodology · Statistics 2017-10-05 Alexander Petersen , Hans-Georg Müller

A Head Related Transfer Function (HRTF) characterizes how a human ear receives sounds from a point in space, and depends on the shapes of one's head, pinna, and torso. Accurate estimations of HRTFs for human subjects are crucial in enabling…

Sound · Computer Science 2022-03-22 Navid H. Zandi , Awny M. El-Mohandes , Rong Zheng

Modelling a large bundle of curves arises in a broad spectrum of real applications. However, existing literature relies primarily on the critical assumption of independent curve observations. In this paper, we provide a general theory for…

Statistics Theory · Mathematics 2018-12-21 Shaojun Guo , Xinghao Qiao

We consider the functional regression model with multivariate response and functional predictors. Compared to fitting each individual response variable separately, taking advantage of the correlation between the response variables can…

Methodology · Statistics 2026-02-04 Ruiyan Luo , Xin Qi

Conformance is defined as a measure of distance between the behaviors of two dynamical systems. The notion of conformance can accelerate system design when models of varying fidelities are available on which analysis and control design can…

Systems and Control · Electrical Eng. & Systems 2023-08-15 Xin Qin , Navid Hashemi , Lars Lindemann , Jyotirmoy V. Deshmukh

Probabilistic load flow (PLF) calculation, as a fundamental tool to analyze transmission system behavior, has been studied for decades. Despite a variety of available methods, existing PLF approaches rarely take system control into account.…

Systems and Control · Electrical Eng. & Systems 2022-03-02 Mengshuo Jia , Qianni Cao , Chen Shen , Gabriela Hug

The force transmitted from the front tires and tie rods to the steering rack of a vehicle, called the rack force, significantly influences the torque experienced by a driver at the steering wheel. As a result, estimates of rack force are…

Systems and Control · Electrical Eng. & Systems 2021-04-29 Akshay Bhardwaj , Daniel Slavin , John Walsh , James Freudenberg , R. Brent Gillespie

Baroreflex is critical to maintain the blood pressure homeostasis, and the quantification of the baroreflex regulation function (BRF) can provide guidance for disease diagnosis, treatment and healthcare. Current quantification of the BRF…

Medical Physics · Physics 2024-10-07 Bo-Yuan Li , Xiao-Yang Li , Xia Lu , Rui Kang , Zhao-Xing Tian , Feng Ling

Functional Magnetic Resonance Imaging~(fMRI) is widely used to study activation in the human brain. In most cases, data are commonly used to construct activation maps corresponding to a given paradigm. Results can be very variable, hence…

Applications · Statistics 2022-05-04 Ranjan Maitra

Fatigue data arise in many research and applied areas and there have been statistical methods developed to model and analyze such data. The distributions of fatigue life and fatigue strength are often of interest to engineers designing…

Methodology · Statistics 2024-03-20 Peng Liu , Yili Hong , Luis A. Escobar , William Q. Meeker

Fractal and fractal-rate stochastic point processes (FSPPs and FRSPPs) provide useful models for describing a broad range of diverse phenomena, including electron transport in amorphous semiconductors, computer-network traffic, and…

The standard approach to the analysis of functional magnetic resonance imaging (FMRI) data applies various preprocessing steps to the original FMRI. These preprocessings lead to a general underestimation of residual variance in the…

Applications · Statistics 2018-09-20 Thomas Wilhelm Dieter Möbius

We present a method for providing statistical guarantees on runtime safety and goal reachability for integrated planning and control of a class of systems with unknown nonlinear stochastic underactuated dynamics. Specifically, given a…

Robotics · Computer Science 2022-12-15 Craig Knuth , Glen Chou , Jamie Reese , Joe Moore

Proprioception is a human sense that provides feedback from muscles and joints about body position and motion. This key capability keeps us upright, moving, and responding quickly to slips or stumbles. In this paper we discuss a…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Mrdjan Jankovic

Digital health technologies enable high-frequency collection of data in near-continuous time and capture rich information about the health of individuals. The raw data collected by these devices often have a hierarchical functional…

There is a class of physical filtration processes where the input is adequately modeled by a continuous periodic function f (x) of bounded variation over its period, and the output depends only on certain harmonics of the Fourier expansion…

General Mathematics · Mathematics 2024-12-17 Vladimir Sluchak