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To address limitations of the graph fractional Fourier transform (GFRFT) Wiener filtering and the traditional joint time-vertex fractional Fourier transform (JFRFT) Wiener filtering, this study proposes a filtering method based on the…
Transient signals are often composed of a series of modes that have multivalued time-dependent instantaneous frequency (IF), which brings challenges to the development of signal processing technology. Fortunately, the group delay (GD) of…
While generative modeling on time series facilitates more capable and flexible probabilistic forecasting, existing generative time series models do not address the multi-dimensional properties of time series data well. The prevalent…
Many real-world applications require aligning two temporal sequences, including bioinformatics, handwriting recognition, activity recognition, and human-robot coordination. Dynamic Time Warping (DTW) is a popular alignment method, but can…
In deep networks, the lost data details significantly degrade the performances of image segmentation. In this paper, we propose to apply Discrete Wavelet Transform (DWT) to extract the data details during feature map down-sampling, and…
Finance is a particularly challenging application area for deep learning models due to low noise-to-signal ratio, non-stationarity, and partial observability. Non-deliverable-forwards (NDF), a derivatives contract used in foreign exchange…
Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…
Time series anomaly detection is critical for system monitoring and risk identification, across various domains, such as finance and healthcare. However, for most reconstruction-based approaches, detecting anomalies remains a challenge due…
Image Representation learning via input reconstruction is a common technique in machine learning for generating representations that can be effectively utilized by arbitrary downstream tasks. A well-established approach is using…
Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…
The achievable data rates of current fiber-optic wavelength-division-multiplexing (WDM) systems are limited by nonlinear interactions between different subchannels. Recently, it was thus proposed to replace the conventional Fourier…
The (inverse) discrete Fourier transform (DFT/IDFT) is often perceived as essential to orthogonal frequency-division multiplexing (OFDM) systems. In this paper, a deep complex-valued convolutional network (DCCN) is developed to recover bits…
Dynamic link prediction plays a crucial role in diverse applications including social network analysis, communication forecasting, and financial modeling. While recent Transformer-based approaches have demonstrated promising results in…
Forecasting non-stationary time series is a challenging task because their statistical properties often change over time, making it hard for deep models to generalize well. Instance-level normalization techniques can help address shifts in…
The performance of transformers for time-series forecasting has improved significantly. Recent architectures learn complex temporal patterns by segmenting a time-series into patches and using the patches as tokens. The patch size controls…
This paper develops a threshold model with a time-varying threshold, represented using a wavelet series expansion. The model adequately captures irregular and abrupt variations, as well as smooth changes in the threshold parameter, allowing…
The dual-tree complex wavelet transform (DTCWT) is an enhancement of the conventional discrete wavelet transform (DWT) due to a higher degree of shift-invariance and a greater directional selectivity, finding its applications in signal and…
In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications. The crucial challenge of long-term MTS…
Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…
In this paper, we present an assortment of both standard and advanced Fourier techniques that are useful in the analysis of astrophysical time series of very long duration -- where the observation time is much greater than the time…