Related papers: Uncertainty quantification of synchrosqueezing tra…
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…
Relative impulse responses between microphones are usually long and dense due to the reverberant acoustic environment. Estimating them from short and noisy recordings poses a long-standing challenge of audio signal processing. In this paper…
Time series forecasting is critical for decision-making across dynamic domains such as energy, finance, transportation, and cloud computing. However, real-world time series often exhibit non-stationarity, including temporal distribution…
The short-time Fourier transform (STFT) is a time-frequency representation widely used in applications, for example in audio signal processing. Recently it has been shown that not only the amplitude, but also the phase of this…
This paper proposes a new framework to compute finite-horizon safety guarantees for discrete-time piece-wise affine systems with stochastic noise of unknown distributions. The approach is based on a novel approach to synthesise a stochastic…
The free metaplectic transformation (FMT) has gained much popularity in recent times because of its various application in signal processing, paraxial optical systems, digital algorithms, optical encryption and so on. However, the FMT is…
In stochastic simulation, input uncertainty refers to the output variability arising from the statistical noise in specifying the input models. This uncertainty can be measured by a variance contribution in the output, which, in the…
We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an…
With the growing demand for non-Euclidean data analysis, graph signal processing (GSP) has gained significant attention for its capability to handle complex time-varying data. This paper introduces a novel sampling method based on the joint…
The covariance function and the variogram play very important roles in modelling and in prediction of spatial and spatio-temporal data. The assumption of second order stationarity, in space and time, is often made in the analysis of spatial…
Synchrosqueezed transforms are non-linear processes for a sharpened time-frequency representation of wave-like components. They are efficient tools for identifying and analyzing wave-like components from their superposition. This paper is…
Using his formulation of the potential theoretic notion of balayage and his deep results about this idea, Beurling gave sufficient conditions for Fourier frames in terms of balayage. The analysis makes use of spectral synthesis, due to…
A new method is proposed to determine the time-frequency content of time-dependent signals consisting of multiple oscillatory components, with time-varying amplitudes and instantaneous frequencies. Numerical experiments as well as a…
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…
For supernovae gravitational wave signal analysis which intend to reconstruct supernova gravitational waves waveforms, we compare the performance of short-time Fourier transform (STFT), the synchroextracting transform (SET) and…
Phase retrieval from phaseless short-time Fourier transform (STFT) measurements is known to be inherently unstable when measurements are taken with respect to a single window. While an explicit inversion formula exists, it is useless in…
We propose a new approach for studying the notion of the instantaneous frequency of a signal. We build on ideas from the Synchrosqueezing theory of Daubechies, Lu and Wu and consider a variant of Synchrosqueezing, based on the short-time…
In this paper we introduce a Non-Stationary Fuzzy Time Series (NSFTS) method with time varying parameters adapted from the distribution of the data. In this approach, we employ Non-Stationary Fuzzy Sets, in which perturbation functions are…
This paper introduces a new tool for time-series analysis: the Sliding Window Discrete Fourier Transform (SWDFT). The SWDFT is especially useful for time-series with local- in-time periodic components. We define a 5-parameter model for…
Analytic signals constitute a class of signals that are widely applied in time-frequency analysis such as extracting instantaneous frequency (IF) or phase derivative in the characterization of ultrashort laser pulse. The purpose of this…