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Three aspects of time series are uncertainty (dispersion at a given time scale), scaling (time-scale dependence), and intermittency (inclination to change dynamics). Simple measures of dispersion are the mean absolute deviation and the…

Probability · Mathematics 2007-05-23 David R. Bickel

The quantum fluctuations of a test scalar field on superhorizon scale in de Sitter spacetime can be described by an effective one-dimensional stochastic theory corresponding to a particular class of nonequilibrium dynamical systems known as…

High Energy Physics - Theory · Physics 2020-02-28 G. Moreau , J. Serreau

This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Machine Learning · Statistics 2014-10-06 Jaakko Luttinen , Tapani Raiko , Alexander Ilin

This paper proposes a resilient state estimator for LTI discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Alexandre Kircher , Laurent Bako , Eric Blanco , Mohamed Benallouch

Test-time adaptation (TTA) seeks to tackle potential distribution shifts between training and testing data by adapting a given model w.r.t. any testing sample. This task is particularly important for deep models when the test environment…

Machine Learning · Computer Science 2022-06-01 Shuaicheng Niu , Jiaxiang Wu , Yifan Zhang , Yaofo Chen , Shijian Zheng , Peilin Zhao , Mingkui Tan

In this paper we analyze the effect of the calibration period, or lack of, on self-interference channel estimation in the digital domain of in-band full-duplex radio transceivers. In particular, we consider a scenario where the channel…

Information Theory · Computer Science 2014-09-05 Dani Korpi , Lauri Anttila , Mikko Valkama

We consider the asymptotic behavior of the multidimensional Laplace-type integral with a perturbed phase function. Under suitable assumptions, we derive a higher-order asymptotic expansion with an error estimate, generalizing some previous…

Classical Analysis and ODEs · Mathematics 2025-12-11 Ikki Fukuda , Yoshiki Kagaya , Yuki Ueda

Channel Estimation is an essential component in applications such as radar and data communication. In multi path time varying environments, it is necessary to estimate time-shifts, scale-shifts (the wideband equivalent of Doppler-shifts),…

Information Theory · Computer Science 2009-06-05 Brian Carroll

Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…

Methodology · Statistics 2017-11-15 Elynn Yi Chen , Qiwei Yao , Rong Chen

The starting point of this work is the axiomatic existence of a smallest measurable interval, viz. the Planck time $t_P$, set by quantum fluctuations in the vacuum metric tensor. By the Relativity Principle, the same limit must then apply…

Astrophysics · Physics 2009-11-07 Richard Lieu

We report on the computer study of a lattice system that relaxes from a metastable state. Under appropriate nonequilibrium randomness, relaxation occurs by avalanches, i.e., the model evolution is discontinuous and displays many scales in a…

Disordered Systems and Neural Networks · Physics 2007-05-23 P. I. Hurtado , J. Marro , P. L. Garrido

A model is proposed for a class of asynchronous sample-and-hold operators that is relevant in the analysis of embedded and networked systems. The model is parametrized by characteristics of the corresponding time-varying input-output delay.…

Optimization and Control · Mathematics 2020-01-03 Michael Cantoni , Chung-Yao Kao , Mark A. Fabbro

This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…

Econometrics · Economics 2018-04-12 Hiroaki Kaido , Jiaxuan Li , Marc Rysman

We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…

Statistics Theory · Mathematics 2024-07-09 Fumiya Akashi , Konstantinos Fokianos , Junichi Hirukawa

In this paper, we address the problem of stabilization in continuous time linear dynamical systems using state feedback when compressive sampling techniques are used for state measurement and reconstruction. In [5], we had introduced the…

Optimization and Control · Mathematics 2011-10-18 Kang Kang , Sourabh Bhattacharya , Tamer Basar

Recent experimental and computational studies of vibrated thin layers of identical spheres have shown transitions to ordered phases similar to those seen in equilibrium systems. Motivated by these results, we carry out simulations of hard…

Soft Condensed Matter · Physics 2010-01-07 Alexander E. Lobkovsky , Francisco Vega Reyes , J. S. Urbach

We consider the modeling, stability analysis and controller design problems for discrete-time LTI systems with state feedback, when the actuation signal is subject to switching propagation delays, due to e.g. the routing in a multi-hop…

Optimization and Control · Mathematics 2014-01-09 R. M. Jungers , A. D'Innocenzo , M. D. Di Benedetto

We study size effects in the fracture strength of notched disordered samples using numerical simulations of lattice models for fracture. In particular, we consider the random fuse model, the random spring model and the random beam model,…

Materials Science · Physics 2008-04-15 Mikko J. Alava , Phani K. V. V. Nukala , Stefano Zapperi

We reconsider the theory of the linear response of non-equilibrium steady states to perturbations. We first show that by using a general functional decomposition for space-time dependent forcings, we can define elementary susceptibilities…

Statistical Mechanics · Physics 2015-05-28 Valerio Lucarini , Tobias Kuna , Jeroen Wouters , Davide Faranda

Energy forecasting is pivotal in energy systems, by providing fundamentals for operation, with different horizons and resolutions. Though energy forecasting has been widely studied for capturing temporal information, very few works…

Signal Processing · Electrical Eng. & Systems 2024-01-12 Chenxi Wang , Pierre Pinson , Yi Wang