Related papers: Asymmetric Huber Periodogram
This paper presents a new method for modelling periodic signals having an aperiodic trend, using the method of variable projection. It is a major extension to the IEEE-standard 1057 by permitting the background to be time varying;…
Period estimation is an important task in the classification of many variable astrophysical objects. Here we present GRAPE: Genetic Routine for Astronomical Period Estimation, a genetic algorithm optimised for the processing of survey data…
Traditional time series forecasting methods optimize for accuracy alone. This objective neglects temporal consistency, in other words, how consistently a model predicts the same future event as the forecast origin changes. We introduce the…
Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional…
Time-delay embedding is a fundamental technique in Topological Data Analysis (TDA) for reconstructing the phase space dynamics of time-series data. Persistent homology effectively identifies global topological features, such as loops…
The recent studies signify the growing concern of researchers towards monitoring and measuring sustainability performance at various levels and in many fields, including healthcare. However, there is no agreed approach to assessing the…
In this paper, we propose a novel method for estimating the long-memory parameter in time series. By combining the multi-resolution framework of wavelets with the robustness of the Least Absolute Deviations (LAD) criterion, we introduce a…
World Health Organization (WHO) provides the guideline for managing the Particulate Matter (PM) level because when the PM level is higher, it threats the human health. For managing PM level, the procedure for measuring PM value is needed…
In this paper will be presented new approach to entropy coding: family of generalizations of standard numeral systems which are optimal for encoding sequence of equiprobable symbols, into asymmetric numeral systems - optimal for freely…
Periodic dynamical systems ubiquitously exist in science and engineering. The harmonic balance (HB) method and its variants have been the most widely-used approaches for such systems, but are either confined to low-order approximations or…
The proportional hazards (PH) model is arguably one of the most popular models used to analyze time to event data arising from clinical trials and longitudinal studies, among many others. In many such studies, the event time of interest is…
Very large time series are increasingly available from an ever wider range of IoT-enabled sensors, from which significant insights can be obtained through mining temporal patterns from them. A useful type of patterns found in many…
The objective of this paper is to derive the essential invariance and contraction properties for the geometric periodic systems, which can be formulated as a category of differential inclusions, and primarily rendered in the phase…
We present a novel physics-informed system identification method to construct a passive linear time-invariant system. In more detail, for a given quadratic energy functional, measurements of the input, state, and output of a system in the…
The unsupervised detection of anomalies in time series data has important applications in user behavioral modeling, fraud detection, and cybersecurity. Anomaly detection has, in fact, been extensively studied in categorical sequences.…
The analysis of nonlinear dynamics is an important issue in numerous fields of science. In this study, we propose a new method to analyze the time series data using persistent homology (PH). The key idea is the application of PH to the…
This paper proposes two coherent broadband focusing algorithms for spatial correlation estimation using sparse linear arrays. Both algorithms decompose the time-domain array data into disjoint frequency bands through discrete Fourier…
High-order harmonic generation (HHG) in isolated atoms and molecules has been widely utilized in extreme ultraviolet (XUV) photonics and attosecond pulse metrology. Recently, HHG has also been observed in solids, which could lead to…
Although HRV (Heart Rate Variability) analyses have been carried out for several decades, several limiting factors still make these analyses useless from a clinical point of view. The present paper aims at overcoming some of these limits by…
This work proposes the AutoHVSR algorithm that allows for fully-automated processing of horizontal-to-vertical spectral ratio (HVSR) measurements, including those with zero, one, or multiple clear resonances. The AutoHVSR algorithm…