English
Related papers

Related papers: A Fully Multivariate Multifractal Detrended Fluctu…

200 papers

Faraday Rotation Measure (RM) synthesis requires the recovery of the Faraday Dispersion Function (FDF) from measurements restricted to limited wavelength ranges, which is an ill-conditioned deconvolution problem. Here, we propose a novel…

Instrumentation and Methods for Astrophysics · Physics 2015-06-15 M. Andrecut

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

We discuss the problem for detecting long-range correlations in sequences of values obtained by generators of pseudo-random numbers. The basic idea is that the H{\"o}lder exponent for a sufficiently long sequence of uncorrelated random…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nikolay K. Vitanov , Kh. Tarnev , H. Kantz

Different variants of MFDFA technique are applied in order to investigate various (artificial and real-world) time series. Our analysis shows that the calculated singularity spectra are very sensitive to the order of the detrending…

Data Analysis, Statistics and Probability · Physics 2023-07-19 P. Oświęcimka , S. Drożdż , J. Kwapień , A. Z. Górski

Rolling bearings are critical components in rotating machinery, and their faults can cause severe damage. Early detection of abnormalities is crucial to prevent catastrophic accidents. Traditional and intelligent methods have been used to…

Computer Vision and Pattern Recognition · Computer Science 2023-04-12 Weiyang Jin

Radio frequency fingerprinting (RFF) is a promising device authentication technique for securing the Internet of things. It exploits the intrinsic and unique hardware impairments of the transmitters for RF device identification. In…

Signal Processing · Electrical Eng. & Systems 2023-06-26 Yuan Zeng , Yi Gong , Jiawei Liu , Shangao Lin , Zidong Han , Ruoxiao Cao , Kaibin Huang , Khaled Ben Letaief

An efficient method of exploring the effects of anisotropy in the fractal properties of 2D surfaces and images is proposed. It can be viewed as a direction-sensitive generalization of the multifractal detrended fluctuation analysis (MFDFA)…

Applied Physics · Physics 2024-10-14 Rafał Rak , Stanisław Drożdż , Jarosław Kwapień , Paweł Oświęcimka

Wide-area synchrophasor ambient measurements provide a valuable data source for real-time oscillation mode monitoring and analysis. This paper introduces a novel method for identifying inter-area oscillation modes using wide-area ambient…

Signal Processing · Electrical Eng. & Systems 2021-03-03 Shutang You

Multivariate Functional Principal Component Analysis (MFPCA) is a valuable tool for exploring relationships and identifying shared patterns of variation in multivariate functional data. However, controlling the roughness of the extracted…

Methodology · Statistics 2023-06-27 Hossein Haghbin , Yue Zhao , Mehdi Maadooliat

Diagnosis of bearing faults is paramount to reducing maintenance costs and operational breakdowns. Bearing faults are primary contributors to machine vibrations, and analyzing their signal morphology offers insights into their health…

Machine Learning · Computer Science 2026-01-21 Mohammad Al-Sa'd , Tuomas Jalonen , Serkan Kiranyaz , Moncef Gabbouj

Most wind turbines are remotely monitored 24/7 to allow for an early detection of operation problems and developing damage. We present a new fault detection method for vibration-monitored drivetrains that does not require any feature…

Machine Learning · Computer Science 2022-06-28 Stefan Jonas , Dimitrios Anagnostos , Bernhard Brodbeck , Angela Meyer

Fault diagnosis plays an essential role in reducing the maintenance costs of rotating machinery manufacturing systems. In many real applications of fault detection and diagnosis, data tend to be imbalanced, meaning that the number of…

Machine Learning · Computer Science 2022-03-30 Masoud Jalayer , Amin Kaboli , Carlotta Orsenigo , Carlo Vercellis

The wavelet transform modulus maxima (WTMM) used in the singularity analysis of one fractal function is extended to study the fractal correlation of two multifractal functions. The technique is developed in the framework of joint partition…

Data Analysis, Statistics and Probability · Physics 2009-11-13 D. C. Lin , A. Sharif

We propose VarFA, a variational inference factor analysis framework that extends existing factor analysis models for educational data mining to efficiently output uncertainty estimation in the model's estimated factors. Such uncertainty…

Machine Learning · Statistics 2020-08-18 Zichao Wang , Yi Gu , Andrew Lan , Richard Baraniuk

This paper addresses the challenges of wideband signal beamforming in radar systems and proposes a new calibration method. Due to operating conditions, the frequency dependent characteristics of the system can be changed, and amplitude,…

Signal Processing · Electrical Eng. & Systems 2023-06-27 Hyung-Woo Kim , Jin-woo Kim , Jin-ha Kim , JaeYoung Choi , Sangpyo Hong , Byungkwan Kim

In this work, we develop the asymptotic theory of the Detrended Fluctuation Analysis (DFA) and Detrended Cross-Correlation Analysis (DCCA) for trend-stationary stochastic processes without any assumption on the specific form of the…

Statistics Theory · Mathematics 2022-11-16 Taiane Schaedler Prass , Guilherme Pumi

This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…

Optimization and Control · Mathematics 2021-08-12 Ioannis Tzortzis , Marios M. Polycarpou

The authors propose a new modeling approach based on the impedance field method (IFM) to analyze the general geometric variations in device simulations. Compared with the direct modeling of multiple variational devices, the proposed…

Mesoscale and Nanoscale Physics · Physics 2016-04-27 Bo Fu , Seonghoon Jin , Woosung Choi , Keun-Ho Lee , Young-Kwan Park

Multi-frame algorithms for single-channel speech enhancement are able to take advantage from short-time correlations within the speech signal. Deep filtering (DF) recently demonstrated its capabilities for low-latency scenarios like hearing…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-16 Hendrik Schröter , Tobias Rosenkranz , Alberto N. Escalante-B. , Andreas Maier

Bearing failure is the most common failure mode in rotating machinery and can result in large financial losses or even casualties. However, complex structures around bearing and actual variable working conditions can lead to large…

Signal Processing · Electrical Eng. & Systems 2018-06-06 Zhe Tong , Wei Li , Bo Zhang , Meng Zhang