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Synthesizing controllers directly from frequency-domain measurement data is a powerful tool in the linear time-invariant framework. Ever-increasing performance requirements necessitate extending these approaches to account for plant…

Systems and Control · Electrical Eng. & Systems 2021-07-22 Tom Bloemers , Roland Tóth , Tom Oomen

This study formally adapts the time-domain linear sampling method (TLSM) for ultrasonic imaging of stationary and evolving fractures in safety-critical components. The TLSM indicator is then applied to the laboratory test data of [22, 18]…

Numerical Analysis · Mathematics 2022-09-16 Xiaoli Liu , Jian Song , Fatemeh Pourahmadian , Houssem Haddar

Time series datasets are often composed of a variety of sequences from the same domain, but from different entities, such as individuals, products, or organizations. We are interested in how time series models can be specialized to…

Machine Learning · Computer Science 2022-10-11 Alex Bird , Christopher K. I. Williams , Christopher Hawthorne

In this paper, we propose the Fourier frequency vector (FFV), inherently, associated with multidimensional Fourier transform. With the help of FFV, we are able to provide physical meaning of so called negative frequencies in…

Information Theory · Computer Science 2019-05-13 Pushpendra Singh , Shiv Dutt Joshi

Frequency domain spectroscopy allows an experimenter to establish optical properties of solids in a wide frequency band including the technically challenging 10 THz region, and in other bands enables metrological comparison between…

Optics · Physics 2018-09-21 Steven Chick , Ben Murdin , Guy Matmon , Mira Naftaly

The fractional Fourier transform (FrFT), a fundamental operation in physics that corresponds to a rotation of phase space by any angle, is also an indispensable tool employed in digital signal processing for noise reduction. Processing of…

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…

Machine Learning · Computer Science 2023-06-07 Raneen Younis , Abdul Hakmeh , Zahra Ahmadi

We propose a novel method to extract global and local features of functional time series. The global features concerning the dominant modes of variation over the entire function domain, and local features of function variations over…

Methodology · Statistics 2021-06-03 Yang Yang , Yanrong Yang , Han Lin Shang

Spectral analysis provides one of the most effective paradigms for information-preserving dimensionality reduction, as simple descriptions of naturally occurring signals are often obtained via few terms of periodic basis functions. In this…

Machine Learning · Computer Science 2022-11-29 Michael Poli , Stefano Massaroli , Federico Berto , Jinykoo Park , Tri Dao , Christopher Ré , Stefano Ermon

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor…

Methodology · Statistics 2021-03-09 Xiaodong Wang , Fushing Hsieh

Multivariate functional data present theoretical and practical complications which are not found in univariate functional data. One of these is a situation where the component functions of multivariate functional data are positive and are…

Methodology · Statistics 2023-03-09 Cody Carroll , Hans-Georg Müller

Multifractal Detrended Fluctuation Analysis (MFDFA) is a powerful and widely used technique for characterizing the scaling properties and long-range correlations of complex time series. However, its application often involves significant…

Willems' fundamental lemma enables data-driven analysis and control by characterizing an unknown system's behavior directly in terms of measured data. In this work, we extend a recent frequency-domain variant of this result--previously…

Systems and Control · Electrical Eng. & Systems 2025-04-10 T. J. Meijer , M. Wind , V. S. Dolk , W. P. M. H. Heemels

Multivariate time series forecasting, which analyzes historical time series to predict future trends, can effectively help decision-making. Complex relations among variables in MTS, including static, dynamic, predictable, and latent…

Machine Learning · Computer Science 2021-12-16 Yueyang Wang , Ziheng Duan , Yida Huang , Haoyan Xu , Jie Feng , Anni Ren

Quantile feature selection over correlated multivariate time series data has always been a methodological challenge and is an open problem. In this paper, we propose a general Bayesian dimension reduction methodology for feature selection…

Machine Learning · Statistics 2023-08-30 Ning Ning

One of the major challenges of employing a dual-frequency phase-shifting algorithm for phase retrieval is its sensitivity to noise. Yun et. al [H Yun, B Li, S Zhang. 2017] proposed a dual-frequency method based on the Fourier transform…

Instrumentation and Detectors · Physics 2018-05-23 Minmin Wang , Canlin Zhou , Shuchun Si , Zhenkun Lei , Xiaolei Li , Hui Li , YanJie Li

Functional data analysis offers a diverse toolkit of statistical methods tailored for analyzing samples of real-valued random functions. Recently, samples of time-varying random objects, such as time-varying networks, have been increasingly…

Methodology · Statistics 2025-03-10 Jiazhen Xu , Andrew T. A. Wood , Tao Zou

Timely response of Network Intrusion Detection Systems (NIDS) is constrained by the flow generation process which requires accumulation of network packets. This paper introduces Multivariate Time Series (MTS) early detection into NIDS to…

Cryptography and Security · Computer Science 2024-05-28 Jinxin Liu , Murat Simsek , Michele Nogueira , Burak Kantarci

Among inferential problems in functional data analysis, domain selection is one of the practical interests aiming to identify sub-interval(s) of the domain where desired functional features are displayed. Motivated by applications in…

Methodology · Statistics 2026-03-26 Yeonjoo Park , Aiguo Han