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Many multi-dimensional signals appear in the real world, such as digital images and data that has spatial and temporal dimensions. How to show the spectrum of these multi-dimensional signals correctly is a key challenge in the field of…

Signal Processing · Electrical Eng. & Systems 2021-09-10 Fang-Jia Yan , Bing-Zhao Li

A multifractal analysis (MFA) is performed on three-dimensional grayscale images associated with natural porous structures (soil samples). First, computed tomography (CT) scans are carried out on the samples to generate 3D grayscale images.…

Data Analysis, Statistics and Probability · Physics 2016-05-22 Lorenzo Milazzo , Radoslaw Pajor

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…

Statistical Finance · Quantitative Finance 2010-08-03 Gao-Feng Gu , Wei-Xing Zhou

We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in…

Statistical Mechanics · Physics 2009-11-07 Jan W. Kantelhardt , Eva Koscielny-Bunde , Henio H. A. Rego , Shlomo Havlin , Armin Bunde

To understand methodological features of the detrended fluctuation analysis (DFA) using a higher-order polynomial fitting, we establish the direct connection between DFA and Fourier analysis. Based on an exact calculation of the…

Data Analysis, Statistics and Probability · Physics 2015-11-03 Ken Kiyono

Most state-of-the-art action feature extractors involve differential operators, which act as highpass filters and tend to attenuate low frequency action information. This attenuation introduces bias to the resulting features and generates…

Computer Vision and Pattern Recognition · Computer Science 2015-07-14 Zhenzhong Lan , Ming Lin , Xuanchong Li , Alexander G. Hauptmann , Bhiksha Raj

We introduce deep switching auto-regressive factorization (DSARF), a deep generative model for spatio-temporal data with the capability to unravel recurring patterns in the data and perform robust short- and long-term predictions. Similar…

Machine Learning · Computer Science 2020-09-14 Amirreza Farnoosh , Bahar Azari , Sarah Ostadabbas

Short-chain per- and polyfluoroalkyl substances (PFASs) are increasingly replacing regulated long-chain PFASs, yet they remain challenging to remove from water due to their high persistence, mobility, and weak affinity toward conventional…

Materials Science · Physics 2026-03-17 Mengru Zhang , Satyanarayana Bonakala , Taku Watanabe , Karim Hamzaoui , Guillaume Maurin

Background: Human gait exhibits complex fractal fluctuations among consecutive strides. The time series of gait parameters are long-range correlated (statistical persistence). In contrast, when gait is synchronized with external rhythmic…

Quantitative Methods · Quantitative Biology 2020-08-17 Philippe Terrier

A simple least-squares optimisation enables the determination of the spectrum for irregularly sampled data that is readily reconstructed using an adjoint transformation of the Non-Uniform Fast Fourier Transform (NFFT). This is an…

Numerical Analysis · Mathematics 2024-02-28 Michael Sorochan Armstrong , José Carlos Pérez-Girón , José Camacho , Regino Zamora

Fourier transforms are an often necessary component in many computational tasks, and can be computed efficiently through the fast Fourier transform (FFT) algorithm. However, many applications involve an underlying continuous signal, and a…

Mathematical Software · Computer Science 2022-09-27 Eric Bezzam , Sepand Kashani , Paul Hurley , Martin Vetterli , Matthieu Simeoni

Detrended fluctuation analysis (DFA), suitable for the analysis of nonstationary time series, has confirmed the existence of persistent long-range correlations in healthy heart rate variability data. In this paper, we present the…

Medical Physics · Physics 2009-11-10 J. C. Echeverria , M. S. Woolfson , J. A. Crowe , B. R. Hayes-Gill , G. D. H. Croaker , H. Vyas

The electric power transformer is a critical component in electrical distribution networks, and the diagnosis of faults in transformers is an important research area. Frequency Response Analysis (FRA) methods are widely used for analyzing…

Computational Engineering, Finance, and Science · Computer Science 2024-07-01 Guohao Wang

Correlations in multifractal series have been investigated, extensively. Almost all approaches try to find scaling features of a given time series. However, the analysis of such scaling properties has some difficulties such as finding a…

Data Analysis, Statistics and Probability · Physics 2020-02-03 Pouya Manshour

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…

Methodology · Statistics 2018-07-23 Lee F. Richardson , William F. Eddy

We introduce a new method for estimating the Ideal Time-Frequency Representation (ITFR) of complex nonstationary signals. The Reconstructive Ideal Fractional Transform (RIFT) computes a constellation of Continuous Fractional Wavelet…

Audio and Speech Processing · Electrical Eng. & Systems 2026-04-03 James M. Cozens , Simon J. Godsill

Adaptive Local Iterative Filtering (ALIF) is a currently proposed novel time-frequency analysis tool. It has been empirically shown that ALIF is able to separate components and overcome the mode-mixing problem. However, so far its…

Numerical Analysis · Mathematics 2020-05-12 Antonio Cicone , Hau-Tieng Wu

We use the multifractal detrended fluctuation analysis (MF-DFA) to study the electrical discharge current fluctuations in plasma and show that it has multifractal properties and behaves as a weak anti-correlated process. Comparison of the…

Statistical Mechanics · Physics 2009-04-04 S. Kimiagar , M. Sadegh Movahed , S. Khorram , S. Sobhanian , M. Reza Rahimi Tabar

The FFT of three-dimensional (3D) input data is an important computational kernel of numerical simulations and is widely used in High Performance Computing (HPC) codes running on a large number of processors. Performance of many scientific…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-28 Vivek Gavane , Supriya Prabhugawankar , Shivam Garg , Archana Achalere , Rajendra Joshi

Local Fourier analysis is a commonly used tool to assess the quality and aid in the construction of geometric multigrid methods for translationally invariant operators. In this paper we automate the process of local Fourier analysis and…

Numerical Analysis · Mathematics 2019-07-26 Karsten Kahl , Nils Kintscher
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