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Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

In this paper, we develop a system identification algorithm to identify a model for unknown linear quantum systems driven by time-varying coherent states, based on empirical single-shot continuous homodyne measurement data of the system's…

Quantum Physics · Physics 2020-12-14 H. I. Nurdin , N. H. Amini , J. Chen

Researchers develop models to explain the unknowns. These models typically involve parameters that capture tangible quantities, the estimation of which is desired. Parameter identifiability investigates the recoverability of the unknown…

Optimization and Control · Mathematics 2024-07-01 Anuththara Sarathchandra , Azadeh Aghaeeyan , Pouria Ramazi

Periodic recurrence is a prominent behavioural of many biological phenomena, including cell cycle and circadian rhythms. Although deterministic models are commonly used to represent the dynamics of periodic phenomena, it is known that they…

Formal Languages and Automata Theory · Computer Science 2024-05-16 Paolo Ballarini , Mahmoud Bentriou , Paul-Henry Cournède

This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…

Computational Physics · Physics 2019-03-06 Peter Göransson , Jacques Cuenca , Timo Lähivaara

We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…

Econometrics · Economics 2022-09-23 Marina Khismatullina , Michael Vogt

Time series anomaly detection is widely used in IoT and cyber-physical systems, yet its evaluation remains challenging due to diverse application objectives and heterogeneous metric assumptions. This study introduces a problem-oriented…

Artificial Intelligence · Computer Science 2026-05-15 Kaixiang Yang , Jiarong Liu , Yupeng Song , Shuanghua Yang , Yujue Zhou

In this paper three different scenarios in wide band spectrum sensing have been studied. While the signal and noise statistics are supposed to be unspecified, random matrixes have been utilized in order to estimate the noise variance. These…

Signal Processing · Electrical Eng. & Systems 2018-03-14 Sajjad Imani , Amin Banitalebi-Dehkordi , Mehdi Cheraghi

In this paper, a new model-free anomaly detection framework is proposed for time-series induced by industrial dynamical systems.The framework lies in the category of conventional approaches which enable appealing features such as a learning…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Mazen Alamir , Raphaël Dion

We have developed a new methodology and a time-domain software package for the estimation of the oscillation frequency and the phase noise spectrum of non-linear noisy microwave circuits based on the direct integration of the system of…

Computational Physics · Physics 2007-05-23 C. Tannous

Algorithms are developed for the quickest detection of a change in statistically periodic processes. These are processes in which the statistical properties are nonstationary but repeat after a fixed time interval. It is assumed that the…

Methodology · Statistics 2023-03-07 Yousef Oleyaeimotlagh , Taposh Banerjee , Ahmad Taha , Eugene John

In a wide range of modern applications, we observe a large number of time series rather than only a single one. It is often natural to suppose that there is some group structure in the observed time series. When each time series is modelled…

Statistics Theory · Mathematics 2019-03-06 Michael Vogt , Oliver Linton

Phase noise and frequency (in)stability both describe the fluctuation of stable periodic signals, from somewhat different standpoints. Frequency is unique compared to other domains of metrology, in that its fluctuations of interest span at…

Instrumentation and Detectors · Physics 2026-05-18 Enrico Rubiola , Francois Vernotte

The problem of identifiability of model parameters for open quantum systems is considered by investigating two-level dephasing systems. We discuss under which conditions full information about the Hamiltonian and dephasing parameters can be…

Quantum Physics · Physics 2015-01-15 Er-ling Gong , Weiwei Zhou , S. G. Schirmer , Zhi-Qiang Sun , Ming Zhang

In this article, we provide theoretical support for the use of geometric measures of nonclassicality as a general tool to identify quantum phase transitions. We argue that divergences in the susceptibility of any geometric measure of…

Quantum Physics · Physics 2020-09-02 Kok Chuan Tan

Substantial improvement in accuracy of identified linear time-invariant single-input multi-output (SIMO) dynamical models is possible when the disturbances affecting the output measurements are spatially correlated. Using an orthogonal…

Systems and Control · Computer Science 2015-01-14 Niklas Everitt , Giulio Bottegal , Cristian R. Rojas , Håkan Hjalmarsson

It is possible that bosonic dark matter forms halos around the Sun or the Earth. We discuss the possibility of probing such halos with atomic clocks. Focusing on either a Higgs portal or photon portal interaction between the dark matter and…

High Energy Physics - Phenomenology · Physics 2021-12-01 Chris Kouvaris , Eleftherios Papantonopoulos , Lauren Street , L. C. R. Wijewardhana

We show how frequency fluctuations of a vibrational mode can be separated from other sources of phase noise. The method is based on the analysis of the time dependence of the complex amplitude of forced vibrations. The moments of the…

Mesoscale and Nanoscale Physics · Physics 2015-06-03 Z. A. Maizelis , M. L. Roukes , M. I. Dykman

Limit cycle oscillations are phenomena arising in nonlinear dynamical systems and characterized by periodic, locally-stable, and self-sustained state trajectories. Systems controlled in a closed loop along a periodic trajectory can also be…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Defne E. Ozan , Mingzhou Yin , Andrea Iannelli , Roy S. Smith

We address the issue of how to identify the equations of a largely unknown chaotic system from knowledge about its state evolution. The technique can be applied to the estimation of parameters that drift slowly with time. To accomplish…

Disordered Systems and Neural Networks · Physics 2009-09-17 Francesco Sorrentino , Edward Ott