Related papers: Detection of superimposed periodic signals using w…
In this paper, we consider the problem of detecting signals in multiple, sequentially observed data streams. For each stream, the exact distribution is unknown, but characterized by a parameter that takes values in either of two disjoint…
Power spectral density (PSD) estimation is a critical step in gravitational wave (GW) detectors data analysis. The Welch method is a typical non-parametric spectral estimation approach that estimates the PSD of stationary noise by averaging…
The so-called "minimum uncertainty" or mu-wavelet approach has been shown to be very effective. Prior work has shown that using special algorithms based on a mu-wavelet decomposition of a seismic signal allows for arrival detection of…
We explain why aliasing can be detected in a generic temporally-sampled stationary signal process. We then define a concept of stationarity that makes sense for single waveforms. (This is done without assuming that the waveform is a sample…
For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on…
Transient phenomena are interesting and potentially highly revealing of details about the processes under observation and study that could otherwise go unnoticed. It is therefore important to maximize the sensitivity of the method used to…
We demonstrate a simple method for testing the significance of peaks in the periodogram of red noise data. The procedure was designed to test for spurious periodicities in X-ray light curves of active galaxies, but can be used quite…
We propose a new unsupervised and non-parametric method to detect change points in intricate quasi-periodic signals. The detection relies on optimal transport theory combined with topological analysis and the bootstrap procedure. The…
The leading workhorse of anomaly (and attack) detection in the literature has been residual-based detectors, where the residual is the discrepancy between the observed output provided by the sensors (inclusive of any tampering along the…
The horizontal visibility algorithm has been recently introduced as a mapping between time series and networks. The challenge lies in characterizing the structure of time series (and the processes that generated those series) using the…
We develop a timescale synthesis-based probabilistic approach for the modeling of locally stationary signals. Inspired by our previous work, the model involves zero-mean, complex Gaussian wavelet coefficients, whose distribution varies as a…
Periodicity detection is an important task in time series analysis, but still a challenging problem due to the diverse characteristics of time series data like abrupt trend change, outlier, noise, and especially block missing data. In this…
We introduce wavelet-based methodology for estimation of realized variance allowing its measurement in the time-frequency domain. Using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we allow for the decomposition of the…
Submovements are ballistic components of human motion constituting a large part of motor interaction and arising from the cyclical and overlapping cognitive processes of perception, motor planning, and motor execution. Extracting…
The increasing sensitivity of gravitational-wave detectors has brought about an increase in the rate of astrophysical signal detections as well as the rate of "glitches"; transient and non-Gaussian detector noise. Temporal overlap of…
Industrial machine fault diagnosis ensures the reliability and functionality of the system, but identifying informative frequency bands in vibration signals can be challenging due to low signal-to-noise ratio (SNR), background noise, and…
The recent completion of Advanced LIGO suggests that gravitational waves (GWs) may soon be directly observed. Past searches for gravitational-wave transients have been impacted by transient noise artifacts, known as glitches, introduced…
Frequency estimation from measurements corrupted by noise is a fundamental challenge across numerous engineering and scientific fields. Among the pivotal factors shaping the resolution capacity of any frequency estimation technique are…
We present an algorithm for the detection of periodic sources of gravitational waves with interferometric detectors that is based on a special symmetry of the problem: the contributions to the phase modulation of the signal from the earth…
Penalized likelihood models are widely used to simultaneously select variables and estimate model parameters. However, the existence of weak signals can lead to inaccurate variable selection, biased parameter estimation, and invalid…