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Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

The Fast Fourier Transform (FFT) is a fundamental tool for signal analysis, widely used across various fields. However, traditional FFT methods encounter challenges in adjusting the frequency bin interval, which may impede accurate spectral…

Data Structures and Algorithms · Computer Science 2024-03-27 Haichao Xu

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi

Context: New generation low-frequency telescopes are exploring a new parameter space in terms of depth and resolution. The data taken with these interferometers, for example with the LOw Frequency ARray (LOFAR), are often calibrated in a…

Detrend fluctuation analysis (DFA) has become a choice method for effective analysis of a broad variety of nonstationary signals. We show in the present article that, provided the nonstationary fluctuations occur at a large enough time…

Quantitative Methods · Quantitative Biology 2007-05-23 Luciano da Fontoura Costa , Ruth Caldeira de Melo , Ester da Silva , Audrey Borghi-Silva , Aparecida Maria Catai

The problem of detecting chirps is present in many applications of Signal Processing. Proper denoising, which involves filtering the signals after their acquisition, improves the efficacy of their detection. This manuscript describes how a…

Computational Engineering, Finance, and Science · Computer Science 2023-05-24 Alejandro Silva

Recent advancements in time-series anomaly detection have relied on deep learning models to handle the diverse behaviors of time-series data. However, these models often suffer from unstable training and require extensive hyperparameter…

Machine Learning · Computer Science 2024-08-28 Nobuo Namura , Yuma Ichikawa

Event cameras have the ability to record continuous and detailed trajectories of objects with high temporal resolution, thereby providing intuitive motion cues for optical flow estimation. Nevertheless, most existing learning-based…

Computer Vision and Pattern Recognition · Computer Science 2023-08-22 Haotian Liu , Guang Chen , Sanqing Qu , Yanping Zhang , Zhijun Li , Alois Knoll , Changjun Jiang

We present a general framework of detrending methods of fluctuation analysis of which detrended fluctuation analysis (DFA) is one prominent example. Another more recently introduced method is detrending moving average (DMA). Both methods…

Statistical Mechanics · Physics 2019-04-03 Marc Höll , Ken Kiyono , Holger Kantz

Aggregating information from features across different layers is an essential operation for dense prediction models. Despite its limited expressiveness, feature concatenation dominates the choice of aggregation operations. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2023-01-20 Yung-Hsu Yang , Thomas E. Huang , Min Sun , Samuel Rota Bulò , Peter Kontschieder , Fisher Yu

Synthesis of single-wavelength temporal phase-shifting algorithms (PSA) for interferometry is well-known and firmly based on the frequency transfer function (FTF) paradigm. Here we extend the single-wavelength FTF-theory to dual and…

Optics · Physics 2016-03-14 Manuel Servin , Moises Padilla , Guillermo Garnica

Pedestrian trajectory modelling in an urban complex is challenging because pedestrians can have many possible destinations, such as shops, escalators, and attractions. Moreover, weather and time-of-day may affect pedestrian behavior. In…

Computer Vision and Pattern Recognition · Computer Science 2024-05-30 Ho Chun Wu , Esther Hoi Shan Lau , Paul Yuen , Kevin Hung , John Kwok Tai Chui , Andrew Kwok Fai Lui

Detecting and analyzing complex patterns in multivariate time-series data is crucial for decision-making in urban and environmental system operations. However, challenges arise from the high dimensionality, intricate complexity, and…

Machine Learning · Computer Science 2024-12-25 Haowen Xu , Ali Boyaci , Jianming Lian , Aaron Wilson

We propose a method for filling gaps and removing interferences in time series for applications involving continuous monitoring of environmental variables. The approach is non-parametric and based on an iterative pattern-matching between…

Geophysics · Physics 2015-08-11 Gregoire Mariethoz , Niklas Linde , Damien Jougnot , Hassan Rezaee

Quaternionic signal processing provides powerful tools for efficiently managing color signals by preserving the intrinsic correlations among signal dimensions through quaternion algebra. In this paper, we address the quaternionic phase…

Computer Vision and Pattern Recognition · Computer Science 2025-05-09 Ren Hu , Pan Lian

Time series forecasting uses historical data to predict future trends, leveraging the relationships between past observations and available features. In this paper, we propose RAFT, a retrieval-augmented time series forecasting method to…

Machine Learning · Computer Science 2025-05-08 Sungwon Han , Seungeon Lee , Meeyoung Cha , Sercan O Arik , Jinsung Yoon

Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Kun Hu , Plamen Ch. Ivanov , Zhi Chen , Pedro Carpena , H. Eugene Stanley

The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting applications and has been shown as one of the best performing…

Statistical Mechanics · Physics 2020-03-18 G. Sikora , M. Hoell , A. Wylomanska , J. Gajda , A. V. Chechkin , H. Kantz

Likelihood-based deep generative models have been widely investigated for Image Anomaly Detection (IAD), particularly Normalizing Flows, yet their strict architectural invertibility needs often constrain scalability, particularly in…

Computer Vision and Pattern Recognition · Computer Science 2026-04-15 Liangwei Li , Lin Liu , Hanzhe Liang , Juanxiu Liu , Jing Zhang , Ruqian Hao , Xiaohui Du , Yong Liu , Pan Li

E-science of photometric data requires automatic procedures and a precise recognition of periodic patterns to perform science as well as possible on large data. Analytical equations that enable us to set the best constraints to properly…

Instrumentation and Methods for Astrophysics · Physics 2018-09-19 C. E. Ferreira Lopes , N. J. G. Cross , F. Jablonski