Related papers: Data-Adaptive Wavelets and Multi-Scale Singular Sp…
We present a windowed technique to learn parsimonious time-varying autoregressive models from multivariate timeseries. This unsupervised method uncovers interpretable spatiotemporal structure in data via non-smooth and non-convex…
We report on a search for low-frequency radio variability in 944 bright (> 4Jy at 154 MHz) unresolved, extragalactic radio sources monitored monthly for several years with the Murchison Widefield Array. In the majority of sources we find…
We present a novel approach for nonparametric regression using wavelet basis functions. Our proposal, $\texttt{waveMesh}$, can be applied to non-equispaced data with sample size not necessarily a power of 2. We develop an efficient proximal…
A Martian semiannual oscillation (SAO), similar to that in the Earth's tropical stratosphere, is evident in the Mars Analysis Correction Data Assimilation reanalysis dataset (MACDA) version 1.0, not only in the tropics, but also extending…
A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…
This paper presents a short evaluation about the integration of information derived from wavelet non-linear-time-invariant (non-LTI) projection properties using Support Vector Machines (SVM). These properties may give additional information…
We study a nonparametric regression model for sample data which is defined on an $N$-dimensional lattice structure and which is assumed to be strong spatial mixing: we use design adapted multidimensional Haar wavelets which form an…
Soft-thresholding is a sparse modeling method that is typically applied to wavelet denoising in statistical signal processing and analysis. It has a single parameter that controls a threshold level on wavelet coefficients and,…
We study the problem of estimating the frequencies of several complex sinusoids with constant amplitude (CA) (also called constant modulus) from multichannel signals of their superposition. To exploit the CA property for frequency…
We present a method for the joint analysis of a panel of possibly nonstationary time series. The approach is Bayesian and uses a covariate-dependent infinite mixture model to incorporate multiple time series, with mixture components…
We illustrate the efficacy of a discrete wavelet based approach to characterize fluctuations in non-stationary time series. The present approach complements the multi-fractal detrended fluctuation analysis (MF-DFA) method and is quite…
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…
Inspired by edge detection based on the decay behavior of wavelet coefficients, we introduce a (near) linear-time algorithm for detecting the local regularity in non-uniformly sampled multivariate signals. Our approach quantifies regularity…
In this paper, the method of Singular Spectrum Analysis (SSA) is applied for investigation of the zenith troposphere delay time-series derived from VLBI observations. With the help of this method we can analyze the structure of time-series…
We make use of wavelet transform to study the multi-scale, self similar behavior and deviations thereof, in the stock prices of large companies, belonging to different economic sectors. The stock market returns exhibit multi-fractal…
Transformers have achieved widespread success in computer vision. At their heart, there is a Self-Attention (SA) mechanism, an inductive bias that associates each token in the input with every other token through a weighted basis. The…
One of the topics in machine learning that is becoming more and more relevant is multivariate time series classification. Current techniques concentrate on identifying the local important sequence segments or establishing the global…
Next-generation solar spectrographs increasingly record dense wavelength windows in which tens to hundreds of spectral lines are sampled at each spatial location and time step. This expands the scope for multi-line, multi-height diagnostics…
The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability…
We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…