Related papers: A Comparison of High-Frequency Cross-Correlation M…
Comparing paleoclimate time series is complicated by a variety of typical features, including irregular sampling, age model uncertainty (e.g., errors due to interpolation between radiocarbon sampling points) and time uncertainty…
To assess whether a given time series can be modeled by a stochastic process possessing long range correlation one usually applies one of two types of analysis methods: the spectral method and the random walk analysis. The first objective…
The estimation of the correlation between time series is often hampered by the asynchronicity of the signals. Cumulating data within a time window suppresses this source of noise but weakens the statistics. We present a method to estimate…
This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation between the slow-intermediate process and the observation…
The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording, and analyzing the dynamics of different processes,…
Stellar intensity interferometers correlate photons within their coherence time and could overcome the baseline limitations of existing amplitude interferometers. Intensity interferometers do not rely on phase coherence of the optical…
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…
The current algorithms are based on linear model, for example, Precision Time Protocol (PTP) which requires frequent synchronization in order to handle the effects of clock frequency drift. This paper introduces a nonlinear approach to…
Cross-correlation analysis is a powerful tool for understanding the mutual dynamics of time series. This study introduces a new method for predicting the future state of synchronization of the dynamics of two financial time series. To this…
Time Resolved Correlation (TRC) is a recently introduced light scattering technique that allows to detect and quantify dynamic heterogeneities. The technique is based on the analysis of the temporal evolution of the speckle pattern…
Many high dimensional integrals can be reduced to the problem of finding the relative measures of two sets. Often one set will be exponentially larger than the other, making it difficult to compare the sizes. A standard method of dealing…
The paper tackles the problem of deriving a topological structure among stock prices from high frequency historical values. Similar studies using low frequency data have already provided valuable insights. However, in those cases data need…
We present here a modification of the Lagrangian measures technique, which allows a reliable detection of interdependency among simultaneous measurements of different variables. This method is applied to a simulated multivariate time series…
Time delay estimation has long been an active area of research. In this work, we show that compressive sensing with interpolation may be used to achieve good estimation precision while lowering the sampling frequency. We propose an…
Comparing time series is essential in various tasks such as clustering and classification. While elastic distance measures that allow warping provide a robust quantitative comparison, a qualitative comparison on top of them is missing.…
A model-independent statistical framework is presented to interpret data from systems where the mean time derivative of positional cross correlation between world lines, a measure of spreading in a quantum geometrical wave function, is…
Statistical static timing analysis deals with the increasing variations in manufacturing processes to reduce the pessimism in the worst case timing analysis. Because of the correlation between delays of circuit components, timing model…
The paper presents an alternative way to classical stereocorrelation. First, 2D image processing of random patterns is described. Sub-pixel displacements are determined using phase analysis. Then distortion evaluation is presented. The…
A simple scheme for all-optical time interpolation using spectral interferometry is put forward that is in principle capable of single-shot measurements. In this method, the arrival time of optical timing pulses is encoded into the spectrum…
The method of recurrence plots is extended to the cross recurrence plots (CRP), which among others enables the study of synchronization or time differences in two time series. This is emphasized in a distorted main diagonal in the cross…