Related papers: A Comparison of High-Frequency Cross-Correlation M…

In this paper we study the use of cross-correlations between multiple gravitational wave (GW) data streams for detecting long-lived periodic signals. Cross-correlation searches between data from multiple detectors have traditionally been…

Many important techniques for investigating the properties of extragalactic radio sources, such as spectral-index and rotation-measure mapping, involve the comparison of images at two or more frequencies. In the case of radio…

We propose a method to overcome the usual limitation of current data processing techniques in optical and infrared long-baseline interferometry: most reduction pipelines assume uncorrelated statistical errors and ignore systematics. We use…

Despite the large research effort devoted to learning dependencies between time series, the state of the art still faces a major limitation: existing methods learn partial correlations but fail to discriminate across distinct frequency…

Virtually all the emergent properties of a complex system are rooted in the non-homogeneous nature of the behaviours of its elements and of the interactions among them. However, the fact that heterogeneity and correlations can appear…

Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…

When sampling multiple signals, the correlation between the signals can be exploited to reduce the overall number of samples. In this paper, we study the sampling theory of multiple correlated signals, using correlation to sample them at…

Multiplicity correlation measurements provide insight into the dynamics of high energy collisions. Models describing these collisions need these correlation measurements to tune the strengths of the underlying QCD processes which influence…

Based on periodogram-ratios of two univariate time series at different frequency points, two tests are proposed for comparing their spectra. One is an Anderson-Darling-like statistic for testing the equality of two time-invariant spectra.…

Foreground removal presents a significant obstacle in both current and forthcoming intensity mapping surveys. While numerous techniques have been developed that show promise in simulated datasets, their efficacy often diminishes when…

We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…

The association between log-price increments of exchange-traded equities, as measured by their spot correlation estimated from high-frequency data, exhibits a pronounced upward-sloping and almost piecewise linear relationship at the…

High-precision nonlocal temporal correlation identification in the entangled photon pairs is critical to measure the time offset between remote independent time scales for many quantum information applications. The first nonlocal…

In this paper we present a multiresolution-based method for period determination that is able to deal with unevenly sampled data. This method allows us to detect superimposed periodic signals with lower signal-to-noise ratios than in…

An algorithm is presented which generates pairs of oscillatory random time series which have identical periodograms but differ in the number of oscillations. This result indicate the intrinsic limitations of spectral methods when it comes…

In this paper, we suggest a new heterogeneous multiscale method (HMM) for the time-harmonic Maxwell equations in locally periodic media. The method is constructed by using a divergence-regularization in one of the cell problems. This allows…

Thanks to high-tech measurement systems like sensors, data are often collected with high frequency in modern industrial processes. This phenomenon could potentially produce autocorrelated and cross-correlated measurements. It has been shown…

It is often necessary to compare the power spectra of two or more time series. One may, for instance, wish to estimate what the power spectrum of the combined data sets might have been. One might also wish to estimate the significance of a…

We develop a formal framework for the behavioral comparison of linear systems across different time domains. We accomplish this by introducing the notion of system interpolation, which determines whether the input-state trajectories of a…

A common problem to signal processing are biases introduced by correlated noise. When quantifying time delays between two signals, mixed noise introduces a bias towards zero delay in conventional delay estimates based on the cross- or…