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The Iterative Filtering method is a technique aimed at the decomposition of non-stationary and non-linear signals into simple oscillatory components. This method, proposed a decade ago as an alternative technique to the Empirical Mode…

Numerical Analysis · Mathematics 2021-11-24 Antonio Cicone , Stefano Serra-Capizzano , Haomin Zhou

In this work, we provide a specifc trigonometric stochastic numerical method for linear oscillators with high constant frequencies, driven by a nonlinear time-varying force and a random force. We present some theoretical considerations and…

Numerical Analysis · Mathematics 2021-01-12 Raffaele D'Ambrosio , Carmela Scalone

Although classical spectral analysis is a natural approach to characterise linear systems, it cannot describe a chaotic dynamics. Here, we propose the ordinal spectrum, a method based on a spectral transformation of symbolic sequences, to…

Data Analysis, Statistics and Probability · Physics 2020-09-08 Mario Chavez , Johann H. Martinez

The purpose of this paper is to investigate several issues concerning the Dirac equation from a time-frequency analysis perspective. More precisely, we provide estimates in weighted modulation and Wiener amalgam spaces for the solutions of…

Analysis of PDEs · Mathematics 2020-08-05 S. Ivan Trapasso

We find a general formula for the distribution of time averaged observables for weakly non-ergodic systems. Such type of ergodicity breaking is known to describe certain systems which exhibit anomalous fluctuations, e.g. blinking quantum…

Statistical Mechanics · Physics 2009-11-13 Adi Rebenshtok , Eli Barkai

Energy conversion in a physical system requires time-translation invariance breaking according to Noether's theorem. Closely associated with this symmetry-conservation relation, the frequencies of electromagnetic waves are found to be…

Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using $\ell_1$ penalization methods. However, current methods assume that the data are independent and…

Machine Learning · Statistics 2008-04-29 Shuheng Zhou , John Lafferty , Larry Wasserman

We present an uncertainty principle for graph signals in the vertex-time domain, unifying the classical time-frequency and graph uncertainty principles within a single framework. By defining vertex-time and spectral-frequency spreads, we…

Signal Processing · Electrical Eng. & Systems 2026-02-05 Yanan Zhao , Xingchao Jian , Feng Ji , Wee Peng Tay , Antonio Ortega

The existence and uniqueness of the stationary distribution of the numerical solution generated by the stochastic theta method is studied. When the parameter theta takes different values, the requirements on the drift and diffusion…

Numerical Analysis · Mathematics 2018-01-30 Yanan Jiang , Wei Liu , Lihui Weng

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

The analysis of chaotic signals with time-frequency methods is considered. For this purpose, two new transformations are presented which consist in the decomposition of a signal onto an orthogonal set of respectively linear and hyperbolic…

Chaotic Dynamics · Physics 2010-07-28 Benjamin Ricaud , Francoise Briolle , F. Clairet

Given discrete time observations over a fixed time interval, we study a nonparametric Bayesian approach to estimation of the volatility coefficient of a stochastic differential equation. We postulate a histogram-type prior on the volatility…

Methodology · Statistics 2019-04-01 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

We introduce the joint time-frequency scattering transform, a time shift invariant descriptor of time-frequency structure for audio classification. It is obtained by applying a two-dimensional wavelet transform in time and log-frequency to…

Sound · Computer Science 2018-08-06 Joakim Andén , Vincent Lostanlen , Stéphane Mallat

We propose a novel framework for learning time-varying graphs from spatiotemporal measurements. Given an appropriate prior on the temporal behavior of signals, our proposed method can estimate time-varying graphs from a small number of…

Signal Processing · Electrical Eng. & Systems 2025-09-10 Haruki Yokota , Koki Yamada , Yuichi Tanaka , Antonio Ortega

Nonlinear propagation of signals in single-mode fiber is well understood, and is typically observed by measuring the temporal profile or optical spectrum of an emerging signal. In multimode fibers, the nonlinearity has both a spatial and a…

Optics · Physics 2020-08-20 Sai Kanth Dacha , Thomas E. Murphy

In time reversal acoustics experiments, a signal is emitted from a localized source, recorded at an array of receivers-transducers, time reversed, and finally re-emitted into the medium. A celebrated feature of time reversal experiments is…

Chaotic Dynamics · Physics 2007-05-23 Guillaume Bal , Leonid Ryzhik

In papers on primary state diffusion (Percival 1994, 1995), numerical estimates suggested that fluctuations in the space-time metric on the scale of the Planck time (10^-44s) could be detected using atom interferometers. In this paper we…

Quantum Physics · Physics 2009-10-30 Ian C. Percival , Walter T. Strunz

For a long time, many methods are developed to make temporal signal analyses based on time series. However, for geographical systems, spatial signal analyses are as important as temporal signal analyses. Nonstationary spatial and temporal…

Physics and Society · Physics 2020-12-29 Yanguang Chen , Yuqing Long

Many records in environmental sciences exhibit asymmetric trajectories and there is a need for simple and tractable models which can reproduce such features. In this paper we explore an approach based on applying both a time change and a…

Methodology · Statistics 2015-10-09 Pierre Ailliot , Bernard Delyon , Valérie Monbet , Marc Prevosto

Location of non-stationary forced oscillation (FO) sources can be a challenging task, especially in cases under resonance condition with natural system modes, where the magnitudes of the oscillations could be greater in places far from the…

Systems and Control · Electrical Eng. & Systems 2022-03-22 Pablo Gill Estevez , Pablo Marchi , Francisco Messina , Cecilia Galarza