相关论文: Detecting non-sinusoidal periodicities in observat…

Astrophysical objects frequently exhibit some irregularities or complex behaviour in their light curves. We focus primarily on hot stars, where both radial and non-radial pulsations are observed. One of the primary research goals is to…

Context. Frequency analyses are very important in astronomy today, not least in the ever-growing field of exoplanets, where short-period signals in stellar radial velocity data are investigated. Periodograms are the main (and powerful)…

In this paper we consider several families of potential non-isochronous systems and study their associated period functions. Firstly, we prove some properties of these functions, like their local behavior near the critical point or…

This paper deals with the local asymptotic structure, in the sense of Le Cam's asymptotic theory of statistical experiments, of the signal detection problem in high dimension. More precisely, we consider the problem of testing the null…

We introduce Contrastive Multivariate Singular Spectrum Analysis, a novel unsupervised method for dimensionality reduction and signal decomposition of time series data. By utilizing an appropriate background dataset, the method transforms a…

This paper proposes a new sparse array source enumeration algorithm for underdetermined scenarios with more sources than sensors. The proposed algorithm decomposes the wideband signals into multiple uncorrelated frequency bands, computes…

A class of tests for change-point detection designed to be particularly sensitive to changes in the cross-sectional rank correlation of multivariate time series is proposed. The derived procedures are based on several multivariate…

Complex scientific models where the likelihood cannot be evaluated present a challenge for statistical inference. Over the past two decades, a wide range of algorithms have been proposed for learning parameters in computationally feasible…

A method is presented for investigating the periodic signal content of time series in which a number of signals is present, such as arising from the observation of multiperiodic oscillating stars in observational asteroseismology. Standard…

In many applications common in testing for convergence the number of cross-sectional units is large and the number of time periods are few. In these situations asymptotic tests based on an omnibus null hypothesis are characterised by a…

I propose a new procedure to estimate the False Alarm Probability, the measure of significance for peaks of periodograms. The key element of the new procedure is the use of generalized extreme-value distributions, the limiting distribution…

In this paper we present a study of the non-linear effects of anharmonicity of the potential of the simple pendulum. In a theoretical reminder we highlight that anharmonicity of the potential generates additional harmonics and the…

In this paper, a fast amplitude detection method for the single or three-phase unbalanced sinusoidal is reported. The proposed method is a method of the amplitude detection for a single phase or three phase unbalanced sinusoidal signal,…

We present a practical implementation of a Monte Carlo method to estimate the significance of cross-correlations in unevenly sampled time series of data, whose statistical properties are modeled with a simple power-law power spectral…

In recent years, the cross spectrum has received considerable attention as a means of characterising the variability of astronomical sources as a function of wavelength. While much has been written about the statistics of time and phase…

Importance sampling is a promising variance reduction technique for Monte Carlo simulation based derivative pricing. Existing importance sampling methods are based on a parametric choice of the proposal. This article proposes an algorithm…

This paper presents a new method for modelling periodic signals having an aperiodic trend, using the method of variable projection. It is a major extension to the IEEE-standard 1057 by permitting the background to be time varying;…

In the matter of selection of sample time points for the estimation of the power spectral density of a continuous time stationary stochastic process, irregular sampling schemes such as Poisson sampling are often preferred over regular…

Chirp signals are quite common in many natural and man-made systems like audio signals, sonar, radar etc. Estimation of the unknown parameters of a signal is a fundamental problem in statistical signal processing. Recently, Kundu and Nandi…

This paper presents a comparison of popular period finding algorithms applied to the light curves of variable stars from the Catalina Real-time Transient Survey (CRTS), MACHO and ASAS data sets. We analyze the accuracy of the methods…