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

We develop a non-linear semi-parametric Gaussian process model to estimate periods of Miras with sparsely-sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes.…

Reconstruction of undersampled periodic signals of unknown period is an important signal processing operation. It is especially difficult operation when the sequences of samples are short and no information on the inter-sequence time…

We propose a new testing procedure for detecting localized departures from monotonicity of a signal embedded in white noise. In fact, we perform simultaneously several tests that aim at detecting departures from concavity for the integrated…

Periodicity is often studied in timeseries modelling with autoregressive methods but is less popular in the kernel literature, particularly for higher dimensional problems such as in textures, crystallography, and quantum mechanics. Large…

A method is proposed to generate an optimal fit of a number of connected linear trend segments onto time-series data. To be able to efficiently handle many lines, the method employs a stochastic search procedure to determine optimal…

We consider the problem of recovering linear image of unknown signal belonging to a given convex compact signal set from noisy observation of another linear image of the signal. We develop a simple generic efficiently computable nonlinear…

Spectral density matrix estimation of multivariate time series is a classical problem in time series and signal processing. In modern neuroscience, spectral density based metrics are commonly used for analyzing functional connectivity among…

We present a novel approach to test the consistency of the cosmological models with multiband CMB data using a nonparametric approach. In our analysis we calibrate the REACT (Risk Estimation and Adaptation after Coordinate Transformation)…

We present a general method for systematically investigating the dynamics and bifurcations of a physical nonlinear experiment. In particular, we show how the odd-number limitation inherent in popular non-invasive control schemes, such as…

The Large Synoptic Survey Telescope (LSST) will produce an unprecedented amount of light curves using six optical bands. Robust and efficient methods that can aggregate data from multidimensional sparsely-sampled time series are needed. In…

We deal with estimation of multiple dipoles from combined MEG and EEG time--series. We use a sequential Monte Carlo algorithm to characterize the posterior distribution of the number of dipoles and their locations. By considering three test…

Theory and algorithms are developed for detecting changes in the distribution of statistically periodic random processes. The statistical periodicity is modeled using independent and periodically identically distributed processes, a new…

This paper presents a new approach to the detection of discontinuities in the n-th derivative of observational data. This is achieved by performing two polynomial approximations at each interstitial point. The polynomials are coupled by…

Direct detection of gravitational waves by pulsar timing arrays will become feasible over the next few years. In the low frequency regime ($10^{-7}$ Hz -- $10^{-9}$ Hz), we expect that a superposition of gravitational waves from many…

We propose a new framework for the simultaneous inference of monotone and smoothly time-varying functions under complex temporal dynamics. This will be done utilizing the monotone rearrangement and the nonparametric estimation. We…

Assume that we observe a large number of curves, all of them with identical, although unknown, shape, but with a different random shift. The objective is to estimate the individual time shifts and their distribution. Such an objective…

Periodograms are used as a key significance assessment and visualisation tool to display the significant periodicities in unevenly sampled time series. We introduce a framework of periodograms, called "Agatha", to disentangle periodic…

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…

We report on a broader evaluation of statistical bootstrap resampling methods as a tool for pixel-level calibration and imaging fidelity assessment in radio interferometry. Pixel-level imaging fidelity assessment is a challenging problem,…

Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…