相关论文: The Synchrosqueezing algorithm for time-varying sp…

Hundreds of applications utilize frequency response characterization of a system. Identification of frequency response requires long experimentation time, use of transformation techniques and other difficulties associated with isolating the…

A new Bayesian software package for the analysis of pulsar timing data is presented in the form of TempoNest which allows for the robust determination of the non-linear pulsar timing solution simultaneously with a range of additional…

This paper addresses the problem of expressing a signal as a sum of frequency components (sinusoids) wherein each sinusoid may exhibit abrupt changes in its amplitude and/or phase. The Fourier transform of a narrow-band signal, with a…

The Allan variance is a standard technique to characterise the stability of spectroscopic instruments used in astronomical observations. The period for switching between source and reference measurement is often derived from the Allan…

Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexible methodology that provides accurate estimation across a…

We propose a novel formulation for phase synchronization -- the statistical problem of jointly estimating alignment angles from noisy pairwise comparisons -- as a nonconvex optimization problem that enforces consistency among the pairwise…

We propose a method to merge several paleoclimate time series into one that exhibits a consensus on the features of the individual times series. The paleoclimate time series can be noisy, nonuniformly sampled and the dates at which the…

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…

We develop a timescale synthesis-based probabilistic approach for the modeling of locally stationary signals. Inspired by our previous work, the model involves zero-mean, complex Gaussian wavelet coefficients, whose distribution varies as a…

The extraction of oscillatory components and their properties from different time-frequency representations, such as windowed Fourier transform and wavelet transform, is an important topic in signal processing. The first step in this…

We propose a simple and efficient time-series clustering framework particularly suited for low Signal-to-Noise Ratio (SNR), by simultaneous smoothing and dimensionality reduction aimed at preserving clustering information. We extend the…

Detecting early warning signals in climatic time series is essential for anticipating critical transitions and tipping points. Common statistical indicators include increased variance and lag-one autocorrelation prior to bifurcation points.…

This paper introduces a notion of data informativity for stabilization tailored to continuous-time signals and systems. We establish results comparable to those known for discrete-time systems with sampled data. We justify that additional…

We present a statistical learning framework for robust identification of partial differential equations from noisy spatiotemporal data. Extending previous sparse regression approaches for inferring PDE models from simulated data, we address…

The changes in brightness of an astronomical source as a function of time are key probes into that source's physics. Periodic and quasi-periodic signals are indicators of fundamental time (and length) scales in the system, while stochastic…

A variational approach to reconstruction of phase and amplitude of a complex-valued object from Poissonian intensity observations is developed. The observation model corresponds to the typical optical setups with a phase modulation of…

We propose to combine cepstrum and nonlinear time-frequency (TF) analysis to study mutiple component oscillatory signals with time-varying frequency and amplitude and with time-varying non-sinusoidal oscillatory pattern. The concept of…

Experiments that compare rhythmic properties across different genetic alterations and entrainment conditions underlie some of the most important breakthroughs in circadian biology. A robust estimation of the rhythmic properties of the…

New time-series analysis tools are needed in disciplines as diverse as astronomy, economics and meteorology. In particular, the increasing rate of data collection at multiple wavelengths requires new approaches able to handle these data.…

The phenomenon of frequency and phase synchronization in stochastic systems requires a revision of concepts originally phrased in the context of purely deterministic systems. Various definitions of an instantaneous phase are presented and…