相关论文: Spectral Correlation Hub Screening of Multivariate…

Modulation of Spin Torque Oscillators (STOs) is investigated by analytically solving the time-dependent coupled equations of an auto-oscillator. A Fourier series solution is proposed, leading to the coefficients being determined with a…

This paper proposes a frequency domain approach to test the hypothesis that a complex-valued vector time series is proper, i.e., for testing whether the vector time series is uncorrelated with its complex conjugate. If the hypothesis is…

High dimensional time series datasets are becoming increasingly common in various fields such as economics, finance, meteorology, and neuroscience. Given this ubiquity of time series data, it is surprising that very few works on variable…

Frequency-domain analysis has emerged as a powerful paradigm for time series analysis, offering unique advantages over traditional time-domain approaches while introducing new theoretical and practical challenges. This survey provides a…

The analysis of nonstationary time series is of great importance in many scientific fields such as physics and neuroscience. In recent years, Gaussian process regression has attracted substantial attention as a robust and powerful method…

Bayesian inference using Markov Chain Monte Carlo (MCMC) on large datasets has developed rapidly in recent years. However, the underlying methods are generally limited to relatively simple settings where the data have specific forms of…

In this article, we introduce the mean independent component analysis for multivariate time series to reduce the parameter space. In particular, we seek for a contemporaneous linear transformation that detects univariate mean independent…

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…

Many studies record replicated time series epochs from different groups with the goal of using frequency domain properties to discriminate between the groups. In many applications, there exists variation in cyclical patterns from time…

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

In this paper, we address the problem of spectrum estimation of multiple frequency-hopping (FH) signals in the presence of random missing observations. The signals are analyzed within the bilinear time-frequency (TF) representation…

We present a general formalism based on scattering theory to calculate quantum correlation functions involving several time-dependent current operators. A key ingredient is the causality of the scattering matrix, which allows one to deal…

Finding parametric models that accurately describe the dependence structure of observed data is a central task in the analysis of time series. Classical frequency domain methods provide a popular set of tools for fitting and diagnostics of…

We demonstrate that extremely rapid and weak periodic and non-periodic signals can easily be detected by using the autocorrelation of intensity as a function of time. We use standard radio-astronomical observations that have artificial…

In this paper we propose a scalable version of a state-of-the-art deterministic time-invariant feature extraction approach based on consecutive changes of basis and nonlinearities, namely, the scattering network. The first focus of the…

The classical Fourier analysis of a time signal, in the discrete sense, provides the frequency content of signal under the assumption of periodicity. Although the original signal can be exactly recovered using an inverse transform, the time…

In a wide range of modern applications, we observe a large number of time series rather than only a single one. It is often natural to suppose that there is some group structure in the observed time series. When each time series is modelled…

Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral…

We obtain analytical approximations for the expectation and variance of the Spectral Kurtosis estimator in the case of Gaussian and coherent transient time domain signals mixed with a quasi-stationary Gaussian background, which are suitable…

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…