相关论文: Dynamic Principal Components in the Time Domain

The Dynamic State Index is a scalar quantity designed to identify atmospheric developments such as fronts, hurricanes or specific weather pattern. The DSI is defined as Jacobian-determinant of three constitutive quantities that characterize…

Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use…

Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the…

Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…

Dynamical compensation (DC) provides robustness to parameter fluctuations. As an example, DC enable control of the functional mass of endocrine or neuronal tissue essential for controlling blood glucose by insulin through a nonlinear…

We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

This work explores a novel approach for adaptive, differentiable parametrization of large-scale non-stationary random fields. Coupled with any gradient-based algorithm, the method can be applied to variety of optimization problems,…

Originally introduced in the fluid mechanics community, dynamic mode decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of nonlinear systems. However, existing DMD theory deals primarily with sequential time…

The Principal Component Analysis (PCA) is a data dimensionality reduction technique well-suited for processing data from sensor networks. It can be applied to tasks like compression, event detection, and event recognition. This technique is…

Principal component analysis (PCA) is perhaps the most widely used method for data dimensionality reduction. A key question in PCA is deciding how many factors to retain. This manuscript describes a new approach to automatically selecting…

We consider the problem of decomposing a large covariance matrix into the sum of a low-rank matrix and a diagonally dominant matrix, and we call this problem the "Diagonally-Dominant Principal Component Analysis (DD-PCA)". DD-PCA is an…

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Dimension reduction is useful for exploratory data analysis. In many applications, it is of interest to discover variation that is enriched in a "foreground" dataset relative to a "background" dataset. Recently, contrastive principal…

The availability of devices that track moving objects has led to an explosive growth in trajectory data. When exploring the resulting large trajectory collections, visual summaries are a useful tool to identify time intervals of interest. A…

We present a novel approach for adaptive, differentiable parameterization of large-scale random fields. If the approach is coupled with any gradient-based optimization algorithm, it can be applied to a variety of optimization problems,…

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

In this paper, we address complexity issues for timeline-based planning over dense temporal domains. The planning problem is modeled by means of a set of independent, but interacting, components, each one represented by a number of state…

The process generates substantial amounts of data with highly complex structures, leading to the development of numerous nonlinear statistical methods. However, most of these methods rely on computations involving large-scale dense kernel…

Principal component analysis (PCA) for binary data, known as logistic PCA, has become a popular alternative to dimensionality reduction of binary data. It is motivated as an extension of ordinary PCA by means of a matrix factorization, akin…