相关论文: Effects of polynomial trends on detrending moving …

We propose here a testing methodology based on the autocovariance, detrended moving average, and time-averaged mean-squared displacement statistics for tempered fractional Brownian motions (TFBMs) which are related to the notions of…

The presence of multifractality in a time series shows different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. The identification of a multifractal nature…

Subspace clustering is a classical technique that has been widely used for human motion segmentation and other related tasks. However, existing segmentation methods often cluster data without guidance from prior knowledge, resulting in…

Detrend fluctuation analysis (DFA) has become a choice method for effective analysis of a broad variety of nonstationary signals. We show in the present article that, provided the nonstationary fluctuations occur at a large enough time…

We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this…

Background: Policy evaluation studies that assess how state-level policies affect health-related outcomes are foundational to health and social policy research. The relative ability of newer analytic methods to address confounding, a key…

The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…

The traffic matrix estimation (TME) problem has been widely researched for decades of years. Recent progresses in deep generative models offer new opportunities to tackle TME problems in a more advanced way. In this paper, we leverage the…

Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…

We use numerical simulations to study the behavior of 2D frictionless disk systems under cyclic shear as a function of reversal amplitude \gamma_r. Our studies focus on mean bulk and disk dynamics. These measurements suggest a crossover…

Organizations face a challenge of accurately analyzing network data and providing automated action based on the observed trend. This trend-based analytics is beneficial to minimize the downtime and improve the performance of the network…

Simulating the dynamics of a nonequilibrium quantum many-body system by computing the two-time Green's function associated with such a system is computationally challenging. However, we are often interested in the time diagonal of such a…

Time series forecasting has attracted significant attention, leading to the de-velopment of a wide range of approaches, from traditional statistical meth-ods to advanced deep learning models. Among them, the Auto-Regressive Integrated…

Any autonomous nonlinear dynamical system can be viewed as a superposition of infinitely many linear processes, through the so-called Koopman mode decomposition. Its data-driven approximation- Dynamic Mode Decomposition (DMD)- has been…

Dynamic time warping (DTW) plays an important role in analytics on time series. Despite the large body of research on speeding up univariate DTW, the method for multivariate DTW has not been improved much in the last two decades. The most…

On the basis of detrended fluctuation analysis (DFA), we propose a new bivariate linear regression model. This new model provides estimators of multi-scale regression coefficients to measure the dependence between variables and…

This paper examines the performance of decision feedback based iterative channel estimation and multiuser detection in channel coded aperiodic DS-CDMA systems operating over multipath fading channels. First, explicit expressions describing…

Most MPC (Model Predictive Control) algorithms used in industries and studied in the control academia use a two-term QP (quadratic programming), where the first term is the weighted norm of the output errors, and the second term is that of…

We focus on the importance of $q$ moments range used within multifractal detrended fluctuation analysis (MFDFA) to calculate the generalized Hurst exponent spread and multifractal properties of signals. Different orders of detrending…

Small scale fading makes the wireless channel gain vary significantly over small distances and in the context of classical communication systems it can be detrimental to performance. But in the context of mobile robot (MR) wireless…