相关论文: Identification of Spikes in Time Series

We develop a novel methodology for detecting abrupt break points in mean functions of functional time series, adaptable to arbitrary sampling schemes. By employing B-spline smoothing, we introduce $\mathcal L_{\infty}$ and $\mathcal L_2$…

We address the problem of identifying functional interactions among stochastic neurons with variable-length memory from their spiking activity. The neuronal network is modeled by a stochastic system of interacting point processes with…

Although a generalized spike population model has been actively studied in random matrix theory, its application to real data has been rarely explored. We find that most methods for determining the number of spikes based on the Johnstone's…

Time series anomaly detection has been recognized as of critical importance for the reliable and efficient operation of real-world systems. Many anomaly detection methods have been developed based on various assumptions on anomaly…

We review different aspects of the simulation of spiking neural networks. We start by reviewing the different types of simulation strategies and algorithms that are currently implemented. We next review the precision of those simulation…

Time series analysis has achieved great success in cyber security such as intrusion detection and device identification. Learning similarities among multiple time series is a crucial problem since it serves as the foundation for downstream…

Change-point detection and locally stationary time series modeling are two major approaches for the analysis of non-stationary data. The former aims to identify stationary phases by detecting abrupt changes in the dynamics of a time series…

Classical anomaly detection is principally concerned with point-based anomalies, those anomalies that occur at a single point in time. Yet, many real-world anomalies are range-based, meaning they occur over a period of time. Motivated by…

Patient-specific modeling of cardiovascular flows with high-fidelity is challenging due to its dependence on accurately estimated velocity boundary profiles, which are essential for precise simulations and directly influence wall shear…

The augmented, iterated Kalman smoother is applied to system identification for inverse problems in evolutionary differential equations. In the augmented smoother, the unknown, time-dependent coefficients are included in the state vector,…

The controllability of advection-diffusion systems, subject to uncertain initial values and emission rates, is estimated, given sparse and error affected observations of prognostic state variables. In predictive geophysical model systems,…

There is significant interest in being able to predict where crimes will happen, for example to aid in the efficient tasking of police and other protective measures. We aim to model both the temporal and spatial dependencies often exhibited…

Neural spike trains, which are sequences of very brief jumps in voltage across the cell membrane, were one of the motivating applications for the development of point process methodology. Early work required the assumption of stationarity,…

Using state-level opioid overdose mortality data from 1999-2016, we simulated four time-varying treatment scenarios, which correspond to real-world policy dynamics (ramp up, ramp down, temporary and inconsistent). We then evaluated seven…

Analyzing crime events is crucial to understand crime dynamics and it is largely helpful for constructing prevention policies. Point processes specified on linear networks can provide a more accurate description of crime incidents by…

Time series anomaly detection is critical for modern digital infrastructures, yet existing methods lack systematic cross-domain evaluation. We present a comprehensive forecasting-based framework unifying classical methods (Holt-Winters,…

Researchers collecting intensive longitudinal data (ILD) are increasingly looking to model psychological processes, such as emotional dynamics, that organize and adapt across time in complex and meaningful ways. This is also the case for…

This work proposes an approach to locate leaks by identifying the parameters of finite models associated with these fault events. The identification problem is attacked by using well-known identification methods such as the Prediction Error…

In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or…

Change points in time series are perceived as isolated singularities where two regular trends of a given signal do not match. The detection of such transitions is of fundamental interest for the understanding of the system's internal…