相关论文: The Multivariate Extension of the Lomb-Scargle Met…

The Lomb-Scargle periodogram is a well-known algorithm for detecting and characterizing periodic signals in unevenly-sampled data. This paper presents a conceptual introduction to the Lomb-Scargle periodogram and important practical…

The Loewner framework-(LF) in combination with Volterra series-(VS) offers a non-intrusive approximation method that is capable of identifying bilinear models from time-domain measurements. This method uses harmonic inputs which establish a…

Multiple-frequency periodograms -- based on time series models consisting of two or more independent sinusoids -- have long been discussed. What is new here is the presentation of a practical, simple-to-use computational framework…

Source wavelet estimation is the key in seismic signal processing for resolving subsurface structural properties. Homomorphic deconvolution using cepstrum analysis has been an effective method for wavelet estimation for decades. In general,…

We present nifty-ls, a software package for fast and accurate evaluation of the Lomb-Scargle periodogram. nifty-ls leverages the fact that Lomb-Scargle can be computed using a non-uniform FFT (NUFFT), which we evaluate with the Flatiron…

In this paper we investigate the performance of periodogram based estimators of the spectral density matrix of possibly high-dimensional time series. We suggest and study shrinkage as a remedy against numerical instabilities due to…

Neural time-series analysis has traditionally focused on modeling data in the time domain, often with some approaches incorporating equivalent Fourier domain representations as auxiliary spectral features. In this work, we shift the main…

This study develops a functional Liu-type shrinkage estimator (fLiu) for scalar-on-function regression in the presence of strong multicollinearity and high-dimensional functional predictors. The approach extends the classical Liu estimator…

Accurate time series analysis is essential for studying variable astronomical sources, where detecting periodicities and characterizing power spectral density (PSD) are crucial. The Lomb-Scargle periodogram, commonly used in astronomy for…

To comprehensively assess optical fiber communication system conditions, it is essential to implement joint estimation of the following four critical impairments: nonlinear signal-to-noise ratio (SNRNL), optical signal-to-noise ratio…

In deep time series forecasting, the Fourier Transform (FT) is extensively employed for frequency representation learning. However, it often struggles in capturing multi-scale, time-sensitive patterns. Although the Wavelet Transform (WT)…

We give two algebro-geometric inspired approaches to fast algorithms for Fourier transforms in algebraic signal processing theory based on polynomial algebras in several variables. One is based on module induction and one is based on a…

A new time series bootstrap scheme, the time frequency toggle (TFT)-bootstrap, is proposed. Its basic idea is to bootstrap the Fourier coefficients of the observed time series, and then to back-transform them to obtain a bootstrap sample in…

Linear, time-varying (LTV) systems composed of time shifts, frequency shifts, and complex amplitude scalings are operators that act on continuous finite-energy waveforms. This paper presents a novel, resource-efficient method for…

Accurately diagnosing bearing faults is crucial for maintaining the efficient operation of rotating machinery. However, traditional diagnosis methods face challenges due to the diversification of application environments, including…

In this paper, we present the linear decomposition method (LDM), which we developed to detect and analyze pulsar profile variations and mode changing behaviour. We developed LDM utilizing the likelihood function approach assuming the…

In this paper, we derive the improved uniform error bounds for the long-time dynamics of the $d$-dimensional $(d=2,3)$ nonlinear space fractional sine-Gordon equation (NSFSGE). The nonlinearity strength of the NSFSGE is characterized by…

Denoising of broadband non--stationary signals is a challenging problem in communication systems. In this paper, we introduce a time-varying filter algorithm based on the discrete linear chirp transform (DLCT), which provides local signal…

Support Vector Machines (SVMs) are an important tool for performing classification on scattered data, where one usually has to deal with many data points in high-dimensional spaces. We propose solving SVMs in primal form using feature maps…

A novel IV estimation method, that we term Locally Trimmed LS (LTLS), is developed which yields estimators with (mixed) Gaussian limit distributions in situations where the data may be weakly or strongly persistent. In particular, we allow…