相关论文: A Fast Template Periodogram for Detecting Non-sinu…

Nonlinear optimisation techniques are commonly employed to minimise complex cost functions, with their effectiveness determined largely by the structure of the underlying error landscape. These methods require initial parameter values, and…

This article addresses the problem of two- and higher dimensional pattern matching, i.e. the identification of instances of a template within a larger signal space, which is a form of registration. Unlike traditional correlation, we aim at…

This study is motivated by the problem of evaluating reliable false alarm (FA) rates for sinusoid detection tests applied to unevenly sampled time series involving colored noise, when a (small) training data set of this noise is available.…

The Fourier spectrum at a fractional period is often examined when extracting features from biological sequences and time series. It reflects the inner information structure of the sequences. A fractional period is not uncommon in time…

I propose a frequency domain adaptation of the Expectation Maximization (EM) algorithm to group a family of time series in classes of similar dynamic structure. It does this by viewing the magnitude of the discrete Fourier transform (DFT)…

A simple least-squares optimisation enables the determination of the spectrum for irregularly sampled data that is readily reconstructed using an adjoint transformation of the Non-Uniform Fast Fourier Transform (NFFT). This is an…

One of the main features of interest in analysing the light curves of stars is the underlying periodic behaviour. The corresponding observations are a complex type of time series with unequally spaced time points and are sometimes…

Irregularly sampled time series are increasingly prevalent, particularly in medical domains. While various specialized methods have been developed to handle these irregularities, effectively modeling their complex dynamics and pronounced…

Existing algorithms for fitting the parameters of a sinusoid to noisy discrete time observations are not always successful due to initial value sensitivity and other issues. This paper demonstrates the techniques of FIR filtering, Fast…

Recently proposed orthogonal time frequency space (OTFS) modulation has been considered as a promising candidate for accommodating various emerging communication and sensing applications in high-mobility environments. In this paper, we…

The detection of periodic signals in irregularly-sampled time series is a problem commonly encountered in astronomy. Traditional tools used for periodic searches, such as the periodogram, have poorly defined statistical properties under…

The problem of approximately computing the $k$ dominant Fourier coefficients of a vector $X$ quickly, and using few samples in time domain, is known as the Sparse Fourier Transform (sparse FFT) problem. A long line of work on the sparse FFT…

We propose a time-varying optimal window width (TVOWW) selection scheme to optimize the performance of several nonlinear-type time-frequency analyses, including the reassignment method, and the synchrosqueezing transform (SST) and its…

Spectroscopic anomaly detection and isotope identification algorithms are integral components in nuclear nonproliferation applications such as search operations. The task is especially challenging in the case of mobile detector systems due…

The ability to automatically and robustly self-verify periodicity present in time-series astronomical data is becoming more important as data sets rapidly increase in size. The age of large astronomical surveys has rendered manual…

The estimation of parameters from data is a common problem in many areas of the physical sciences, and frequently used algorithms rely on sets of simulated data which are fit to data. In this article, an analytic solution for…

Astronomical time series often have non-uniform sampling in time, or irregular cadences, with long gaps separating clusters of observations. Some of these data sets are also explicitly non-Gaussian with respect to the expected model fit, or…

The synchrosqueezing transform, a kind of reassignment method, aims to sharpen the time-frequency representation and to separate the components of a multicomponent non-stationary signal. In this paper, we consider the short-time Fourier…

The Discrete Fourier Transform (DFT) is a fundamental computational primitive, and the fastest known algorithm for computing the DFT is the FFT (Fast Fourier Transform) algorithm. One remarkable feature of FFT is the fact that its runtime…

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…