相关论文: A Frequency Domain Bootstrap for General Multivari…

We propose a double bootstrap procedure for reducing coverage error in the confidence intervals of descriptive statistics for independent and identically distributed functional data. Through a series of Monte Carlo simulations, we compare…

Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…

The problem of comparing the entire second order structure of two functional processes is considered and a $L^2$-type statistic for testing equality of the corresponding spectral density operators is investigated. The test statistic…

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…

The efficient multiangle centered discrete fractional Fourier transform (MA-CDFRFT) [1] has proven to be a useful tool for time-frequency analysis; in this paper, we generalize the MA-CDFRFT to general M -periodic transforms, which, among…

This article introduces a novel construction of the two-dimensional fractional Brownian motion (2D fBm) with dependent components. Unlike similar models discussed in the literature, our approach uniquely accommodates the full range of model…

The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…

We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…

Modeling the evolution of high-dimensional systems from limited snapshot observations at irregular time points poses a significant challenge in quantitative biology and related fields. Traditional approaches often rely on dimensionality…

We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…

Periodic dynamical systems ubiquitously exist in science and engineering. The harmonic balance (HB) method and its variants have been the most widely-used approaches for such systems, but are either confined to low-order approximations or…

We consider the "multi-frequency" periodogram, in which the putative signal is modelled as a sum of two or more sinusoidal harmonics with idependent frequencies. It is useful in the cases when the data may contain several periodic…

There are some papers which describe the use of bootstrap techniques in point process statistics. The aim of the present paper is to show that the form in which bootstrap is used there is dubious. In case of variance estimation of pair…

Large-scale and multidimensional spatiotemporal data sets are becoming ubiquitous in many real-world applications such as monitoring urban traffic and air quality. Making predictions on these time series has become a critical challenge due…

This paper introduces a test for fractional integration in a model that possibly contains smooth deterministic trends. We model the trend component using a Chebyshev polynomial and specify the short-run dynamics semi-parametrically,…

An important problem in time series analysis is the discrimination between non-stationarity and longrange dependence. Most of the literature considers the problem of testing specific parametric hypotheses of non-stationarity (such as a…

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…

By combining traditional frequency hopping ideas with the concepts of subcarriers and sampling points in OFDM baseband systems, this paper proposes a frequency hopping technology within the baseband called micro frequency hopping. Based on…

Time series segmentation, a.k.a. multiple change-point detection, is a well-established problem. However, few solutions are designed specifically for high-dimensional situations. In this paper, our interest is in segmenting the second-order…

We consider infinite-dimensional Hilbert space-valued random variables that are assumed to be temporal dependent in a broad sense. We prove a central limit theorem for the moving block bootstrap and for the tapered block bootstrap, and show…