相关论文: Identification of Stochasticity by Matrix-decompos…

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…

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Anomaly detection in temporal data from sensors under aviation scenarios is a practical but challenging task: 1) long temporal data is difficult to extract contextual information with temporal correlation; 2) the anomalous data are rare in…

Assessing the practical identifiability of epidemic models is essential for determining whether parameters can be meaningfully estimated from observed data. Monte Carlo (MC) methods provide an accessible and intuitive framework; however,…

One of the outstanding analytical problems in X-ray single particle imaging (SPI) is the classification of structural heterogeneity, which is especially difficult given the low signal-to-noise ratios of individual patterns and that even…

Principal Component Analysis (PCA) is a widely utilized technique for dimensionality reduction; however, its inherent lack of interpretability-stemming from dense linear combinations of all feature-limits its applicability in many domains.…

This paper examines the performance of a Spatial Pooler (SP) of a Hierarchical Temporal Memory (HTM) in the task of noisy object recognition. To address this challenge, a dedicated custom-designed system based on the SP, histogram…

A key step in separating signal from noise in time series by means of singular spectrum analysis (SSA) is grouping. We present a multiple testing method for the grouping step in SSA. As separability criterion, we utilize the weighted…

AI weather prediction ensembles with latent noise injection and optimized with the continuous ranked probability score (CRPS) have produced both accurate and well-calibrated predictions with far less computational cost compared with…

Remote sensing observations, products and simulations are fundamental sources of information to monitor our planet and its climate variability. Uncovering the main modes of spatial and temporal variability in Earth data is essential to…

In this communication a new algorithm is proposed to produce surrogates for pseudoperiodic time series. By imposing a few constraints on the noise components of pseudoperiodic data sets, we devise an effective method to generate surrogates.…

Recent advances in stochastic differential equations (SDEs) have enabled robust modeling of real-world dynamical processes across diverse domains, such as finance, health, and systems biology. However, parameter estimation for SDEs…

The analysis method currently proposed to search for isotropic stochastic radiation of primordial or astrophysical origin with the Laser Interferometer Space Antenna (LISA) relies on the combined use of two LISA channels, one of which is…

Stochastic first-order methods such as Stochastic Extragradient (SEG) or Stochastic Gradient Descent-Ascent (SGDA) for solving smooth minimax problems and, more generally, variational inequality problems (VIP) have been gaining a lot of…

This paper presents a novel version of the hypergraph neural network method. This method is utilized to solve the noisy label learning problem. First, we apply the PCA dimensional reduction technique to the feature matrices of the image…

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Acoustic monitoring for machine fault detection is a recent and expanding research path that has already provided promising results for industries. However, it is impossible to collect enough data to learn all types of faults from a…

In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in…

In our previous work, a reduced order model (ROM) for a stochastic system was made, where noisy data was projected onto principal component analysis (PCA)-derived basis vectors to obtain an accurate reconstruction of the noise-free data.…

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…