相关论文: Novel Models for Multiple Dependent Heteroskedasti…
Time series forecasting represents a significant and challenging task across various fields. Recently, methods based on mode decomposition have dominated the forecasting of complex time series because of the advantages of capturing local…
Functional magnetic resonance imaging (fMRI) enables indirect detection of brain activity changes via the blood-oxygen-level-dependent (BOLD) signal. Conventional analysis methods mainly rely on the real-valued magnitude of these signals.…
It is common for long financial time series to exhibit gradual change in the unconditional volatility. We propose a new model that captures this type of nonstationarity in a parsimonious way. The model augments the volatility equation of a…
We propose a multiresolution Gaussian process to capture long-range, non-Markovian dependencies while allowing for abrupt changes. The multiresolution GP hierarchically couples a collection of smooth GPs, each defined over an element of a…
Functional Magnetic Resonance Imaging (fMRI) is a neuroimaging technique with pivotal importance due to its scientific and clinical applications. As with any widely used imaging modality, there is a need to ensure the quality of the same,…
Graph Neural Networks (GNNs) have been shown to be a powerful tool for generating predictions from biological data. Their application to neuroimaging data such as functional magnetic resonance imaging (fMRI) scans has been limited. However,…
A standard approach in functional neuroimaging explores how a particular cognitive task activates a set of brain regions (one task-to-many regions mapping). Importantly though, the same neural system can be activated by inherently different…
The impact of in-scanner motion on functional magnetic resonance imaging (fMRI) data has a notorious reputation in the neuroimaging community. State-ofthe-art guidelines advise to scrub out excessively corrupted frames as assessed by a…
We study, both analytically and numerically, an ARCH-like, multiscale model of volatility, which assumes that the volatility is governed by the observed past price changes on different time scales. With a power-law distribution of time…
Task functional magnetic resonance imaging (fMRI) is a type of neuroimaging data used to identify areas of the brain that activate during specific tasks or stimuli. These data are conventionally modeled using a massive univariate approach…
Functional magnetic resonance imaging (fMRI) is a notoriously noisy measurement of brain activity because of the large variations between individuals, signals marred by environmental differences during collection, and spatiotemporal…
We introduce a generalisation of the well-known ARCH process, widely used for generating uncorrelated stochastic time series with long-term non-Gaussian distributions and long-lasting correlations in the (instantaneous) standard deviation…
Motivation: In many fMRI studies, respiratory signals are often missing or of poor quality. Therefore, it could be highly beneficial to have a tool to extract respiratory variation (RV) waveforms directly from fMRI data without the need for…
Current non-invasive neuroimaging techniques trade off between spatial resolution and temporal resolution. While magnetoencephalography (MEG) can capture rapid neural dynamics and functional magnetic resonance imaging (fMRI) can spatially…
Major depressive disorder (MDD) is a prevalent mental disorder associated with complex neurobiological changes that cannot be fully captured using a single imaging modality. The use of multimodal magnetic resonance imaging (MRI) provides a…
Diagnosing esophageal motility disorders pose significant challenges due to the complexity of high-resolution impedance manometry (HRIM) data and variability in clinical interpretation. This work explores the feasibility of a multimodal…
Brain metabolism is controlled by complex regulation mechanisms. As part of their nature many complex systems show scaling behavior in their timeseries data. Corresponding scaling exponents can sometimes be used to characterize these…
Multiple Sclerosis (MS) is a chronic progressive neurological disease characterized by the development of lesions in the white matter of the brain. T2-fluid-attenuated inversion recovery (FLAIR) brain magnetic resonance imaging (MRI)…
Approximately 10\% of newborns require assistance to initiate breathing at birth, and around 5\% need ventilation support. Fetal heart rate (FHR) monitoring plays a crucial role in assessing fetal well-being during prenatal care, enabling…
Developing statistical models for seismic noise is an exercise of high value in seismic data analysis since these models play a critical role in detecting the onset of seismic events. A majority of these models are usually built on certain…