相关论文: Wavelet Based Time Series Models with Time-Varying…

Time series foundation models (TSFMs) have recently achieved remarkable success in universal forecasting by leveraging large-scale pretraining on diverse time series data. Complementing this progress, incorporating frequency-domain…

It is difficult to analyze the stability of systems with time-varying delays. One approach is to construct a time-transformation that converts the system into a form with a constant delay but with a time-varying scalar appearing in the…

Wavelet basis functions are a natural tool for analyzing turbulent flows containing localized coherent structures of different spatial scales. Here, wavelets are used to study the onset and subsequent transition to fully developed…

Time-varying media, characterized by dynamic or spacetime-modulated constitutive parameters such as permittivity and permeability, have recently emerged as a transformative paradigm for advanced wave control, transcending the constraints…

In time series classification and regression, signals are typically mapped into some intermediate representation used for constructing models. Since the underlying task is often insensitive to time shifts, these representations are required…

A data-driven block thresholding procedure for wavelet regression is proposed and its theoretical and numerical properties are investigated. The procedure empirically chooses the block size and threshold level at each resolution level by…

For time series data observed at non-random and possibly non-equidistant time points, we estimate the trend function nonparametrically. Under the assumption of a bounded total variation of the function and low-order moment conditions on the…

This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of…

The spatio-temporal autoregressive moving average (STARMA) model is frequently used in several studies of multivariate time series data, where the assumption of stationarity is important, but it is not always guaranteed in practice. One way…

In analogy with steerable wavelets, we present a general construction of adaptable tight wavelet frames, with an emphasis on scaling operations. In particular, the derived wavelets can be "dilated" by a procedure comparable to the operation…

Abstract. Detecting anomalies in patterns of sensor data is important in many practical applications, including domestic activity monitoring for Active Assisted Living (AAL). How to represent and analyse these patterns, however, remains a…

In recent work on time-series prediction, Transformers and even large language models have garnered significant attention due to their strong capabilities in sequence modeling. However, in practical deployments, time-series prediction often…

Time-frequency representations (TFRs) of signals, such as the windowed Fourier transform (WFT), wavelet transform (WT) and their synchrosqueezed variants (SWFT, SWT), provide powerful analysis tools. However, there are many important issues…

It is demonstrated how to generate time series with tailored nonlinearities by inducing well- defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of…

A method based on wavelet transform and genetic programming is proposed for characterizing and modeling variations at multiple scales in non-stationary time series. The cyclic variations, extracted by wavelets and smoothened by cubic…

This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed…

We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has…

Characteristic scale is a notion that pervades the geophysical sciences, but it has no widely accepted precise definition. The wavelet transform decomposes a time series into coefficients that are associated with different scales. The…

We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…

High-dimensional multivariate time series are common in many scientific and industrial applications, where the interest lies in identifying key dependence structure within the data for subsequent analysis tasks, such as forecasting. An…