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In this paper, we consider the problem of detecting signals in multiple, sequentially observed data streams. For each stream, the exact distribution is unknown, but characterized by a parameter that takes values in either of two disjoint…

统计方法学 · 统计学 2025-07-30 Yiming Xing , Anamitra Chaudhuri , Yifan Chen

Power spectral density (PSD) estimation is a critical step in gravitational wave (GW) detectors data analysis. The Welch method is a typical non-parametric spectral estimation approach that estimates the PSD of stationary noise by averaging…

广义相对论与量子宇宙学 · 物理学 2025-08-19 Jin-Bao Zhu , Chao-Wan-Zhen Wang , Guo-Qing Huang , Fu-Wen Shu

The so-called "minimum uncertainty" or mu-wavelet approach has been shown to be very effective. Prior work has shown that using special algorithms based on a mu-wavelet decomposition of a seismic signal allows for arrival detection of…

地球物理 · 物理学 2017-10-11 Maria A. Krasnova , Donald J. Kouri , Evgeny Chesnokov

We explain why aliasing can be detected in a generic temporally-sampled stationary signal process. We then define a concept of stationarity that makes sense for single waveforms. (This is done without assuming that the waveform is a sample…

chao-dyn · 物理学 2007-05-23 Kevin R. Vixie , David E. Sigeti , Murray Wolinsky

For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on…

Transient phenomena are interesting and potentially highly revealing of details about the processes under observation and study that could otherwise go unnoticed. It is therefore important to maximize the sensitivity of the method used to…

天体物理仪器与方法 · 物理学 2017-12-05 G. Belanger

We demonstrate a simple method for testing the significance of peaks in the periodogram of red noise data. The procedure was designed to test for spurious periodicities in X-ray light curves of active galaxies, but can be used quite…

天体物理学 · 物理学 2009-11-10 S. Vaughan

We propose a new unsupervised and non-parametric method to detect change points in intricate quasi-periodic signals. The detection relies on optimal transport theory combined with topological analysis and the bootstrap procedure. The…

机器学习 · 计算机科学 2022-11-15 Nikolay Shvetsov , Nazar Buzun , Dmitry V. Dylov

The leading workhorse of anomaly (and attack) detection in the literature has been residual-based detectors, where the residual is the discrepancy between the observed output provided by the sensors (inclusive of any tampering along the…

系统与控制 · 电气工程与系统科学 2020-04-17 Navid Hashemi , Eduardo Verdugo German , Jonatan Pena Ramirez , Justin Ruths

The horizontal visibility algorithm has been recently introduced as a mapping between time series and networks. The challenge lies in characterizing the structure of time series (and the processes that generated those series) using the…

数据分析、统计与概率 · 物理学 2016-12-21 Angel M. Núñez , Lucas Lacasa , Eusebio Valero , Jose Patricio Gómez , Bartolo Luque

We develop a timescale synthesis-based probabilistic approach for the modeling of locally stationary signals. Inspired by our previous work, the model involves zero-mean, complex Gaussian wavelet coefficients, whose distribution varies as a…

统计理论 · 数学 2020-02-10 Adrien Meynard , Bruno Torrésani

Periodicity detection is an important task in time series analysis, but still a challenging problem due to the diverse characteristics of time series data like abrupt trend change, outlier, noise, and especially block missing data. In this…

机器学习 · 计算机科学 2023-03-08 Qingsong Wen , Linxiao Yang , Liang Sun

We introduce wavelet-based methodology for estimation of realized variance allowing its measurement in the time-frequency domain. Using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we allow for the decomposition of the…

统计金融 · 定量金融 2015-03-20 Jozef Barunik , Lukas Vacha

Submovements are ballistic components of human motion constituting a large part of motor interaction and arising from the cyclical and overlapping cognitive processes of perception, motor planning, and motor execution. Extracting…

人机交互 · 计算机科学 2026-04-23 Auejin Ham , Ben Boudaoud

The increasing sensitivity of gravitational-wave detectors has brought about an increase in the rate of astrophysical signal detections as well as the rate of "glitches"; transient and non-Gaussian detector noise. Temporal overlap of…

广义相对论与量子宇宙学 · 物理学 2022-08-18 Sophie Hourihane , Katerina Chatziioannou , Marcella Wijngaarden , Derek Davis , Tyson Littenberg , Neil Cornish

Industrial machine fault diagnosis ensures the reliability and functionality of the system, but identifying informative frequency bands in vibration signals can be challenging due to low signal-to-noise ratio (SNR), background noise, and…

信号处理 · 电气工程与系统科学 2025-02-13 Sumika Chauhan , Govind Vashishtha , Radoslaw Zimroz , Rajesh Kumar

The recent completion of Advanced LIGO suggests that gravitational waves (GWs) may soon be directly observed. Past searches for gravitational-wave transients have been impacted by transient noise artifacts, known as glitches, introduced…

Frequency estimation from measurements corrupted by noise is a fundamental challenge across numerous engineering and scientific fields. Among the pivotal factors shaping the resolution capacity of any frequency estimation technique are…

信号处理 · 电气工程与系统科学 2024-09-23 Sampath Kumar Dondapati , Omkar Nitsure , Satish Mulleti

We present an algorithm for the detection of periodic sources of gravitational waves with interferometric detectors that is based on a special symmetry of the problem: the contributions to the phase modulation of the signal from the earth…

广义相对论与量子宇宙学 · 物理学 2009-11-07 Julien Sylvestre

Penalized likelihood models are widely used to simultaneously select variables and estimate model parameters. However, the existence of weak signals can lead to inaccurate variable selection, biased parameter estimation, and invalid…

统计方法学 · 统计学 2022-12-13 Yuexia Zhang , Peibei Shi , Zhongyi Zhu , Linbo Wang , Annie Qu