相关论文: Statistical Asynchronous Regression: Determining t…

We consider varying-coefficient models for mixed synchronous and asynchronous longitudinal covariates, where asynchronicity refers to the misalignment of longitudinal measurement times within an individual. We propose three different…

This paper discusses change detection in SAR time-series. Firstly, several statistical properties of the coefficient of variation highlight its pertinence for change detection. Then several criteria are proposed. The coefficient of…

Computing the agreement between two continuous sequences is of great interest in statistics when comparing two instruments or one instrument with a gold standard. The probability of agreement (PA) quantifies the similarity between two…

We introduce Stochastic Asymptotical Regularization (SAR) methods for the uncertainty quantification of the stable approximate solution of ill-posed linear-operator equations, which are deterministic models for numerous inverse problems in…

Spatial association and heterogeneity are two critical areas in the research about spatial analysis, geography, statistics and so on. Though large amounts of outstanding methods has been proposed and studied, there are few of them tend to…

To plan the trajectories of a large-scale heterogeneous swarm, sequentially or synchronously distributed methods usually become intractable due to the lack of global clock synchronization. To this end, we provide a novel asynchronous…

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…

We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time…

Signal-to-noise ratio (SNR) statistics play a central role in many applications. A common situation where SNR is studied is when a continuous time signal is sampled at a fixed frequency with some noise in the background. While estimation…

We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…

Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…

Symbolic regression (SR) aims to find symbolic expressions that describe datasets. Due to its inherent interpretability, is a powerful paradigm for scientific discovery. Recent advances have expanded SR to describe related phenomena using a…

Using a proper model to characterize a time series is crucial in making accurate predictions. In this work we use time-varying autoregressive process (TVAR) to describe non-stationary time series and model it as a mixture of multiple stable…

This paper proposes a new method for anomaly detection in time-series data by incorporating the concept of difference subspace into the singular spectrum analysis (SSA). The key idea is to monitor slight temporal variations of the…

Regression analysis is a central topic in statistical modeling, aimed at estimating the relationships between a dependent variable, commonly referred to as the response variable, and one or more independent variables, i.e., explanatory…

Modeling time series data remains a pervasive issue as the temporal dimension is inherent to numerous domains. Despite significant strides in time series forecasting, high noise-to-signal ratio, non-normality, non-stationarity, and lack of…

In applications like environment monitoring and pollution control, physical quantities are modeled by spatio-temporal fields. It is of interest to learn the statistical distribution of such fields as a function of space, time or both. In…

Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…

Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of instantaneous SNRs of fading channels as a…

In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…