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Singular spectrum analysis is a natural generalization of principal component methods for time series data. In this paper we propose an imputation method to be used with singular spectrum-based techniques which is based on a weighted combination of the for ...
We develop a doubly spectral representation of a stationary functional time series, and study the properties of its empirical version. The representation decomposes the time series into an integral of uncorrelated frequency components (Cramer representatio ...
This article presents a new estimation method for the parameters of a time series model. We consider here composite Gaussian processes that are the sum of independent Gaussian processes which, in turn, explain an important aspect of the time series, as is ...
Gradient-echo echo-planar imaging (GE EPI) is the most commonly used approach to assess localized blood oxygen level dependent (BOLD) signal changes in real-time. Alternatively, real-time spin-echo single-voxel spectroscopy (SE SVS) has recently been intro ...
Modern wireless communication systems require efficient channel equalizer implementations. This paper explores the design space of reduced-state sequence estimation (RSSE). We show how the concept of pre-computation can be applied to greatly reduce computa ...
Do laboratory subjects correctly perceive the dynamics of a mean-reverting time series? In our experiment, subjects receive historical data and make forecasts at different horizons. The time series process that we use features short-run momentum and long-r ...
We consider the parabolic Anderson model on Zd driven by fractional noise. We prove that it has a mild solution given by Feynman-Kac representation which coincides with the partition function of a directed polymer in a fractional Brownian envir ...
Computing statistical measures for large databases of time series is a fundamental primitive for querying and mining time-series data [1]–[6]. This primitive is gaining importance with the increasing number and rapid growth of time series databases. In thi ...
The paper describes the development and the performance assessment of a Hardware-in-the-Loop (HIL) test platform built as a proof-of-concept of a sub-second State Estimator (SE) of Active Distribution Networks (ADNs). The SE relies on the availability of d ...
Cigré - Conseil International des Grands Réseaux Électriques2013
In recent years we are experiencing a dramatic increase in the amount of available time-series data. Primary sources of time-series data are sensor networks, medical monitoring, financial applications, news feeds and social networking applications. Availab ...
