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Functional time series is a temporally ordered sequence of not necessarily independent random curves. While the statistical analysis of such data has been traditionally carried out under the assumption of completely observed functional data, it may well ha ...
We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of Double-struck capital R. An order-1 autoregressive model in this context is to be understood as a Markov chain, where ...
The multi-channel Wiener filter (MWF) is a well-known multi-microphone speech enhancement technique, aiming at improving the quality of the recorded speech signals in noisy and reverberant environments. Assuming that reverberation and ambient noise can be ...
Analysis of fringe patterns for the accurate estimation of phase and phase derivatives is of crucial importance in optical interferometry as these quantities provide important information on the physical parameters under study. A wide range of applications ...
A functional (lagged) time series regression model involves the regression of scalar response time series on a time series of regressors that consists of a sequence of random functions. In practice, the underlying regressor curve time series are not always ...
We consider the problem of estimating the autocorrelation operator of an autoregressive Hilbertian process. By means of a Tikhonov approach, we establish a general result that yields the convergence rate of the estimated autocorrelation operator as a funct ...
This work analyses the temporal and spatial characteristics of bioclimatic conditions in the Lower Silesia region. The daily time values (12UTC) of meteorological variables in the period 1966–2017 from seven synoptic stations of the Institute of Meteorolog ...
In this paper, the problem of speech source localization and separation from recordings of convolutive underdetermined mixtures is studied. The problem is cast as recovering the spatio-spectral speech information embedded in a microphone array compressed m ...
This study compares three imputation methods applied to the field observations of hydraulic head in subsurface hydrology. Hydrogeological studies that analyze the timeseries of groundwater elevations often face issues with missing data that may mislead bot ...
This paper proposes a technique for the simultaneous estimation of interference phase derivative and phase from a complex interferogram recorded in an optical interferometric setup. The complex interferogram is represented as a spatially varying autoregres ...