Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userApplication of the Non-Hermitian Singular Spectrum Analysis to the exponential retrieval problem
62
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
We present a new approach to solve the exponential retrieval problem. We derive a stable technique, based on the singular value decomposition (SVD) of lag-covariance and crosscovariance matrices consisting of covariance coefficients computed for index translated copies of an initial time series. For these matrices a generalized eigenvalue problem is solved. The initial signal is mapped into the basis of the generalized eigenvectors and phase portraits are consequently analyzed. Pattern recognition techniques could be applied to distinguish phase portraits related to the exponentials and noise. Each frequency is evaluated by unwrapping phases of the corresponding portrait, detecting potential wrapping events and estimation of the phase slope. Efficiency of the proposed and existing methods is compared on the set of examples, including the white Gaussian and auto-regressive model noise.
rate research
Read More
Singular Spectrum Analysis (SSA) or Singular Value Decomposition (SVD) are often used to de-noise univariate time series or to study their spectral profile. Both techniques rely on the eigendecomposition of the cor- relation matrix estimated after embedding the signal into its delayed coordi- nates. In this work we show that the eigenvectors can be used to calculate the coefficients of a set of filters which form a filter bank. The properties of these filters are derived. In particular we show that their outputs can be grouped according to their frequency response. Furthermore, the fre- quency at the maximum of each frequency response and the corresponding eigenvalue can provide a power spectrum estimation of the time series. Two different applications illustrate how both characteristics can be applied to analyze wideband signals in order to achieve narrow-band signals or to infer their frequency occupation.
A fast physics analysis framework has been developed based on SNiPER to process the increasingly large data sample collected by BESIII. In this framework, a reconstructed event data model with SmartRef is designed to improve the speed of Input/Output operations, and necessary physics analysis tools are migrated from BOSS to SNiPER. A real physics analysis $e^{+}e^{-} rightarrow pi^{+}pi^{-}J/psi$ is used to test the new framework, and achieves a factor of 10.3 improvement in Input/Output speed compared to BOSS. Further tests show that the improvement is mainly attributed to the new reconstructed event data model and the lazy-loading functionality provided by SmartRef.
This chapter describes gene expression analysis by Singular Value Decomposition (SVD), emphasizing initial characterization of the data. We describe SVD methods for visualization of gene expression data, representation of the data using a smaller number of variables, and detection of patterns in noisy gene expression data. In addition, we describe the precise relation between SVD analysis and Principal Component Analysis (PCA) when PCA is calculated using the covariance matrix, enabling our descriptions to apply equally well to either method. Our aim is to provide definitions, interpretations, examples, and references that will serve as resources for understanding and extending the application of SVD and PCA to gene expression analysis.
Recently, two novel techniques for the extraction of the phase-shift map (Tomassini {it et.~al.}, Applied Optics {bf 40} 35 (2001)) and the electronic density map estimation (Tomassini P. and Giulietti A., Optics Communication {bf 199}, pp 143-148 (2001)) have been proposed. In this paper we apply both methods to a sample laser-plasma interferogram obtained with femtoseconds probe pulse, in an experimental setup devoted to laser particle acceleration studies.
To handle time series with complicated oscillatory structure, we propose a novel time-frequency (TF) analysis tool that fuses the short time Fourier transform (STFT) and periodic transform (PT). Since many time series oscillate with time-varying frequency, amplitude and non-sinusoidal oscillatory pattern, a direct application of PT or STFT might not be suitable. However, we show that by combining them in a proper way, we obtain a powerful TF analysis tool. We first combine the Ramanujan sums and $l_1$ penalization to implement the PT. We call the algorithm Ramanujan PT (RPT). The RPT is of its own interest for other applications, like analyzing short signal composed of components with integer periods, but that is not the focus of this paper. Second, the RPT is applied to modify the STFT and generate a novel TF representation of the complicated time series that faithfully reflect the instantaneous frequency information of each oscillatory components. We coin the proposed TF analysis the Ramanujan de-shape (RDS) and vectorized RDS (vRDS). In addition to showing some preliminary analysis results on complicated biomedical signals, we provide theoretical analysis about RPT. Specifically, we show that the RPT is robust to three commonly encountered noises, including envelop fluctuation, jitter and additive noise.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
