Cointegration in Frequency Domain

Existence of a cointegration relationship between two time series in the time domain imposes restrictions on the series zero-frequency behaviour in terms of their squared coherence, phase, and gain, in the frequency domain. I derive these restrictions by studying cross-spectral properties of a cointegrated bivariate system. Specifically, I demonstrate that if two difference stationary series, X(t) and Y(t), are cointegrated with a cointegrating vector [1 b] and thus share a common stochastic trend, then at the zero frequency, the squared coherence of (1 - L) X(t) and (1 - L) Y(t) will equal one, their phase will equal zero, and their gain will equal |b|.Common Stochastic Trend, Cointegration, Integration, Frequency Domain Anlysis, Cross-Spectrum, Zero-Frequency, Coherence, Squared Coherence, Phase, Gain, Cross-Spectral Properties, Bivariate Cointegrated System, Long Run Comovement

Uncovering interactions in the frequency domain

Oscillatory activity plays a critical role in regulating biological processes at levels ranging from subcellular, cellular, and network to the whole organism, and often involves a large number of interacting elements. We shed light on this issue by introducing a novel approach called partial Granger causality to reliably reveal interaction patterns in multivariate data with exogenous inputs and latent variables in the frequency domain. The method is extensively tested with toy models, and successfully applied to experimental datasets, including (1) gene microarray data of HeLa cell cycle; (2) in vivo multielectrode array (MEA) local field potentials (LFPs) recorded from the inferotemporal cortex of a sheep; and (3) in vivo LFPs recorded from distributed sites in the right hemisphere of a macaque monkey

Frequency-Domain Streak Camera And Tomography For Ultrafast Imaging Of Evolving And Channeled Plasma Accelerator Structures

We demonstrate a prototype Frequency Domain Streak Camera (FDSC) that can capture the picosecond time evolution of the plasma accelerator structure in a single shot. In our prototype Frequency-Domain Streak Camera, a probe pulse propagates obliquely to a sub-picosecond pump pulse that creates an evolving nonlinear index >bubble> in fused silica glass, supplementing a conventional Frequency Domain Holographic (FDH) probe-reference pair that co-propagates with the >bubble>. Frequency Domain Tomography (FDT) generalizes Frequency-Domain Streak Camera by probing the >bubble> from multiple angles and reconstructing its morphology and evolution using algorithms similar to those used in medical CAT scans. Multiplexing methods (Temporal Multiplexing and Angular Multiplexing) improve data storage and processing capability, demonstrating a compact Frequency Domain Tomography system with a single spectrometer.Physic

Time- and frequency-domain polariton interference

We present experimental observations of interference between an atomic spin coherence and an optical field in a {\Lambda}-type gradient echo memory. The interference is mediated by a strong classical field that couples a weak probe field to the atomic coherence through a resonant Raman transition. Interference can be observed between a prepared spin coherence and another propagating optical field, or between multiple {\Lambda} transitions driving a single spin coherence. In principle, the interference in each scheme can yield a near unity visibility.Comment: 11 pages, 5 figure

Unraveling quantum dissipation in the frequency domain

We present a quantum Monte Carlo method for solving the evolution of an open quantum system. In our approach, the density operator evolution is unraveled in the frequency domain. Significant advantages of this approach arise when the frequency of each dissipative event conveys information about the state of the system.Comment: 4 pages, 4 Postscript figures, uses RevTe

Photoionization in the time and frequency domain

Ultrafast processes in matter, such as the electron emission following light absorption, can now be studied using ultrashort light pulses of attosecond duration ($10^{-18}$s) in the extreme ultraviolet spectral range. The lack of spectral resolution due to the use of short light pulses may raise serious issues in the interpretation of the experimental results and the comparison with detailed theoretical calculations. Here, we determine photoionization time delays in neon atoms over a 40 eV energy range with an interferometric technique combining high temporal and spectral resolution. We spectrally disentangle direct ionization from ionization with shake up, where a second electron is left in an excited state, thus obtaining excellent agreement with theoretical calculations and thereby solving a puzzle raised by seven-year-old measurements. Our experimental approach does not have conceptual limits, allowing us to foresee, with the help of upcoming laser technology, ultra-high resolution time-frequency studies from the visible to the x-ray range.Comment: 5 pages, 4 figure

Frequency-domain waveform approximants capturing Doppler shifts

Gravitational wave astrophysics has only just begun, and as current detectors are upgraded and new detectors are built, many new, albeit faint, features in the signals will become accessible. One such feature is the presence of time-dependent Doppler shifts, generated by the acceleration of the center of mass of the gravitational-wave emitting system. We here develop a generic method that takes a frequency-domain, gravitational-wave model devoid of Doppler shifts and introduces modifications that incorporate them. Building upon a perturbative expansion that assumes the Doppler-shift velocity is small relative to the speed of light, the method consists of the inclusion of a single term in the Fourier phase and two terms in the Fourier amplitude. We validate the method through matches between waveforms with a Doppler shift in the time domain and waveforms constructed with our method for two toy problems: constant accelerations induced by a distant third body and Gaussian accelerations that resemble a kick profile. We find mismatches below $\sim\!10^{-6}$ for all of the astrophysically relevant cases considered, and improve further at smaller velocities. The work presented here will allow for the use of future detectors to extract new, faint features in the signal from the noise.Comment: 11 pages, 5 figures, submitted to Phys. Rev.