88,075 research outputs found
Robust coherence analysis for long-memory processes
This paper investigates the linear relationships between two time-series in the frequency domain, termed coherence analysis. It is widely used in various fields, including signal processing, engineering, and meteorology. However, conventional coherence analysis tends to be sensitive to outliers. Laplace cross-periodogram and a corresponding robust coherence analysis based on the least-absolute deviation (LAD) regression have recently been developed to improve this shortcoming. In this paper, to extend the scope of Laplace cross-periodogram, we study a robust cross periodogram for long-memory processes and derive its asymptotic distribution. Through numerical studies, we demonstrate the usefulness of the proposed robust coherence analysis for long-memory processes.N
Dynamic linkages between tourism, transportation, growth and carbon emission in the USA: evidence from partial and multiple wavelet coherence
The present paper endeavors to analyze and provide fresh insights from the dynamic association between tourism, transportation, economic growth and carbon emission in the United States. The analysis employs a novel Morlet’s Wavelet Approach. Precisely, the paper implements Partial and Multiple Wavelet Coherence techniques to the monthly data spanning from 2001-2017. From the frequency domain point of view, the study discovers remarkable wavelet coherence and robust lead and lag linkages. The analysis discovers significant progress in variables over frequency and time. The variables display strong but inconsistent associations between them. There exist a strong co-movement among the variables considered, which is not equal across the time scales. The study may help the policymakers and regulars to devise strategies and formulate policies pertaining to tourism development, which can contribute towards environmentally sustainable economic growth
Dynamic linkages between tourism, transportation, growth and carbon emission in the USA: evidence from partial and multiple wavelet coherence
The present paper endeavors to analyze and provide fresh insights from the dynamic association between tourism, transportation, economic growth and carbon emission in the United States. The analysis employs a novel Morlet’s Wavelet Approach. Precisely, the paper implements Partial and Multiple Wavelet Coherence techniques to the monthly data spanning from 2001-2017. From the frequency domain point of view, the study discovers remarkable wavelet coherence and robust lead and lag linkages. The analysis discovers significant progress in variables over frequency and time. The variables display strong but inconsistent associations between them. There exist a strong co-movement among the variables considered, which is not equal across the time scales. The study may help the policymakers and regulars to devise strategies and formulate policies pertaining to tourism development, which can contribute towards environmentally sustainable economic growth
Spatial Diffuseness Features for DNN-Based Speech Recognition in Noisy and Reverberant Environments
We propose a spatial diffuseness feature for deep neural network (DNN)-based
automatic speech recognition to improve recognition accuracy in reverberant and
noisy environments. The feature is computed in real-time from multiple
microphone signals without requiring knowledge or estimation of the direction
of arrival, and represents the relative amount of diffuse noise in each time
and frequency bin. It is shown that using the diffuseness feature as an
additional input to a DNN-based acoustic model leads to a reduced word error
rate for the REVERB challenge corpus, both compared to logmelspec features
extracted from noisy signals, and features enhanced by spectral subtraction.Comment: accepted for ICASSP201
The generalized shrinkage estimator for the analysis of functional connectivity of brain signals
We develop a new statistical method for estimating functional connectivity
between neurophysiological signals represented by a multivariate time series.
We use partial coherence as the measure of functional connectivity. Partial
coherence identifies the frequency bands that drive the direct linear
association between any pair of channels. To estimate partial coherence, one
would first need an estimate of the spectral density matrix of the multivariate
time series. Parametric estimators of the spectral density matrix provide good
frequency resolution but could be sensitive when the parametric model is
misspecified. Smoothing-based nonparametric estimators are robust to model
misspecification and are consistent but may have poor frequency resolution. In
this work, we develop the generalized shrinkage estimator, which is a weighted
average of a parametric estimator and a nonparametric estimator. The optimal
weights are frequency-specific and derived under the quadratic risk criterion
so that the estimator, either the parametric estimator or the nonparametric
estimator, that performs better at a particular frequency receives heavier
weight. We validate the proposed estimator in a simulation study and apply it
on electroencephalogram recordings from a visual-motor experiment.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS396 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Global analysis of coherence and population dynamics in 2D electronic spectroscopy
2D electronic spectroscopy is a widely exploited tool to study excited state dynamics. A high density of information is enclosed in 2D spectra. A crucial challenge is to objectively disentangle all the features of the third order optical signal. We propose a global analysis method based on the variable projection algorithm, which is able to reproduce simultaneously coherence and population dynamics of rephasing and non-rephasing contributions. Test measures at room temperature on a standard dye are used to validate the procedure and to discuss the advantages of the proposed methodology with respect to the currently employed analysis procedures
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