758 citations
- Max Planck Institute for Solar System ResearchDE39 papers
- Stanford UniversityUS22 papers
- University College LondonGB13 papers
- University of California, BerkeleyUS12 papers
- University of GrazAT12 papers
- Lockheed Martin (United States)US11 papers
- Nagoya UniversityJP11 papers
- Goddard Space Flight CenterUS10 papers
- Monash UniversityAU10 papers
- Max Planck SocietyDE9 papers
- The University of SydneyAU9 papers
- Centre National de la Recherche ScientifiqueFR8 papers
9 papers · 1 filter
Smoothing and Interpolating Noisy GPS Data with Smoothing Splines
Jeffrey J. Early, Adam M. Sykulski
A comprehensive methodology is provided for smoothing noisy, irregularly sampled data with non-Gaussian noise using smoothing splines. We demonstrate how the spline order and tensi…
Element analysis: a wavelet-based method for analyzing time-localized events in noisy time series
J. M. Lilly
A method is derived for the quantitative analysis of signals that are composed of superpositions of isolated, time-localized "events". Here these events are taken to be well repres…
Analysis of nonstationary modulated time series with applications to oceanographic flow measurements
Arthur P. Guillaumin, Adam M. Sykulski, Sofia C. Olhede +2
We propose a new class of univariate nonstationary time series models, using the framework of modulated time series, which is appropriate for the analysis of rapidly-evolving time…
Fractional Brownian motion, the Matern process, and stochastic modeling of turbulent dispersion
J. M. Lilly, A. M. Sykulski, J. J Early +1
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high fr…
A Widely Linear Complex Autoregressive Process of Order One
Adam M. Sykulski, Sofia C. Olhede, Jonathan M. Lilly
We propose a simple stochastic process for modeling improper or noncircular complex-valued signals. The process is a natural extension of a complex-valued autoregressive process, e…
A Power Variance Test for Nonstationarity in Complex-Valued Signals
Thomas E. Bartlett, Adam M. Sykulski, Sofia C. Olhede +2
We propose a novel algorithm for testing the hypothesis of nonstationarity in complex-valued signals. The implementation uses both the bootstrap and the Fast Fourier Transform such…