67 citations · 93 across the 9 of their papers we have counts for
6 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…
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…
The De-Biased Whittle Likelihood
Adam M. Sykulski, Sofia C. Olhede, Arthur P. Guillaumin +2
The Whittle likelihood is a widely used and computationally efficient pseudo-likelihood. However, it is known to produce biased parameter estimates for large classes of models. We…
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 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…
Frequency-Domain Stochastic Modeling of Stationary Bivariate or Complex-Valued Signals
Adam M. Sykulski, Sofia C. Olhede, Jonathan M. Lilly +1
There are three equivalent ways of representing two jointly observed real-valued signals: as a bivariate vector signal, as a single complex-valued signal, or as two analytic signal…