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Record W3023436065 · doi:10.1080/01621459.2023.2229486

Frequency Detection and Change Point Estimation for Time Series of Complex Oscillation

2023· article· en· W3023436065 on OpenAlexaff
Hau‐Tieng Wu, Zhou Zhou

Bibliographic record

VenueJournal of the American Statistical Association · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsMathematicsSeries (stratigraphy)Change detectionGaussianFrequency domainAlgorithmTime domainOrder of integration (calculus)Time seriesRange (aeronautics)Point estimationComputer scienceStatisticsArtificial intelligenceMathematical analysis

Abstract

fetched live from OpenAlex

We consider detecting the evolutionary oscillatory pattern of a signal when it is contaminated by nonstationary noises with complexly time-varying data generating mechanism. A high-dimensional dense progressive periodogram test is proposed to accurately detect all oscillatory frequencies. A further phase-adjusted local change point detection algorithm is applied in the frequency domain to detect the locations at which the oscillatory pattern changes. Our method is shown to be able to detect all oscillatory frequencies and the corresponding change points within an accurate range with a prescribed probability asymptotically. A Gaussian approximation scheme and an overlapping-block multiplier bootstrap methodology for sums of complex-valued high dimensional nonstationary time series without variance lower bounds are established, which could be of independent interest. This study is motivated by oscillatory frequency estimation and change point detection problems encountered in physiological time series analysis. An application to spindle detection and estimation in electroencephalogram recorded during sleep is used to illustrate the usefulness of the proposed methodology. Supplementary materials for this article are available online including a standardized description of the materials available for reproducing the work.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.316
Threshold uncertainty score0.206

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.033
GPT teacher head0.251
Teacher spread0.217 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations7
Published2023
Admission routes1
Has abstractyes

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