The problem of filtering low-frequency trend from a given time series is considered. In order to solve this problem, a nonparametric technique called empirical mode decomposition trend filtering is developed. A key assumption is that the trend is representable as the sum of intrinsic mode...

Electronic submission to a conference is a process that is known to evolve nonlinearly in time, with a dramatic increase when approaching the deadline. A model has recently been proposed by Alfi et al. (Nature Physics, 2007) for such a process, and the question of its universality has been...

We show that a non-trivial continuous-time strictly [alpha]-stable, [alpha][set membership, variant](0,2), stationary process cannot be represented in distribution as a discrete linear processwhere is a collection of deterministic functions and are independent strictly [alpha]-stable random...

Let 0<[alpha][less-than-or-equals, slant]2 and let . Let {X(t),t[set membership, variant]T} be a linear fractional [alpha]-stable (0<[alpha][less-than-or-equals, slant]2) motion with scaling index H (0<H<1) and with symmetric [alpha]-stable random measure. Suppose that [psi] is a bounded real function with compact support [a,b] and at least one null moment. Let the sequence of the discrete wavelet coefficients of the process X beWe use a stochastic integral representation of the process X to describe the wavelet coefficients as [alpha]-stable integrals when H-1/[alpha]>-1. This stochastic representation is used to prove that the stochastic process of wavelet coefficients , with fixed scale index , is strictly stationary. Furthermore, a property of self-similarity of the wavelet coefficients of X is proved. This property has been the motivation of several...</[alpha][less-than-or-equals,>

Most scientific institutions acknowledge the importance of opening the so-called ‘ivory tower’ of academic research through popularization, industrial collaboration or teaching. However, little is known about the actual openness of scientific institutions and how their proclaimed priorities...