Time domain analysis | Multivariate time series
In time series analysis, singular spectrum analysis (SSA) is a nonparametric spectral estimation method. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. Its roots lie in the classical Karhunen (1946)–Loève (1945, 1978) spectral decomposition of time series and random fields and in the Mañé (1981)–Takens (1981) embedding theorem. SSA can be an aid in the decomposition of time series into a sum of components, each having a meaningful interpretation. The name "singular spectrum analysis" relates to the spectrum of eigenvalues in a singular value decomposition of a covariance matrix, and not directly to a frequency domain decomposition. (Wikipedia).
Parametric vs Nonparametric Spectrum Estimation
http://AllSignalProcessing.com for more great signal-processing content: ad-free videos, concept/screenshot files, quizzes, MATLAB and data files. Introduces parametric (model-based) and nonparametric (Fourier-based) approaches to estimation of the power spectrum.
From playlist Estimation and Detection Theory
Complex analysis: Singularities
This lecture is part of an online undergraduate course on complex analysis. We discuss the different sorts of singularities of a holomorphic function (removable singularities, poles, essential singularities, branch-points, limits of singularities, natural boundaries) and give examples of
From playlist Complex analysis
From playlist Courses and Series
Complex Analysis - Part 16 - Isolated Singularities
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From playlist Complex Analysis
Philippe Flajolet - Singularity Analysis: A Perspective [2004]
Slides: https://drive.google.com/file/d/16qYgc8RNZVYly89atX2y1abAtQBikspd/view?usp=sharing Speaker : Philippe Flajolet Singularity Analysis: A Perspective MSRI, Berkeley CA, June 2004 A survey talk given at the 10th Workshop on Analysis of Algorithms, MSRI https://www.msri.org/worksho
From playlist Mathematics
Ben Jaye: Reflectionless measures for singular integral operators
The lecture was held within the framework of the (Junior) Hausdorff Trimester Program Harmonic Analysis and Partial Differential Equations. 15.7.2014
From playlist HIM Lectures: Trimester Program "Harmonic Analysis and Partial Differential Equations"
http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. Representing multivariate random signals using principal components. Principal component analysis identifies the basis vectors that describe the la
From playlist Random Signal Characterization
The Fourier Transform and Derivatives
This video describes how the Fourier Transform can be used to accurately and efficiently compute derivatives, with implications for the numerical solution of differential equations. Book Website: http://databookuw.com Book PDF: http://databookuw.com/databook.pdf These lectures follow
From playlist Fourier
André Voros - Resurgent Theta-functions...
Resurgent Theta-functions: a conjectured gateway into dimension D superior at 1 quantum mechanics Resurgent analysis of the stationary Schrödinger equation (exact-WKB method) has remained exclusivelyconfined to 1D systems due to its underlying linear-ODE techniques.Here, b
From playlist Resurgence in Mathematics and Physics
The Spectral Proper Orthogonal Decomposition
I made this video in an attempt to popularize the Spectral POD technique. It is an incredibly powerful analysis tool for understanding the data coming from a multitude of sensors. It elevates the Fourier Transform to a whole new level; hence I call it "The Mother of All Fourier Transforms"
From playlist Summer of Math Exposition 2 videos
SketchySVD - Joel Tropp, California Institute of Technology
This workshop - organised under the auspices of the Isaac Newton Institute on “Approximation, sampling and compression in data science” — brings together leading researchers in the general fields of mathematics, statistics, computer science and engineering. About the event The workshop ai
From playlist Mathematics of data: Structured representations for sensing, approximation and learning
Rafe Mazzeo - Minicourse - Lecture 5
Rafe Mazzeo Conic metrics on surfaces with constant curvature An old theme in geometry involves the study of constant curvature metrics on surfaces with isolated conic singularities and with prescribed cone angles. This has been studied from many points of view, ranging from synthetic geo
From playlist Maryland Analysis and Geometry Atelier
Data Driven Methods for Complex Turbulent Systems ( 3 ) - Andrew J. Majda
Lecture 3: Data Driven Methods for Complex Turbulent Systems Abstract: An important contemporary research topic is the development of physics constrained data driven methods for complex, large-dimensional turbulent systems such as the equations for climate change science. Three new approa
From playlist Mathematical Perspectives on Clouds, Climate, and Tropical Meteorology
Workshop 1 "Operator Algebras and Quantum Information Theory" - CEB T3 2017 - D.Farenick
Douglas Farenick (University of Toronto) / 13.09.17 Title: Isometric and Contractive of Channels Relative to the Bures Metric Abstract:In a unital C*-algebra A possessing a faithful trace, the density operators in A are those positive elements of unit trace, and the set of all density el
From playlist 2017 - T3 - Analysis in Quantum Information Theory - CEB Trimester
What are complex numbers? | Essence of complex analysis #2
A complete guide to the basics of complex numbers. Feel free to pause and catch a breath if you feel like it - it's meant to be a crash course! Complex numbers are useful in basically all sorts of applications, because even in the real world, making things complex sometimes, oxymoronicall
From playlist Essence of complex analysis
The 3D Axisymmetric Euler Equation: A Pseudospectral Investigation of a... by Rahul Pandit
PROGRAM TURBULENCE: PROBLEMS AT THE INTERFACE OF MATHEMATICS AND PHYSICS ORGANIZERS Uriel Frisch (Observatoire de la Côte d'Azur and CNRS, France), Konstantin Khanin (University of Toronto, Canada) and Rahul Pandit (IISc, India) DATE & TIME 16 January 2023 to 27 January 2023 VENUE Ramanuj
From playlist Turbulence: Problems at the Interface of Mathematics and Physics 2023
Integral of (1-cos(x))/x^2 from 0 to infinity In this neat video, I calculate the integral from 0 to infinity of 1-cos(x)/x^2 using complex analysis. For this I choose a very clever contour that jumps over the singularity at 0. This problem is taken from the book Complex analysis by Stein
From playlist Complex Analysis
Patrick Gerard: Singular value dynamics and nonlinear Fourier transform for Hankel operators on the
The lecture was held within the framework of the Hausdorff Trimester Program Harmonic Analysis and Partial Differential Equations. 14.7.2014
From playlist HIM Lectures: Trimester Program "Harmonic Analysis and Partial Differential Equations"