A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
A new method integrates Fourier basis expansion and mapping for improved time series forecasting.
SRMD uses random features for efficient time-frequency analysis.
Generative model improves audio synthesis from TF features.
Paper clusters microstructure measures for better stock return prediction.
Early recognition of abnormal rhythms in ECG signals is crucial for monitoring and diagnosing patients' cardiac conditions, increasing the success rate of the treatment. Classifying abnormal rhythms into exact categories is very challenging due to the broad taxonomy of rhythms, noises and lack of large-scale real-world…
Paper proposes a time-frequency analysis method for blind modulation classification in MIMO systems.
A deep learning framework learns wavelet packet transforms for efficient feature extraction.
STFNets learn signals from time-frequency perspective, outperforming traditional models.
This paper proposes a framework based on deep convolutional neural networks (CNNs) for automatic heart sound classification using short-segments of individual heart beats. We design a 1D-CNN that directly learns features from raw heart-sound signals, and a 2D-CNN that takes inputs of two- dimensional time-frequency fea…
Power quality (PQ) analysis describes the non-pure electric signals that are usually present in electric power systems. The automatic recognition of PQ disturbances can be seen as a pattern recognition problem, in which different types of waveform distortion are differentiated based on their features. Similar to other …
Triangular, overlapping Mel-scaled filters ("f-banks") are the current standard input for acoustic models that exploit their input's time-frequency geometry, because they provide a psycho-acoustically motivated time-frequency geometry for a speech signal. F-bank coefficients are provably robust to small deformations in…
Complex analysis techniques link Gaussian RBF kernels to quantum mechanics.
Sound event detection systems typically consist of two stages: extracting hand-crafted features from the raw audio waveform, and learning a mapping between these features and the target sound events using a classifier. Recently, the focus of sound event detection research has been mostly shifted to the latter stage usi…
CycleGAN-VC3 improves CycleGAN-VCs for mel-spectrogram conversion.
Acoustic scene classification is the task of identifying the scene from which the audio signal is recorded. Convolutional neural network (CNN) models are widely adopted with proven successes in acoustic scene classification. However, there is little insight on how an audio scene is perceived in CNN, as what have been d…
Neural network based architectures used for sound recognition are usually adapted from other application domains such as image recognition, which may not harness the time-frequency representation of a signal. The ConditionaL Neural Networks (CLNN) and its extension the Masked ConditionaL Neural Networks (MCLNN) are des…
Improved speech enhancement with MNTFA using time-frequency attention.
End-to-end probabilistic inference improves audio signal processing.
This study proposes a trainable adaptive window switching (AWS) method and apply it to a deep-neural-network (DNN) for speech enhancement in the modified discrete cosine transform domain. Time-frequency (T-F) mask processing in the short-time Fourier transform (STFT)-domain is a typical speech enhancement method. To re…
A new method for audio denoising using deep neural networks.
HyFAD improves time series imputation by combining time and frequency diffusion.
This study examines how economic policy uncertainty impacts commodity prices across different crises.
In this paper, we contribute to the literature on energy market co-movement by studying its dynamics in the time-frequency domain. The novelty of our approach lies in the application of wavelet tools to commodity market data. A major part of economic time series analysis is done in the time or frequency domain separate…
MaskCycleGAN-VC improves voice conversion without parallel data.
TimeVQVAE-AD detects anomalies in time series data with high accuracy and provides explainable results.
AeGAN improves speech clarity in noisy environments.
We propose a simple and efficient time-series clustering framework particularly suited for low Signal-to-Noise Ratio (SNR), by simultaneous smoothing and dimensionality reduction aimed at preserving clustering information. We extend the sparse K-means algorithm by incorporating structured sparsity, and use it to exploi…
Automatic feature extraction using neural networks has accomplished remarkable success for images, but for sound recognition, these models are usually modified to fit the nature of the multi-dimensional temporal representation of the audio signal in spectrograms. This may not efficiently harness the time-frequency repr…
In this letter, we propose enhanced factored three way restricted Boltzmann machines (EFTW-RBMs) for speech detection. The proposed model incorporates conditional feature learning by multiplying the dynamical state of the third unit, which allows a modulation over the visible-hidden node pairs. Instead of stacking prev…
Feature extraction for automatic classification of EEG signals typically relies on time frequency representations of the signal. Techniques such as cepstral-based filter banks or wavelets are popular analysis techniques in many signal processing applications including EEG classification. In this paper, we present a com…
Unsupervised learning classifies transient noise in gravitational wave detectors.
A new neural network learns from acoustic scenes by suppressing irrelevant patterns.
The ConditionaL Neural Networks (CLNN) and the Masked ConditionaL Neural Networks (MCLNN) exploit the nature of multi-dimensional temporal signals. The CLNN captures the conditional temporal influence between the frames in a window and the mask in the MCLNN enforces a systematic sparseness that follows a filterbank-lik…
In audio signal processing, probabilistic time-frequency models have many benefits over their non-probabilistic counterparts. They adapt to the incoming signal, quantify uncertainty, and measure correlation between the signal's amplitude and phase information, making time domain resynthesis straightforward. However, th…
In this work, we address the problem of musical timbre transfer, where the goal is to manipulate the timbre of a sound sample from one instrument to match another instrument while preserving other musical content, such as pitch, rhythm, and loudness. In principle, one could apply image-based style transfer techniques t…
We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data. We show that heterogeneity in correlations across a number of investmen…
Deep neural network architectures designed for application domains other than sound, especially image recognition, may not optimally harness the time-frequency representation when adapted to the sound recognition problem. In this work, we explore the ConditionaL Neural Network (CLNN) and the Masked ConditionaL Neural N…
SpecGrad improves neural vocoder sound quality by adapting diffusion noise to log-mel spectrogram.
Recent advances in statistical theory, together with advances in the computational power of computers, provide alternative methods to do mass-univariate hypothesis testing in which a large number of univariate tests, can be properly used to compare MEEG data at a large number of time-frequency points and scalp location…
Adversarial learning improves music transcription accuracy.
The study recovers airflow from thoracic and abdominal movements using advanced signal processing.
We introduce wavelet-based methodology for estimation of realized variance allowing its measurement in the time-frequency domain. Using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we allow for the decomposition of the realized variance into several investment horizons and jumps. Basing our estimator…
This paper proposes an enhanced approach to modeling and forecasting volatility using high frequency data. Using a forecasting model based on Realized GARCH with multiple time-frequency decomposed realized volatility measures, we study the influence of different timescales on volatility forecasts. The decomposition of …
VDA improves disentanglement of latent representations in complex signals.
Oil price data have a complicated multi-scale structure that may vary with time. We use time-frequency analysis to identify the main features of these variations and, in particular, the regime shifts. The analysis is based on a wavelet-based decomposition and analysis of the associated scale spectrum. The joint estimat…
Deep learning based speech enhancement and source separation systems have recently reached unprecedented levels of quality, to the point that performance is reaching a new ceiling. Most systems rely on estimating the magnitude of a target source by estimating a real-valued mask to be applied to a time-frequency represe…
This paper improves multichannel speech enhancement using complex ratio masking and channel-attention.
A multi-head attention network improves ASC by recognizing overlapping sound patterns.