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Randomness Evaluation With the Discrete Fourier Transform Test Based on Exact Analysis of the Reference Distribution

Hiroki Okada, Ken Umeno
2017 IEEE Transactions on Information Forensics and Security  

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2017 pre-print arXiv:1701.01960v1 fatcat:wprycwj5gbaodpk7aagc7ao3sa
Based on this fact, we propose a test whose reference distribution of the test statistic is mathematically derived.  ...  The most crucial problem in the DFT test is that its reference distribution of the test statistic is not derived mathematically but rather numerically estimated, the DFT test for randomness is based on  ...  First, DFTT present and DFTT pareschi are performed based on a PRNG, whose randomness should be evaluated with a randomness test; they cannot be used unless the reference distribution is mathematically  ... 
doi:10.1109/tifs.2017.2656473 fatcat:famspm56srfzhdi7tiktpwi4cu
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Hiroki Okada, Ken Umeno. "Randomness Evaluation With the Discrete Fourier Transform Test Based on Exact Analysis of the Reference Distribution." IEEE Transactions on Information Forensics and Security 12.5 (2017) 1218-1226

Phase walk analysis of leptokurtic time series

Korbinian Schreiber, Heike I. Modest, Christoph Räth
2018 Chaos  

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2018 pre-print
arXiv:1806.02273v1 fatcat:3746gbdyqncqrjype24ompv23y
The method, being called phase walk analysis, is based on well established measures from random walk analysis, which are now applied to the unwrapped Fourier phases of time series.  ...  Thereby, the probability distribution of the test statistics can very accurately be derived and parametrized which allows for much more precise tests on nonlinearities.  ...  ACKNOWLEDGMENTS This work has made use of the data provided by the National Renewable Energy Laboratory ("NREL"), which is operated by the Alliance for Sustainable Energy, LLC ("ALLIANCE") for the U.S.  ... 
doi:10.1063/1.5018301 pmid:29960394 fatcat:jczwygc2pzfa5hbqnpnf5aqdly
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Korbinian Schreiber, Heike I. Modest, Christoph Räth. "Phase walk analysis of leptokurtic time series." Chaos 28.6 (2018) 063120

Spectral density tests in VaR failure correlation analysis

Marta Małecka
2015 Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu  

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Acknowledgments The research was supported by the Polish National Science Centre grant DEC-2013/11/N/HS4/03354.  ...  correlation test based on the shape of the spectral density function, which is the Fourier transform of the autcovariance function of the failure process 0 ( ) T t t I = .  ...  The fundamental question of obtaining the spectral representation refers to the Fourier transformation.  ... 
doi:10.15611/pn.2015.381.18 fatcat:hax2p6tz55dmxmpjmfbh6mn5r4
Citation

Marta Małecka. "Spectral density tests in VaR failure correlation analysis." Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu (2015)

Testing Pairwise Association between Spatially Autocorrelated Variables: A New Approach Using Surrogate Lattice Data

Vincent Deblauwe, Pol Kennel, Pierre Couteron, Gil Bohrer
2012 PLoS ONE  

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We demonstrate the validity of a statistical test of association based on these surrogates with both actual and synthetic data and compare it with a corrected parametric test and three existing methods  ...  that generate surrogates (randomization, random rotations and shifts, and iterative amplitude adjusted Fourier transform).  ...  We are also indebted to Nick Kingsbury (University of Cambridge) for providing MATLAB ß scripts for the DT-CWT and to Gabriel Pala for his contribution on the java implementation of the methods.  ... 
doi:10.1371/journal.pone.0048766 pmid:23144961 pmcid:PMC3492436 fatcat:vtmr6khz3rgnticszjhbbvjzjq
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Vincent Deblauwe, Pol Kennel, Pierre Couteron, Gil Bohrer. "Testing Pairwise Association between Spatially Autocorrelated Variables: A New Approach Using Surrogate Lattice Data." PLoS ONE 7.11 (2012) e48766

Testing for Periodicity in Signals: An Application to Detect Partial Upper Airway Obstruction during Sleep

T. Aittokallio, M. Gyllenberg, O. Nevalainen, O. Polo
2001 Journal of Theoretical Medicine  

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The good performance in the practical tests suggests that an automatic identification of these clusters could be based on Walsh functions.  ...  A simple method for detecting periodic components of unknown periodicity in a signal is presented. The method is based on spectral decomposition of signal using orthonormal functions.  ...  Acknowledgements The authors thank PhD Jaakko Jarvi for the software to perform the visual detection of sleep disturbances.  ... 
doi:10.1080/10273660108833078 fatcat:b4m3jo6nbzgc7n4x3sk5ekgg5u
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Citation

T. Aittokallio, M. Gyllenberg, O. Nevalainen, O. Polo. "Testing for Periodicity in Signals: An Application to Detect Partial Upper Airway Obstruction during Sleep." Journal of Theoretical Medicine 3.4 (2001) 231-245

Application of Tatian"s method to slanted-edge MTF measurement

Peter D. Burns, Rene Rasmussen, Yoichi Miyake
2005 Image Quality and System Performance II  

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The ISO 12233 method for the measurement of the spatial frequency response (SFR) of digital still cameras and scanners is based on the analysis of slanted-edge image features.  ...  One method for edge-gradient analysis, reported by Tatian, avoids the above discrete derivative step.  ...  ISO 12233 Method The ISO method, 5 based on analysis of slanted-edge image features, is a special case of edge-gradient analysis.  ... 
doi:10.1117/12.597074 fatcat:73kmn32eifcangx5fnwg7qt5qq
Citation

Peter D. Burns, Rene Rasmussen, Yoichi Miyake. "Application of Tatian"s method to slanted-edge MTF measurement." Image Quality and System Performance II (2005)

Fast Fourier Transform Reductions for Bayesian Network Inference

Vincent Hsiao, Dana S. Nau, Rina Dechter
2022 International Conference on Artificial Intelligence and Statistics  

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In this paper we show how summation-based CPTs, especially in the presence of symmetry, can be computed efficiently through the usage of the Fast Fourier Transform (FFT).  ...  Bayesian Networks are useful for analyzing the properties of systems with large populations of interacting agents (e.g., in social modeling applications and distributed service applications).  ...  The information in this paper does not necessarily reflect the position or policy of the funders, and no official endorsement should be inferred.  ... 
dblp:conf/aistats/HsiaoND22 fatcat:ztck4duj5bf45jhjoeo77zagre
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Vincent Hsiao, Dana S. Nau, Rina Dechter. "Fast Fourier Transform Reductions for Bayesian Network Inference." International Conference on Artificial Intelligence and Statistics (2022) 6445-6458

Exploiting metastability and thermal noise to build a reconfigurable hardware random number generator

Daihyun Lim, Damith C. Ranasinghe, Srinivas Devadas, Behnam Jamali, Derek Abbott, Peter H. Cole, Alexander A. Balandin, Francois Danneville, M. Jamal Deen, Daniel M. Fleetwood
2005 Noise in Devices and Circuits III  

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While pseudo random number generators based on computational complexity are widely used for most of cryptographic applications and probabilistic simulations, the generation of true random numbers based  ...  on physical randomness is required to guarantee the advanced security of cryptographic systems.  ...  PASS 11 The Cumulative Sums Test PASS Figure 11 shows the Discrete Fourier Transform of the random bit sequence.  ... 
doi:10.1117/12.620306 fatcat:lvy5wfdvanbxtjgskhq3aznxre
Citation

Daihyun Lim, Damith C. Ranasinghe, Srinivas Devadas, Behnam Jamali, Derek Abbott, Peter H. Cole, Alexander A. Balandin, Francois Danneville, M. Jamal Deen, Daniel M. Fleetwood. "Exploiting metastability and thermal noise to build a reconfigurable hardware random number generator." Noise in Devices and Circuits III (2005)

Statistical methods for detecting periodic fragments in DNA sequence data

Julien Epps, Hua Ying, Gavin A Huttley
2011 Biology Direct  

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Results: We compared the estimation accuracy and suitability for confirmatory testing of autocorrelation, discrete Fourier transform (DFT), integer period discrete Fourier transform (IPDFT) and a previously  ...  The autocorrelation method was identified as poorly suited for use with the blockwise bootstrap.  ...  Using the p-value based on the exact distribution of g [41] , with notation adjusted for use herein, P(g > g obs ) = M m=1 (−1) m−1 (p max − 1)! m!(p max − 1 − m)!  ... 
doi:10.1186/1745-6150-6-21 pmid:21527008 pmcid:PMC3111405 fatcat:muh5qvbrvjgjjfogr3fuqxbday
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Julien Epps, Hua Ying, Gavin A Huttley. "Statistical methods for detecting periodic fragments in DNA sequence data." Biology Direct 6.1 (2011) 21

Uncertainty quantification of dynamic responses in the frequency domain in the context of virtual testing

Maik Brehm, Arnaud Deraemaeker
2015 Journal of Sound and Vibration  

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on the statistics of quantities derived from response Fourier transforms.  ...  In comparison with the approach based on the estimator in the frequency domain, the results are more accurate in the case of short time dynamic responses.  ...  Acknowledgment The research presented in this article was carried out within the postdoctoral project "Dynamic Strain Sensing for SHM" funded through an incentive grant for scientific research by the Belgian  ... 
doi:10.1016/j.jsv.2014.12.020 fatcat:7hoxplovfvct7oa2izgl27teda
Citation

Maik Brehm, Arnaud Deraemaeker. "Uncertainty quantification of dynamic responses in the frequency domain in the context of virtual testing." Journal of Sound and Vibration (2015) 303-329

Structure in the 3D Galaxy Distribution. III. Fourier Transforming the Universe: Phase and Power Spectra

Jeffrey D. Scargle, M. J. Way, P. R. Gazis
2017 Astrophysical Journal  

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2017 accepted
arXiv:1510.06129v5 fatcat:vsbkqh4fhngfxppowhfnrr7np4
2016 pre-print
arXiv:1510.06129v4 fatcat:ag6srgvg5jfjboodfshc3opmty
2015 pre-print
arXiv:1510.06129v2 fatcat:unt2rsb75bcntk75qtplmfc3fu
2015 pre-print
arXiv:1510.06129v1 fatcat:zakxxh2hq5czlolefamxsld2ce
2016 pre-print
arXiv:1510.06129v3 fatcat:jrdnrzgou5gjjnapxawfdtijju
We demonstrate the effectiveness of a relatively straightforward analysis of the complex 3D Fourier transform of galaxy coordinates derived from redshift surveys.  ...  The direct unbinned transform yields a complex 3D data cube quite similar to that from the Fast Fourier Transform (FFT) of finely binned galaxy positions.  ...  Our thanks goes to Ani Thakar and Maria Nieto-Santisteban for their help with our many SDSS casjobs queries. Michael Blanton's help with using his SDSS NYU-VAGC catalog is also very much appreciated.  ... 
doi:10.3847/1538-4357/aa692d pmid:29628519 pmcid:PMC5882497 fatcat:ea6tumy7ufd2vb3lmtgfih6mwq
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Jeffrey D. Scargle, M. J. Way, P. R. Gazis. "Structure in the 3D Galaxy Distribution. III. Fourier Transforming the Universe: Phase and Power Spectra." Astrophysical Journal 839.1 (2017) 40

Noise in 3D laser range scanner data

Xianfang Sun, Paul L. Rosin, Ralph R. Martin, Frank C. Langbein
2008 2008 IEEE International Conference on Shape Modeling and Applications  

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This analysis yields a simple model for generating noise with similar characteristics. We also examine the effect of two typical mesh denoising algorithms on the real noise present in the test data.  ...  An initial characterisation of real scanner noise for this test surface shows that the errors are not quite Gaussian, and more importantly, exhibit significant short range correlation.  ...  Shenglan Liu for helpful discussions and preparation of the measurement data. This work was supported by EPSRC Grant EP/C007972 and NSFC Grant 60674030.  ... 
doi:10.1109/smi.2008.4547945 dblp:conf/smi/SunRML08 fatcat:7izyirvutnhdnf5pqd64jhex3m
Citation

Xianfang Sun, Paul L. Rosin, Ralph R. Martin, Frank C. Langbein. "Noise in 3D laser range scanner data." 2008 IEEE International Conference on Shape Modeling and Applications (2008) 37-45

A new discrete Fourier transform randomness test

Meihui Chen, Hua Chen, Limin Fan, Shaofeng Zhu, Wei Xi, Dengguo Feng
2019 Science China Information Sciences  

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The discrete Fourier transform (DFT) test is an important test item of the most popular statistical test suite NIST SP800-22.  ...  Statistical tests are employed to evaluate the randomness of the RNG outputs.  ...  The DFT test in NIST SP800-22 The DFT test is based on the discrete Fourier transform and is used to find the deviation from the assumption of randomness by detecting periodic features in the bit series  ... 
doi:10.1007/s11432-018-9489-x fatcat:zapywbexabaevfa7nkaroyepli
Citation

Meihui Chen, Hua Chen, Limin Fan, Shaofeng Zhu, Wei Xi, Dengguo Feng. "A new discrete Fourier transform randomness test." Science China Information Sciences 62.3 (2019)

Computing weak distance between the 2-sphere and its nonsmooth approximations [article]

Kazuki Koga
2024 arXiv   pre-print

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2023 pre-print arXiv:2304.06340v2 fatcat:lj7xzqsclreyvi6dcw7bgndbta

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2023 pre-print
arXiv:2304.06340v1 fatcat:vfu75xphybhf5e7mgmjv5jrq7i
The key idea is to identify those objects with the associated surface measures and compute a weak distance between them using the Fourier transform on the ambient space.  ...  In numerical experiments, the 2-sphere, which is an example whose Fourier transform is explicitly known, is compared with its icosahedral discretization, and it is observed that the piecewise linear approximations  ...  The author would like to thank Shin-ichi Ohta, Keisuke Takasao, and Daisuke Kazukawa for valuable comments on the measure-theoretic aspects of the present work.  ... 
arXiv:2304.06340v3 fatcat:qniavfgrgjbxdmj4nfkxui7l4a
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Kazuki Koga. "Computing weak distance between the 2-sphere and its nonsmooth approximations." arXiv (2024)

Deterministic and stochastic damage detection via dynamic response analysis [article]

Michael Oberguggenberger, Martin Schwarz
2019 arXiv   pre-print

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2019 pre-print
arXiv:1906.00797v1 fatcat:spewdxpfbrd6jbeuvtwdag2hmu
The decisive parameters (wave speed and damping coefficient) of a mathematical model of the acoustic wave are calibrated by comparing the measurement data with the numerically evaluated exact solution  ...  The resulting posterior distribution of the parameters can be used to construct a Bayesian test for damage.  ...  We thank Jonathan Halmen for carrying out the ultrasonic measurements and also for installing and programming the control of the positioning table.  ... 
arXiv:1906.00797v2 fatcat:kpz5esjemvh3bisgrs7nmhbcjq
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Michael Oberguggenberger, Martin Schwarz. "Deterministic and stochastic damage detection via dynamic response analysis." arXiv (2019)

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