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- W4289242585 abstract "Fluctuations in a vast range of physical systems can be described as a superposition of uncorrelated pulses with a fixed shape, a process commonly referred to as a (generalized) shot noise or a filtered Poisson process. In this contribution, we present a systematic study of a novel deconvolution method to estimate the arrival times and amplitudes of the pulses from realizations of such processes. The method shows that time-series can be reconstructed for various pulse amplitude and waiting time distributions. Despite a constraint on positive-definite amplitudes, it is shown that negative amplitudes may also be reconstructed by flipping the sign of the time series. The method performs well under moderate amounts of additive noise, both white noise and colored noise having the same correlation function as the process itself. The estimation of pulse shapes from the power spectrum is accurate except for excessively broad waiting time distributions. Although the method assumes constant pulse durations, it performs well under narrowly distributed pulse durations. The most important constraint on the reconstruction is information-loss, which limits the method to intermittent processes. The ratio between the sampling time and the average waiting time between pulses must be about 1/20 or smaller for a well sampled signal. Finally, given the system forcing, the average pulse function may be recovered. This recovery is only weakly constrained by the intermittency of the process." @default.
- W4289242585 created "2022-08-01" @default.
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- W4289242585 date "2018-11-27" @default.
- W4289242585 modified "2023-10-16" @default.
- W4289242585 title "Reconstruction of intermittent data time series as a superposition of pulses" @default.
- W4289242585 doi "https://doi.org/10.48550/arxiv.1811.11033" @default.
- W4289242585 hasPublicationYear "2018" @default.
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