Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Detecting frequency modulation in stochastic time series data   We propose a new test to identify non-stationary frequency-modulated
stochastic processes from time series data. Our method uses the instantaneous
phase as a discriminatory statistics with confidence bands derived from
surrogate data. We simulated an oscillatory second-order autoregressive process
to evaluate the size and power of the test. We found that the test we propose
is able to correctly identify more than 99% of non-stationary data when the
frequency of simulated data is doubled after the first half of the time series.
Our method is easily interpretable, computationally cheap and does not require
choosing hyperparameters that are dependent on the data.

8
The categories of this paper are: hep-ex
2
The categories of this paper are: math
18
The categories of this paper are: econ
17
The categories of this paper are: q-fin
26
The categories of this paper are: bayes-an
27
The categories of this paper are: comp-gas
7
The categories of this paper are: hep-th
25
The categories of this paper are: patt-sol
35
The categories of this paper are: mtrl-th
33
The categories of this paper are: plasm-ph
23
The categories of this paper are: solv-int
1
The categories of this paper are: cs
29
The categories of this paper are: funct-an
10
The categories of this paper are: q-bio
21
The categories of this paper are: adap-org
28
The categories of this paper are: alg-geom