Stochastic interpolation of sparsely sampled time series by a superstatistical random process and its synthesis in Fourier and wavelet space
We present a novel method for stochastic interpolation of sparsely sampled time signals based on a superstatistical random process generated from a multivariate Gaussian scale mixture. In comparison to other stochastic interpolation methods such as Gaussian process regression, our method possesses s...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2023-01-01
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| Series: | Journal of Physics: Complexity |
| Subjects: | |
| Online Access: | https://doi.org/10.1088/2632-072X/acb128 |