Advances in Adaptive Data Analysis

This study introduces singular spectrum decomposition (SSD), a new adaptive method for decomposing nonlinear and nonstationary time series in narrow-banded components. The method takes its origin from singular spectrum analysis (SSA), a nonparametric spectral estimation method used for analysis and prediction of time series. Unlike SSA, SSD is a decomposition method in which the choice of fundamental parameters has been completely automated. This is achieved by focusing on the frequency content of the signal. In particular, this holds for the choice of the window length used to generate the trajectory matrix of the data and for the selection of its principal components for the reconstruction of a specific component series. Moreover, a new definition of the trajectory matrix with respect to the standard SSA allows the oscillatory content in the data to be enhanced and guarantees decrease of energy of the residual. Through the numerical examples and simulations, the SSD method is shown to be able to accurately retrieve different components concealed in the data, minimizing at the same time the generation of spurious components. Applications on time series from both the biological and the physical domain are also presented highlighting the capability of SSD to yield physically meaningful components.

Inspired by the authorship controversy of Dream of the Red Chamber and the application of machine learning in the study of literary stylometry, we develop a rigorous new method for the mathematical analysis of authorship by testing for a so-called chrono-divide in writing styles. Our method incorporates some of the latest advances in the study of authorship attribution, particularly techniques from support vector machines. By introducing the notion of relative frequency as a feature ranking metric, our method proves to be highly effective and robust. Applying our method to the Cheng–Gao version of Dream of the Red Chamber has led to convincing if not irrefutable evidence that the first 80 chapters and the last 40 chapters of the book were written by two different authors. Furthermore, our analysis has unexpectedly provided strong support to the hypothesis that Chapter 67 was not the work of Cao Xueqin either. We have also tested our method to the other three Great Classical Novels in Chinese. As expected no chrono-divides have been found. This provides further evidence of the robustness of our method.