Fraction-of- Time Density Estimation Based on Linear Interpolation of Time Series

Timofey Shevgunov, Antonio Napolitano

Research output: Chapter in Book/Report/Conference proceedingConference contribution

11 Scopus citations


A new estimator for the probability density function of a signal observed over a finite observation interval is proposed. The estimator linearly interpolates adjacent samples and accommodates the presence of probability masses. The analysis is carried out in the fraction-of-time (FOT) probability framework where signals are modeled as single functions of time rather than sample paths of a stochastic process. Numerical results show the better performance of the proposed estimator with respect to the kernel-based estimator. Moreover, the usefulness of analyzing signals in the FOT framework is enlightened.
Original languageEnglish (US)
Title of host publication2021 Systems of Signals Generating and Processing in the Field of on Board Communications
ISBN (Print)9780738130897
StatePublished - May 7 2021
Externally publishedYes

Bibliographical note

KAUST Repository Item: Exported on 2022-07-01
Acknowledged KAUST grant number(s): OSR-2019-CRG8-4057
Acknowledgements: The study was supported by state assignment of the Ministry of Science and Higher Education of the Russian Federation, research projects No. FSFF-2020-0015, and by the King Abdullah University of Science and Technology (KAUST) Office of Sponsored Research (OSR) under Award OSR-2019-CRG8-4057.
This publication acknowledges KAUST support, but has no KAUST affiliated authors.


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