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Eye movements during fixation of a stationary target prevent the adaptation of the photoreceptors to continuous illumination and inhibit fading of the image. These random, involuntary, small, movements are restricted at long time scales so…

Statistical Mechanics · Physics 2009-11-10 Jin-Rong Liang , Shay Moshel , Ari Z. Zivotofsky , Avi Caspi , Ralf Engbert , Reinhold Kliegl , Shlomo Havlin

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…

Statistical Finance · Quantitative Finance 2010-08-03 Gao-Feng Gu , Wei-Xing Zhou

We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…

Change detection has been a hotspot in remote sensing technology for a long time. With the increasing availability of multi-temporal remote sensing images, numerous change detection algorithms have been proposed. Among these methods, image…

Computer Vision and Pattern Recognition · Computer Science 2019-09-06 Bo Du , Lixiang Ru , Chen Wu , Liangpei Zhang

Analyzing longitudinal data in health studies is challenging due to sparse and error-prone measurements, strong within-individual correlation, missing data and various trajectory shapes. While mixed-effect models (MM) effectively address…

Methodology · Statistics 2024-07-11 Corentin Ségalas , Catherine Helmer , Robin Genuer , Cécile Proust-Lima

Techniques such as detrended fluctuation analysis (DFA) and its extensions have been widely used to determine the nature of scaling in nucleotide sequences. In this brief communication we show that tandem repeats which are ubiquitous in…

Genomics · Quantitative Biology 2016-12-21 Radhakrishnan Nagarajan , Meenakshi Upreti

Bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory…

Statistical Finance · Quantitative Finance 2015-05-30 Tian Qiu , Guang Chen , Li-Xin Zhong , Xiao-Run Wu

Here we propose a method, based on detrended covariance which we call detrended cross-correlation analysis (DXA), to investigate power-law cross-correlations between different simultaneously-recorded time series in the presence of…

Statistical Finance · Quantitative Finance 2009-11-13 Boris Podobnik , H. Eugene Stanley

We theoretically analyze the Feedback Alignment (FA) algorithm, an efficient alternative to backpropagation for training neural networks. We provide convergence guarantees with rates for deep linear networks for both continuous and discrete…

Machine Learning · Computer Science 2021-10-22 Manuela Girotti , Ioannis Mitliagkas , Gauthier Gidel

We consider processes with second order long range dependence resulting from heavy tailed durations. We refer to this phenomenon as duration-driven long range dependence (DDLRD), as opposed to the more widely studied linear long range…

Statistics Theory · Mathematics 2012-09-19 Meng-Chen Hsieh , Clifford M. Hurvich , Philippe Soulier

Stationary processes have been extensively studied in the literature. Their applications include modeling and forecasting numerous real life phenomena such as natural disasters, sales and market movements. When stationary processes are…

Statistics Theory · Mathematics 2018-01-10 Marko Voutilainen , Lauri Viitasaari , Pauliina Ilmonen

Recently, representation learning over graph networks has gained popularity, with various models showing promising results. Despite this, several challenges persist: 1) most methods are designed for static or discrete-time dynamic graphs;…

Machine Learning · Computer Science 2024-04-25 Xiaobo Zhu , Yan Wu , Zhipeng Li , Hailong Su , Jin Che , Zhanheng Chen , Liying Wang

The adiabatic connection fluctuation-dissipation theorem with the random phase approximation (RPA) has recently been applied with success to obtain correlation energies of a variety of chemical and solid state systems. The main merit of…

Materials Science · Physics 2015-03-20 Thomas Olsen , Kristian S. Thygesen

Flow models are effective at progressively generating realistic images, but they generally struggle to capture long-range dependencies during the generation process as they compress all the information from previous time steps into a single…

Computer Vision and Pattern Recognition · Computer Science 2025-06-17 Mude Hui , Rui-Jie Zhu , Songlin Yang , Yu Zhang , Zirui Wang , Yuyin Zhou , Jason Eshraghian , Cihang Xie

As edge devices become increasingly powerful, data analytics are gradually moving from a centralized to a decentralized regime where edge compute resources are exploited to process more of the data locally. This regime of analytics is…

Applications · Statistics 2023-07-04 Xubo Yue , Raed Al Kontar , Ana María Estrada Gómez

The fluctuation-dissipation relations (FDR) are powerful relations which can capture the essence of the interplay between a system and its environment. Challenging problems of this nature which FDRs aid in our understanding include the…

High Energy Physics - Theory · Physics 2022-08-02 Jen-Tsung Hsiang , B. L. Hu , Shih-Yuin Lin , Kazuhiro Yamamoto

In this work, we introduce DeepDFA, a novel approach to identifying Deterministic Finite Automata (DFAs) from traces, harnessing a differentiable yet discrete model. Inspired by both the probabilistic relaxation of DFAs and Recurrent Neural…

Machine Learning · Computer Science 2024-08-19 Elena Umili , Roberto Capobianco

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

Slow Feature Analysis (SFA) extracts slowly varying features from a quickly varying input signal. It has been successfully applied to modeling the visual receptive fields of the cortical neurons. Sufficient experimental results in…

Computer Vision and Pattern Recognition · Computer Science 2019-07-17 Zhang Zhang , Dacheng Tao

Anomalous temporal fluctuations of helium concentrations in spring emanations have been observed on a number of occasions prior to some major seismic events. Several recent studies have shown that a wide variety of natural systems display…

Chaotic Dynamics · Physics 2009-06-05 N. K. Das , R. K. Bhandari , P. Sen , B. Sinha
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