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Dynamic mode decomposition (DMD) is a recently developed tool for the analysis of the behavior of complex dynamical systems. In this paper, we will propose an extension of DMD that exploits low-rank tensor decompositions of potentially…

Numerical Analysis · Mathematics 2019-08-14 Stefan Klus , Patrick Gelß , Sebastian Peitz , Christof Schütte

The EMD algorithm, first proposed in [11], made more robust as well as more versatile in [12], is a technique that aims to decompose into their building blocks functions that are the superposition of a (reasonably) small number of…

Numerical Analysis · Mathematics 2009-12-15 Ingrid Daubechies , Jianfeng Lu , Hau-Tieng Wu

Multifractality in time series analysis characterizes the presence of multiple scaling exponents, indicating heterogeneous temporal structures and complex dynamical behaviors beyond simple monofractal models. In the context of digital…

Statistical Finance · Quantitative Finance 2025-10-16 Stanisław Drożdż , Robert Kluszczyński , Jarosław Kwapień , Marcin Wątorek

We study the multifractal analysis (MFA) of electronic wavefunctions at the localisation-delocalisation transition in the 3D Anderson model for very large system sizes up to $240^3$. The singularity spectrum $f(\alpha)$ is numerically…

Disordered Systems and Neural Networks · Physics 2008-11-12 Alberto Rodriguez , Louella J. Vasquez , Rudolf A. Roemer

Its conceptual appeal and effectiveness has made latent factor modeling an indispensable tool for multivariate analysis. Despite its popularity across many fields, there are outstanding methodological challenges that have hampered practical…

Methodology · Statistics 2018-12-12 Kenichiro McAlinn , Veronika Rockova , Enakshi Saha

Recently there has been significant interest in measuring time-varying functional connectivity (TVC) between different brain regions using resting-state functional magnetic resonance imaging (rs-fMRI) data. One way to assess the…

Signal Processing · Electrical Eng. & Systems 2022-03-29 Hamed Honari , Martin A. Lindquist

Simulating the dynamics of a nonequilibrium quantum many-body system by computing the two-time Green's function associated with such a system is computationally challenging. However, we are often interested in the time diagonal of such a…

Statistical Mechanics · Physics 2021-07-21 Jia Yin , Yang-hao Chan , Felipe da Jornada , Diana Qiu , Chao Yang , Steven G. Louie

The time-dependent fields obtained by solving partial differential equations in two and more dimensions quickly overwhelm the analytical capabilities of the human brain. A meaningful insight into the temporal behaviour can be obtained by…

Numerical Analysis · Mathematics 2024-04-04 Miha Rot , Martin Horvat , Gregor Kosec

The journey of theoretical study on semiconductors is reviewed in a non-conventional way. We have started with the basic introduction of Hartree-Fock method and introduce the fundamentals of Density Functional Theory (DFT). From the oldest…

Materials Science · Physics 2021-05-04 Sujoy Datta , Debnarayan Jana

Electronic correlated systems are often well described by dynamical mean field theory (DMFT). While DMFT studies have mainly focused hitherto on one-particle properties, valuable information is also enclosed into local two-particle Green's…

Strongly Correlated Electrons · Physics 2012-09-25 Georg Rohringer , Angelo Valli , Alessandro Toschi

Energy decomposition analysis (EDA) based on absolutely localized molecular orbitals provides detailed insights into intermolecular bonding by decomposing the total molecular binding energy into physically meaningful components. Here, we…

Chemical Physics · Physics 2025-09-25 Hossein Tahmasbi , Michael Beerbaum , Bartosz Brzoza , Attila Cangi , Thomas D. Kühne

Bearing fault detection is a critical task in predictive maintenance, where accurate and timely fault identification can prevent costly downtime and equipment damage. Traditional attention mechanisms in Transformer neural networks often…

Machine Learning · Computer Science 2024-12-17 Marzieh Mirzaeibonehkhater , Mohammad Ali Labbaf-Khaniki , Mohammad Manthouri

We show that various systematics related to certain instrumental effects and data reduction anomalies in wide field variability surveys can be efficiently corrected by a Trend Filtering Algorithm (TFA) applied to the photometric time series…

Astrophysics · Physics 2009-11-10 G. Kovacs , G. Bakos , R. W. Noyes

Emotion Recognition from EEG signals has long been researched as it can assist numerous medical and rehabilitative applications. However, their complex and noisy structure has proven to be a serious barrier for traditional modeling methods.…

Signal Processing · Electrical Eng. & Systems 2021-12-15 Kleanthis Avramidis , Athanasia Zlatintsi , Christos Garoufis , Petros Maragos

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

This work proposes the fractal scaling exponent alpha, estimated via Detrended Fluctuation Analysis (DFA) on the unaggregated time series of lines of code added per commit event in a software repository, as a novel process-level indicator…

Physics and Society · Physics 2026-05-06 Goran Mitevski

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak

The problem of estimating trend and seasonal variation in time-series data has been studied over several decades, although mostly using single time series. This paper studies the problem of estimating these components from functional data,…

Applications · Statistics 2017-04-25 Liang-Hsuan Tai , Anuj Srivastava , Kyle A. Gallivan

The classical structure-function (SF) method in fully developed turbulence or for scaling processes in general is influenced by large-scale energetic structures, known as infrared effect. Therefore, the extracted scaling exponents…

Fluid Dynamics · Physics 2015-06-18 Y. X. Huang

The impact of leading collective electronic fluctuations on a free energy of a prototype 1D model for molecular systems is considered within the recently developed Fluctuating Local Field (FLF) approach. The FLF method is a non-perturbative…

Strongly Correlated Electrons · Physics 2022-01-14 Yana S. Lyakhova , Evgeny A. Stepanov , Alexey N. Rubtsov