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Related papers: ROMA (Rank-Ordered Multifractal Analysis) for inte…

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The Random Parameters model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we…

Statistical Finance · Quantitative Finance 2008-12-02 Camilo Rodrigues Neto , Andr\' e C. R. Martins

Today's wireless networks allocate radio resources to users based on the orthogonal multiple access (OMA) principle. However, as the number of users increases, OMA based approaches may not meet the stringent emerging requirements including…

Signal Processing · Electrical Eng. & Systems 2019-02-28 Mahmoud Aldababsa , Mesut Toka , Selahattin Gokceli , Gunes Karabulut Kurt , Oguz Kucur

Detrend fluctuation analysis (DFA) has become a choice method for effective analysis of a broad variety of nonstationary signals. We show in the present article that, provided the nonstationary fluctuations occur at a large enough time…

Quantitative Methods · Quantitative Biology 2007-05-23 Luciano da Fontoura Costa , Ruth Caldeira de Melo , Ester da Silva , Audrey Borghi-Silva , Aparecida Maria Catai

The three-dimensional anisotropic classical XY ferromagnet has been investigated by extensive Monte Carlo simulation using the Metropolis single spin flip algorithm. The magnetization ($M$) and the susceptibility ($\chi$) are measured and…

Statistical Mechanics · Physics 2023-09-26 Olivia Mallick , Muktish Acharyya

This paper deals with analyzing structural breaks in the covariance operator of sequentially observed functional data. For this purpose, procedures are developed to segment an observed stretch of curves into periods for which second-order…

Methodology · Statistics 2018-04-11 Alexander Aue , Gregory Rice , Ozan Sönmez

We study multifractal properties of wave functions for a one-parameter family of quantum maps displaying the whole range of spectral statistics intermediate between integrable and chaotic statistics. We perform extensive numerical…

Chaotic Dynamics · Physics 2008-03-18 J. Martin , O. Giraud , B. Georgeot

This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…

Chaotic Dynamics · Physics 2007-05-23 Wen Chen

We use detrended fluctuation analysis (DFA) to study the dynamics of blood pressure oscillations and its feedback control in rats by analyzing systolic pressure time series before and after a surgical procedure that interrupts its control…

Biological Physics · Physics 2015-05-14 C. E. C. Galhardo , T. J. P. Penna , M. Argollo de Menezes , P. P. S. Soares

Multifractal dimensions allow for characterizing the localization properties of states in complex quantum systems. For ergodic states the finite-size versions of fractal dimensions converge to unity in the limit of large system size.…

Statistical Mechanics · Physics 2019-10-30 Arnd Bäcker , Masudul Haque , Ivan M. Khaymovich

In this work, we develop the asymptotic theory of the Detrended Fluctuation Analysis (DFA) and Detrended Cross-Correlation Analysis (DCCA) for trend-stationary stochastic processes without any assumption on the specific form of the…

Statistics Theory · Mathematics 2022-11-16 Taiane Schaedler Prass , Guilherme Pumi

Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…

Materials Science · Physics 2015-05-13 Sander Pronk , Phillip L. Geissler

The partition function by means of the static path approximation (SPA) plus the random-phase approximation (RPA) treatment can be written as a contour integral form without solving the RPA equations for a separable interaction. This method…

Nuclear Theory · Physics 2009-11-11 K. Kaneko , M. Hasegawa

The Discrete Ordinates Method (DOM) is widely used for velocity discretization in radiative transport simulations. However, DOM tends to exhibit the ray effect when the velocity discretization is not sufficiently refined, a limitation that…

Numerical Analysis · Mathematics 2025-10-07 Lei Li , Min Tang , Yuqi Yang

We present AROMA (Attentive Reduced Order Model with Attention), a framework designed to enhance the modeling of partial differential equations (PDEs) using local neural fields. Our flexible encoder-decoder architecture can obtain smooth…

Machine Learning · Computer Science 2024-10-22 Louis Serrano , Thomas X Wang , Etienne Le Naour , Jean-Noël Vittaut , Patrick Gallinari

A class of tests for change-point detection designed to be particularly sensitive to changes in the cross-sectional rank correlation of multivariate time series is proposed. The derived procedures are based on several multivariate…

Methodology · Statistics 2015-02-27 Ivan Kojadinovic , Jean-François Quessy , Tom Rohmer

In many life science experiments or medical studies, subjects are repeatedly observed and measurements are collected in factorial designs with multivariate data. The analysis of such multivariate data is typically based on multivariate…

Methodology · Statistics 2023-05-24 Lubna Amro , Frank Konietschke , Markus Pauly

Several data-driven approaches based on information theory have been proposed for analyzing high-order interactions involving three or more components of a network system. Most of these methods are defined only in the time domain and rely…

Applications · Statistics 2025-03-18 Yuri Antonacci , Chiara Bara' , Laura Sparacino , Gorana Mijatovic , Ludovico Minati , Luca Faes

Reduced order modeling (ROM) techniques are numerical methods that approximate the solution of parametric partial differential equation (PDE) by properly combining the high-fidelity solutions of the problem obtained for several…

Numerical Analysis · Mathematics 2023-08-08 M. Girfoglio , L. Scandurra , F. Ballarin , G. Infantino , F. Nicolò , A. Montalto , G. Rozza , R. Scrofani , M. Comisso , F. Musumeci

This work proposes a novel location-based multi-group multicast framework which is termed as non-orthogonal multiple access (NOMA) assisted multi-region geocast. This novel spectrum sharing framework exploits the NOMA technology to realize…

Information Theory · Computer Science 2017-11-30 Yi Zhang , Hui-Ming Wang , Zhiguo Ding , Moon Ho Lee

In this paper, we propose a novel reduced order model (ROM) lengthscale definition that is based on energy distribution arguments. This novel ROM lengthscale is fundamentally different from the current ROM lengthscales, which are generally…

Fluid Dynamics · Physics 2021-08-06 Changhong Mou , Elia Merzari , Omer San , Traian Iliescu