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Statistics experiences a storm around the perceived misuse and possible abuse of its methods in the context of the so-called reproducibility crisis. The methods and styles of quantification practiced in mathematical modelling rarely make it…

Methodology · Statistics 2019-08-20 Andrea Saltelli

We present new measures of complexity and their application to event related potential data. The new measures base on structures of recurrence plots and makes the identification of chaos-chaos transitions possible. The application of these…

Computational Physics · Physics 2007-05-23 Norbert Marwan , Anja Meinke

Systematic and multifactor risk models are revisited via methods which were already successfully developed in signal processing and in automatic control. The results, which bypass the usual criticisms on those risk modeling, are illustrated…

Risk Management · Quantitative Finance 2013-12-19 Michel Fliess , Cédric Join

Recurrence rate, determinism, average line length, and entropy of line lengths are measures of complexity in recurrence quantification analysis, that help to understand the structure, predictability and complexity of dynamical systems. In…

Dynamical Systems · Mathematics 2023-10-19 Miroslava Poláková , Vladimír Špitalský

Recurrence Plot (RP) and Recurrence Quantification Analysis (RQA) are signal numerical analysis methodologies able to work with non linear dynamical systems and non stationarity. Moreover they well evidence changes in the states of a…

Statistical Mechanics · Physics 2012-10-03 A. Fabretti , M. Ausloos

Today's data-heavy research environment requires the integration of different sources of information into structured data sets that can not be analyzed as simple matrices. We introduce an old technique, known in the European data analyses…

Applications · Statistics 2012-02-27 Omar De la Cruz , Susan Holmes

Rapid advances in computing technology over the past few decades have spurred two extraordinary phenomena in science: large-scale and high-throughput data collection coupled with the creation and implementation of complex statistical…

Other Statistics · Statistics 2020-07-27 Roger D. Peng , Stephanie C. Hicks

Couplings in complex real-world systems are often nonlinear and scale-dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a…

Data Analysis, Statistics and Probability · Physics 2022-10-26 Tobias Braun , K. Hauke Kraemer , Norbert Marwan

The multitime multiple recurrences are common in analysis of algorithms, computational biology, information theory, queueing theory, filters theory, statistical physics etc. The theoretical part about them is little or not known. That is…

Dynamical Systems · Mathematics 2015-06-10 Cristian Ghiu , Raluca Tuliga , Constantin Udriste

Imbalanced problems can arise in different real-world situations, and to address this, certain strategies in the form of resampling or balancing algorithms are proposed. This issue has largely been studied in the context of classification,…

Machine Learning · Computer Science 2025-07-17 Juscimara G. Avelino , George D. C. Cavalcanti , Rafael M. O. Cruz

A well-established approach to reasoning about loops during program analysis is to capture the effect of a loop by extracting recurrences from the loop; these express relationships between the values of variables, or program properties such…

Logic in Computer Science · Computer Science 2021-09-13 Bishoksan Kafle , John P. Gallagher , Manuel V. Hermenegildo , Maximiliano Klemen , Pedro López-García , José F. Morales

The problem of frequent pattern mining has been studied quite extensively for various types of data, including sets, sequences, and graphs. Somewhat surprisingly, another important type of data, namely rank data, has received very little…

Machine Learning · Computer Science 2018-06-18 Sascha Henzgen , Eyke Hüllermeier

Quantum walks on graphs can model physical processes and serve as efficient tools in quantum information theory. Once we admit random variations in the connectivity of the underlying graph, we arrive at the problem of percolation, where the…

Quantum Physics · Physics 2014-02-12 Bálint Kollár , Jaroslav Novotný , Tamás Kiss , Igor Jex

The recurrence times between extreme events have been the central point of statistical analyses in many different areas of science. Simultaneously, the Poincar\'e recurrence time has been extensively used to characterize nonlinear dynamical…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Eduardo G. Altmann , Holger Kantz

Graph randomization techniques play a crucial role in network analysis, allowing researchers to assess the statistical significance of observed network properties and distinguish meaningful patterns from random fluctuations. In this survey…

Physics and Society · Physics 2024-05-10 Bart De Clerck , Filip Van Utterbeeck , Luis E. C. Rocha

We investigate the quantum recurrence phenomena in periodically driven systems. We calculate the classical period and the quantum recurrence time and develop their interdependence. We further predict the behavior of the recurrence phenomena…

Quantum Physics · Physics 2007-05-23 Farhan Saif

Recurrence plots and their associated quantifiers provide a robust framework for detecting and characterising complex patterns in non-linear time-series. In this paper, we employ recurrence quantification analysis to investigate the…

Populations and Evolution · Quantitative Biology 2025-07-29 M. S. Palmero , M. Bongestab , N. Marwan

Simulation methods have always been instrumental in finance, and data-driven methods with minimal model specification, commonly referred to as generative models, have attracted increasing attention, especially after the success of deep…

Portfolio Management · Quantitative Finance 2025-04-24 Adil Rengim Cetingoz , Charles-Albert Lehalle

Traditional reliability analysis has been using time to event data, degradation data, and recurrent event data, while the associated covariates tend to be simple and constant over time. Over the past years, we have witnessed the rapid…

Applications · Statistics 2019-08-27 Yueyao Wang , I-Chen Lee , Lu Lu , Yili Hong

A recurrence equation is a discrete integrable equation whose solutions are all periodic and the period is fixed. We show that infinitely many recurrence equations can be derived from the information about invariant varieties of periodic…

Mathematical Physics · Physics 2009-11-11 Satoru Saito , Noriko Saitoh