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This paper introduces the Fractal-Chaotic Oscillation Co-driven (FCOC) framework, a novel paradigm for financial volatility forecasting that systematically resolves the dual challenges of feature fidelity and model responsiveness. FCOC…

Risk Management · Quantitative Finance 2025-11-18 Yilong Zeng , Boyan Tang , Xuanhao Ren , Sherry Zhefang Zhou , Jianghua Wu , Raymond Lee

This paper presents a novel Sliding Mode Control (SMC) algorithm to handle mismatched uncertainties in systems via a novel Self-Learning Disturbance Observer (SLDO). A computationally efficient SLDO is developed within a framework of…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Erkan Kayacan

Topological chaos has emerged as a powerful tool to investigate fluid mixing. While this theory can guarantee a lower bound on the stretching rate of certain material lines, it does not indicate what fraction of the fluid actually…

Chaotic Dynamics · Physics 2016-03-08 Spencer A. Smith , Sangeeta Warrier

Anomaly detection is crucial in industrial product quality inspection. Failing to detect tiny defects often leads to serious consequences. Existing methods face a structure-semantics trade-off: structure-oriented models (such as…

Computer Vision and Pattern Recognition · Computer Science 2026-01-05 Naiqi Zhang , Chuancheng Shi , Jingtong Dou , Wenhua Wu , Fei Shen , Jianhua Cao

We study statistical inference for small-noise-perturbed multiscale dynamical systems under the assumption that we observe a single time series from the slow process only. We construct estimators for both averaging and homogenization…

Probability · Mathematics 2018-09-13 Siragan Gailus , Konstantinos Spiliopoulos

A stochastic averaging technique based on energy-dependent frequency is extended to dynamical systems with triple-well potential driven by colored noise. The key procedure is the derivation of energy-dependent frequency according to the…

Dynamical Systems · Mathematics 2020-03-18 Yanxia Zhang , Yanfei Jin

This paper investigates the effects of setting the sampling frequency significantly higher than conventional guidelines in system identification. Although continuous-time identification methods resolve the numerical difficulties encountered…

Systems and Control · Electrical Eng. & Systems 2025-06-05 Ichiro Maruta , Toshiharu Sugie

Pattern formation is a widely observed phenomenon in diverse fields including materials physics, developmental biology and ecology, among many others. The physics underlying the patterns is specific to the mechanisms, and is encoded by…

Computational Engineering, Finance, and Science · Computer Science 2024-03-28 Z. Wang , X. Huan , K. Garikipati

The complex Fourier transform of the two-point correlator of the energy spectrum of a quantum system is known as the spectral form factor (SFF). It constitutes an essential diagnostic tool for phases of matter and quantum chaos. In black…

Quantum Physics · Physics 2023-12-05 Apollonas S. Matsoukas-Roubeas , Mathieu Beau , Lea F. Santos , Adolfo del Campo

Skeleton-based Temporal Action Segmentation (STAS) seeks to densely segment and classify diverse actions within long, untrimmed skeletal motion sequences. However, existing STAS methodologies face challenges of limited inter-class…

Computer Vision and Pattern Recognition · Computer Science 2026-03-26 Haoyu Ji , Bowen Chen , Zhihao Yang , Wenze Huang , Yu Gao , Xueting Liu , Weihong Ren , Zhiyong Wang , Honghai Liu

This paper presents a research devoted to the study of instability phenomena in non-linear model with a constant brake friction coefficient. This paper outlines the stability analysis and a procedure to reduce and simplify the non-linear…

Chaotic Dynamics · Physics 2012-09-28 Jean-Jacques Sinou , Fabrice Thouverez , Louis Jezequel

Anomaly detection in massive networks has numerous theoretical and computational challenges, especially as the behavior to be detected becomes small in comparison to the larger network. This presentation focuses on recent results in three…

Social and Information Networks · Computer Science 2014-12-16 Benjamin A. Miller , Nicholas Arcolano , Michael M. Wolf , Nadya T. Bliss

Nonuniformly sampled signals are prevalent in real-world applications. However, estimating their power spectra from finite samples poses a significant challenge. The optimal solution-Bronez Generalized Prolate Spheroidal Sequence (GPSS) by…

Signal Processing · Electrical Eng. & Systems 2025-12-24 Jie Cui , Benjamin H. Brinkmann , Gregory A. Worrell

The interference of fluorescence signals and noise remains a significant challenge in Raman spectrum analysis, often obscuring subtle spectral features that are critical for accurate analysis. Inspired by variational methods similar to…

Image and Video Processing · Electrical Eng. & Systems 2025-12-08 Nelson H. T. Lemes , José Claudinei Ferreira , Higor V. M. Ferreira

With the development of astronomical facilities, large-scale time series data observed by these facilities is being collected. Analyzing anomalies in these astronomical observations is crucial for uncovering potential celestial events and…

Machine Learning · Computer Science 2024-03-18 Xinli Hao , Yile Chen , Chen Yang , Zhihui Du , Chaohong Ma , Chao Wu , Xiaofeng Meng

A fundamental issue in nonlinear dynamics and statistical physics is how to distinguish chaotic from stochastic fluctuations in short experimental recordings. This dilemma underlies many complex systems models from stochastic gene…

Chaotic Dynamics · Physics 2010-04-12 Chi-Sang Poon , Cheng Li , Guo-Qiang Wu

Accurate approximations of the change of system's output and its statistics with respect to the input are highly desired in computational dynamics. Ruelle's linear response theory provides breakthrough mathematical machinery for computing…

Dynamical Systems · Mathematics 2021-09-29 Adam A. Sliwiak , Qiqi Wang

We present and compare different numerical schemes for the integration of the variational equations of autonomous Hamiltonian systems whose kinetic energy is quadratic in the generalized momenta and whose potential is a function of the…

Chaotic Dynamics · Physics 2015-03-17 Ch. Skokos , E. Gerlach

Chaotic systems that decompose into two cells connected only by a narrow channel exhibit characteristic deviations of their quantum spectral statistics from the canonical random-matrix ensembles. The equilibration between the cells…

chao-dyn · Physics 2016-08-31 Thomas Dittrich , Gert Koboldt , Bernhard Mehlig , Holger Schanz

For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

Probability · Mathematics 2023-06-30 Torben Krüger , Yuriy Nemish