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This paper develops a threshold model with a time-varying threshold, represented using a wavelet series expansion. The model adequately captures irregular and abrupt variations, as well as smooth changes in the threshold parameter, allowing…

Methodology · Statistics 2026-05-19 Rhea Davis , N. Balakrishna

Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new…

Econometrics · Economics 2021-11-02 Yayi Yan , Jiti Gao , Bin Peng

We briefly review some constraints (Owing to the limited number of pages of present review, only a sub-sample of the topics discussed during the talk are briefly summarized. For the interested readers we are pleased to send them upon…

Astrophysics · Physics 2009-11-13 S. Cassisi

A model is developed which allows the investigation and classification of the pairing phase transition in atomic nuclei. The regions of the parameter space are discussed for which a pairing phase transition can be observed. The model…

Nuclear Theory · Physics 2009-11-07 A. Schiller , M. Guttormsen , M. Hjorth-Jensen , J. Rekstad , S. Siem

Correlations between asset returns are important in many financial applications. In recent years, multivariate volatility models have been used to describe the time-varying feature of the correlations. However, the curse of dimensionality…

Statistics Theory · Mathematics 2008-12-02 Ruey S. Tsay

Using the phase plane diagrams, the phase light curves of a group of the Mira-type stars and semi-regular variables are analyzed. As generalized coordinates x and $\dot{x}$, we have used m - the brightness of the star and its phase…

Solar and Stellar Astrophysics · Physics 2018-01-17 Larisa S. Kudashkina , Ivan L. Andronov

We examine the time variation of a previously-uninvestigated fundamental dimensionless constant. Constraints are placed on this time variation using historical measurements. A model is presented for the time variation, and it is shown to…

Cosmology and Nongalactic Astrophysics · Physics 2009-04-01 Robert J. Scherrer

We demonstrate by means of a simple example that the arbitrariness of defining a phase from an aperiodic signal is not just an academic problem, but is more serious and fundamental. Decomposition of the signal into components with positive…

Disordered Systems and Neural Networks · Physics 2007-05-23 Alexander Kraskov , Thomas Kreuz , Ralph G. Andrzejak , Harald Stoegbauer , Walter Nadler , Peter Grassberger

Geomagnetism is characterized by intermittent polarity reversals and rapid fluctuations. We have recently proposed a coupled macro-spin model to describe these dynamics based on the idea that the whole dynamo mechanism is described by the…

Earth and Planetary Astrophysics · Physics 2015-05-28 A. Nakamichi , H. Mouri , D. Schmitt , A. Ferriz-Mas , J. Wicht , M. Morikawa

Phase transitions generically occur in random matrix models as the parameters in the joint probability distribution of the random variables are varied. They affect all main features of the theory and the interpretation of statistical models…

Statistical Mechanics · Physics 2007-05-23 G. M. Cicuta

Stars play a key role in the evolution of the Universe, as sources of radiation, as dynamical engines, and as chemical factories. Outputs of stellar models are then central to various studies in astrophysics. Stellar physics links…

Solar and Stellar Astrophysics · Physics 2024-09-18 P. Eggenberger

Advanced observational facilities allow to trace back the chemical evolution of the Universe, on the one hand, from local objects of different ages and, secondly, by direct observations of redshifted objects. The chemical enrichment serves…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-18 Gerhard Hensler , Simone Recchi

For studying the objectivity and the quality of a given form of the Periodic system as a single whole we compare plots of functions presenting properties of elements in pairs of periods. Using mathematical statistics we introduce a…

General Physics · Physics 2009-03-02 N. N. Trunov

This text surveys different probabilistic aspects of a model which is used to describe the evolution of an object that falls apart randomly as time passes. Each point of view yields useful techniques to establish properties of such random…

Probability · Mathematics 2007-05-23 Jean Bertoin

Since physical theories employ mathematical models to describe and predict physical phenomena, our knowledge depends on the models available to that end. To increase their scope we present a particular type of simplified models, serial…

Classical Physics · Physics 2021-07-29 Marijan Ribaric , Luka Sustersic

In finance, economics and many other fields, observations in a matrix form are often observed over time. For example, many economic indicators are obtained in different countries over time. Various financial characteristics of many…

Methodology · Statistics 2017-06-22 Dong Wang , Xialu Liu , Rong Chen

The observational data of the near infrared bands (H and K) have been used for the modeling mean light curves. Also the visual observational data have been fitted the same. The infrared and visual mean light curves were compared. All…

Solar and Stellar Astrophysics · Physics 2016-07-14 L. S. Kudashkina

A comparison of results from principal component analysis and support vector machine calculations is made for a variety of phase transitions in two-dimensional classical spin models.

Statistical Mechanics · Physics 2019-05-21 R. M. Woloshyn

The rotation rate of a star has important implications for the detectability, characterisation and stability of any planets that may be orbiting it. This chapter gives a brief overview of stellar rotation before describing the methods used…

Earth and Planetary Astrophysics · Physics 2018-12-05 P. F. L. Maxted

There is no doubt that the field of Fundamental Constants in Physics and Their Time Variation is one of the hottest subjects in modern theoretical and experimental physics, with potential implications in all fundamental areas of physics…

High Energy Physics - Phenomenology · Physics 2015-07-14 Joan Solà
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