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The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…

Atmospheric and Oceanic Physics · Physics 2020-08-05 Michael Ghil , Valerio Lucarini

We develop theory leading to testing procedures for the presence of a change point in the intraday volatility pattern. The new theory is developed in the framework of Functional Data Analysis. It is based on a model akin to the stochastic…

Methodology · Statistics 2024-04-19 Piotr Kokoszka , Tim Kutta , Neda Mohammadi , Haonan Wang , Shixuan Wang

Recurrence networks and the associated statistical measures have become important tools in the analysis of time series data. In this work, we test how effective the recurrence network measures are in analyzing real world data involving two…

Data Analysis, Statistics and Probability · Physics 2018-09-05 Rinku Jacob , K. P. Harikrishnan , R. Misra , G. Ambika

Usually gradual and continuous changes in entities will lead to appear events. But usually it is supposed that an event is occurred at once. In this research an integrated framework called continuous occurrence theory (COT) is presented to…

Artificial Intelligence · Computer Science 2016-11-14 Abdorrahman Haeri

The future energy system will largely depend on volatile renewable energy sources and temperature-dependent loads, which makes the weather a central influencing factor. This article presents a novel approach for simulating weather scenarios…

Systems and Control · Electrical Eng. & Systems 2024-05-31 Jan Peper , David Kröger , Jonathan Kipp , Florian Ziel , Christian Rehtanz

We present a study on the spatio-temporal pattern underlying the climate dynamics in various locations spread over India, including the Himalayan region, coastal region, central and northeastern parts of India. We try to capture the…

Atmospheric and Oceanic Physics · Physics 2024-01-24 Joshin John Bejoy , Jayesh Dave , G. Ambika

Climate change is a reality of today. Paleoclimatic proxies and climate predictions based on coupled atmosphere-ocean general circulation models provide us with temperature data. Using Detrended Fluctuation Analysis, we are investigating…

Atmospheric and Oceanic Physics · Physics 2008-03-05 Bora Akgun , Zeynep Isvan , Levent Tuter , Mehmet Levent Kurnaz

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

Financial data has been extensively studied for correlations using Pearson's cross-correlation coefficient {\rho} as the point of departure. We employ an estimator based on recurrence plots --- the Correlation of Probability of Recurrence…

Statistical Finance · Quantitative Finance 2013-06-05 B. Goswami , G. Ambika , N. Marwan , J. Kurths

The problem of data clustering is one of the most important in data analysis. It can be problematic when dealing with experimental data characterized by measurement uncertainties and errors. Our paper proposes a recursive scheme for…

Machine Learning · Computer Science 2024-01-12 Alicja Miniak-Górecka , Krzysztof Podlaski , Tomasz Gwizdałła

Recent advancements of complex network representation among several disciplines motivated the investigation of exoplanetary dynamics by means of recurrence networks. We are able to recover different dynamical regimes by means of various…

Earth and Planetary Astrophysics · Physics 2019-08-07 Tamas Kovacs

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

Many multi-variate time series obtained in the natural sciences and engineering possess a repetitive behavior, as for instance state-space trajectories of industrial machines in discrete automation. Recovering the times of recurrence from…

Computational Geometry · Computer Science 2025-05-20 Simon Schindler , Elias Steffen Reich , Saverio Messineo , Simon Hoher , Stefan Huber

The spectral view of variability is a compelling and adaptable tool for understanding variability of the climate. In Mitchell (1976) seminal paper, it was used to express, on one graph with log scales, a very wide range of climate…

Atmospheric and Oceanic Physics · Physics 2021-01-21 Anna S. von der Heydt , Peter Ashwin , Charles D. Camp , Michel Crucifix , Henk A. Dijkstra , Peter Ditlevsen , Timothy M. Lenton

Periodically occurring accumulations of events or measured values are present in many time-dependent datasets and can be of interest for analyses. The frequency of such periodic behavior is often not known in advance, making it difficult to…

Graphics · Computer Science 2024-01-17 Max Franke , Steffen Koch

We introduce a coherence susceptibility method, based on the fact that it signals quantum fluctuations, for identifying quantum phase transitions, which are induced by quantum fluctuations. This method requires no prior knowledge of order…

Quantum Physics · Physics 2016-08-18 Jin-Jun Chen , Jian Cui , Yu-Ran Zhang , Heng Fan

We investigate the effect of repeated measurement for quantum dynamics of the suppressed systems which classical counterparts exhibit chaos. The essential feature of such systems is the quantum localization phenomena strongly limiting…

Quantum Physics · Physics 2008-02-03 B. Kaulakys

This paper investigates recurrence properties of dynamical systems under the restriction that control is available only through inputs and outputs. We introduce the concept of ``coarse non-wandering'', a generalization of the classical…

Dynamical Systems · Mathematics 2025-09-18 Tomoo Yokoyama

Event attribution in the context of climate change seeks to understand the role of anthropogenic greenhouse gas emissions on extreme weather events, either specific events or classes of events. A common approach to event attribution uses…

Methodology · Statistics 2018-02-06 Christopher J. Paciorek , Dáithí A. Stone , Michael F. Wehner

This paper develops a novel change point identification method for high-dimensional data using random projections. By projecting high-dimensional time series into a one-dimensional space, we are able to leverage the rich literature for…

Methodology · Statistics 2026-03-04 Yi Xu , Yeonwoo Rho