Related papers: A recurrence-based technique for detecting genuine…

We present a study of the intermittent properties of a shell model of turbulence with unprecedented statistics, about $\sim 10^7$ eddy turn over time, achieved thanks to an implementation on a large-scale parallel GPU factory. This allows…

Causal dependence modelling of multivariate extremes is intended to improve our understanding of the relationships amongst variables associated with rare events. Regular variation provides a standard framework in the study of extremes. This…

Causal effect estimation seeks to determine the impact of an intervention from observational data. However, the existing causal inference literature primarily addresses treatment effects on frequently occurring events. But what if we are…

We report measurements that show extreme events in the statistics of resonant radiation emitted from spatiotemporal light bullets. We trace the origin of these extreme events back to instabilities leading to steep gradients in the temporal…

The occurrence of successive extreme observations can have an impact on society. In extreme value theory there are parameters to evaluate the effect of clustering of high values, such as the extremal index. The estimation of the extremal…

We present here two promising techniques for the application of the complex network approach to continuous spatio-temporal systems that have been developed in the last decade and show large potential for future application and development…

The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…

Understanding the dynamics of climate extreme is important in its prediction and modeling. In this study, linear trends in percentile, threshold, absolute, and duration based temperature and precipitation extremes indicator were obtained…

In the workspace model of machining an experimental procedure is implemented to determine the elastic behaviour of the machining system. In an other work we have proposed a static characterization of the machining system. In this paper a…

We present a simple, pedagogical introduction to the statistics of extreme values. Motivated by a string of record high temperatures in December 1998, we consider the distribution, averages and lifetimes for a simplified model of such…

Being able to predict the occurrence of extreme returns is important in financial risk management. Using the distribution of recurrence intervals---the waiting time between consecutive extremes---we show that these extreme returns are…

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

Extreme events are unusual and rare large-amplitude fluctuations that occur can unexpectedly in nonlinear dynamical systems. Events above the extreme event threshold of the probability distribution of a nonlinear process characterize…

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

This article reports on a new approach to properly analyze time series of dynamical systems which are spoilt by the simultaneous presence of dynamical noise and measurement noise. It is shown that even strong external measurement noise as…

We review the general aspects of the concept of temperature in equilibrium and non-equilibrium statistical mechanics. Although temperature is an old and well-established notion, it still presents controversial facets. After a short…

Classical anomaly detection is principally concerned with point-based anomalies, those anomalies that occur at a single point in time. Yet, many real-world anomalies are range-based, meaning they occur over a period of time. Motivated by…

Music is a form of expression that often requires interaction between players. If one wishes to interact in such a musical way with a computer, it is necessary for the machine to be able to interpret the input given by the human to find its…

The Extremal Index is a parameter that measures the intensity of clustering of rare events and is usually equal to the reciprocal of the mean of the limiting cluster size distribution. We show how to build dynamically generated stochastic…

The theory of superstatistics, originally proposed for the study of complex nonequilibrium systems, has recently been extended to studies of small systems interacting with a finite environment, because such systems display interestingly…