Related papers: A recurrence-based technique for detecting genuine…
Recurrence behavior of wave packets in coupled higher dimensional systems and periodically driven systems is analyzed, which takes place in the realm of higher coupling/modulation strength. We analyze the wave packet dynamics close to…
Anomaly detection systems need to consider a lot of information when scanning for anomalies. One example is the context of the process in which an anomaly might occur, because anomalies for one process might not be anomalies for a different…
The purpose of this paper is to illustrate new techniques for computing multiday extreme precipitation taken from recent theoretical advancements in extreme value theory in the framework of dynamical systems, using historical precipitation…
We show that, when music pieces are cast in the form of time series of pitch variations, the concepts and tools of dynamical systems theory can be applied to the analysis of {\it temporal dynamics} in music. (i) Phase space portraits are…
In the multivariate setting, estimates of extremal risk measures are important in many contexts, such as environmental planning and structural engineering. In this paper, we propose new estimation methods for extremal bivariate return…
This paper aims to improve existing results about using averaging method for analysis of dynamic systems on time scales. We obtain a more accurate estimate for proximity between solutions of original and averaged systems regarding…
The characterization of record events is considered for a discrete-time random walk model with long-term memory arising from correlations between successive steps. An important feature is that the correlations are strong enough to give rise…
We assess precision thermometry for an arbitrary single quantum system. For a $d$-dimensional harmonic system we show that the gap sets a single temperature that can be optimally estimated. Furthermore, we establish a simple linear…
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…
Among the statistical mechanical frameworks able to describe systems in non-equilibrium steady states such as collisionless plasmas, self-gravitating systems and other complex systems, superstatistics have gained recent attention.…
We present a novel approach to learn the formulae characterising the emergent behaviour of a dynamical system from system observations. At a high level, the approach starts by devising a statistical dynamical model of the system which…
In algebraic quantum field theory the (inverse) temperature is shown to be a macroscopic \textit{order parameter} to parametrize mutually disjoint thermal \textit{sectors} arising from the \textit{broken scale invariance} under…
We propose a new method to define anomaly scores and apply this to particle physics collider events. Anomalies can be either rare, meaning that these events are a minority in the normal dataset, or different, meaning they have values that…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
A wide variety of physical systems ranging from the firing of neurons to eutrophication of lakes to the presence of Arctic summer sea ice exhibit a phenomenon known as tipping. In mathematical models, tipping can be caused by bifurcations,…
Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in the other. Usual methods for causal discovery are not well…
The modelling of multivariate extreme events is important in a wide variety of applications, including flood risk analysis, metocean engineering and financial modelling. A wide variety of statistical techniques have been proposed in the…
We report a general technique to study a given experimental time series with superstatistics. Crucial for the applicability of the superstatistics concept is the existence of a parameter $\beta$ that fluctuates on a large time scale as…
Noise plagues many numerical datasets, where the recorded values in the data may fail to match the true underlying values due to reasons including: erroneous sensors, data entry/processing mistakes, or imperfect human estimates. We consider…
Critical phenomena in non-equilibrium systems have been studied by means of a wide variety of theoretical and experimental approaches. Mode-coupling, renormalization group, complex Lie algebras and diagrammatic techniques are some of the…