Related papers: Application of p-adic analysis to time series
We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…
The detrended fluctuation analysis (DFA) is extensively useful in stochastic processes to unveil the long-term correlation. Here, we apply the DFA to point processes that mimick earthquake data. The point processes are synthesized by a…
This paper studies high-dimensional curve time series with common stochastic trends. A dual functional factor model structure is adopted with a high-dimensional factor model for the observed curve time series and a low-dimensional factor…
We propose a method for describing stationary Markov processes on the class of ultrametric spaces $\mathbb{U}$ isometrically embeddable in the field $\mathbb{Q}_{p}$ of $p$-adic numbers. This method is capable of reducing the study of such…
There are several techniques in classical case for some PDEs, involving the concept of entropy to show convergence of solutions to a steady state. In this work we deal with the $p$-adic scattering equation and we try to adapt these methods…
We construct in a rigorous mathematical way interacting quantum field theories on a p-adic spacetime. The main result is the construction of a measure on a function space which allows a rigorous definition of the partition function. The…
Multivariate processes with long-range dependent properties are found in a large number of applications including finance, geophysics and neuroscience. For real data applications, the correlation between time series is crucial. Usual…
This paper introduces new methodology based on the field of Topological Data Analysis for detecting anomalies in multivariate time series, that aims to detect global changes in the dependency structure between channels. The proposed…
For temporal magnitudes describing, in details, processes of particles scattering for a long time at each necessity case a particular, ad hoc reception were used. However the desirability of general approach basing on concepts of quantum…
The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function. Typically the copula function is…
This paper proposes the utilization of a periodic Parareal with a periodic coarse problem to efficiently perform adjoint sensitivity analysis for the steady state of time-periodic nonlinear circuits. In order to implement this method, a…
This article is concerned with the spectral behavior of $p$-dimensional linear processes in the moderately high-dimensional case when both dimensionality $p$ and sample size $n$ tend to infinity so that $p/n\to0$. It is shown that, under an…
We consider an approach to the analysis of nonstationary processes based on the application of wavelet basis sets constructed using segments of the analyzed time series. The proposed method is applied to the analysis of time series…
We consider a model of cyclic time evolution for Kochubei's p-adic realization of the canonical commutation relations (CCR). Connections to Kubota-Leopoldt p-adic zeta-functions and to arithmetic quantum theories such as the Bost-Connes…
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…
We introduce methods and theory for fractionally cointegrated curve time series. We develop a variance-ratio test to determine the dimensions associated with the nonstationary and stationary subspaces. For each subspace, we apply a local…
Measurements of resonant tunneling through a localized impurity state are used to probe fluctuations in the local density of states of heavily doped GaAs. The measured differential conductance is analyzed in terms of correlation functions…
$p$-adic continued fractions, as an extension of the classical concept of classical continued fractions to the realm of $p$-adic numbers, offering a novel perspective on number representation and approximation. While numerous $p$-adic…
We study scattering properties of a PT-symmetric square well potential with real depth larger than the threshold of particle-antiparticle pair production as the time component of a vector potential in the (1+1)-dimensional Dirac equation.
Analytical solutions to the chaotic and ergodic motion of a certain class of one-dimensional dissipative and discrete dynamical systems are derived. This allows us to obtain exact expressions for physical properties like the time…