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The theory of cointegration has been a leading theory in econometrics with powerful applications to macroeconomics during the last decades. On the other hand the theory of phase synchronization for weakly coupled complex oscillators has…

Adaptation and Self-Organizing Systems · Physics 2018-05-14 Rainer Dahlhaus , István Z. Kiss , Jan C. Neddermeyer

We discuss the frequency of desynchronization events in power grids for realistic data input. We focus on the role of time correlations in the fluctuating power production and propose a new method for implementing colored noise that…

Adaptation and Self-Organizing Systems · Physics 2022-11-11 Tim Ritmeester , Hildegard Meyer-Ortmanns

We develop a formalism to analyze the behaviour of pulse--coupled identical phase oscillators with a specific attention devoted to the onset of partial synchronization. The method, which allows describing the dynamics both at the…

Disordered Systems and Neural Networks · Physics 2007-05-23 P. K. Mohanty , Antonio Politi

Limit cycles are self-sustained, closed trajectories in phase space representing (un)-stable, periodic behavior in nonlinear dynamical systems. They underpin diverse natural phenomena, from neuronal firing patterns to engineering…

Adaptation and Self-Organizing Systems · Physics 2025-08-15 Sandip Saha , Suvam Pal , Dibakar Ghosh

We present an equation-free computational approach to the study of the coarse-grained dynamics of {\it finite} assemblies of {\it non-identical} coupled oscillators at and near full synchronization. We use coarse-grained observables which…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Sung Joon Moon , R. Ghanem , I. G. Kevrekidis

The problem of determining the underlying dynamics of a system when only given data of its state over time has challenged scientists for decades. In this paper, the approach of using machine learning to model the updates of the phase space…

Machine Learning · Computer Science 2024-02-01 Michael F. Zimmer

The problem of information extraction from discrete stochastic time series, produced with some finite sampling frequency, using flicker-noise spectroscopy, a general framework for information extraction based on the analysis of the…

Data Analysis, Statistics and Probability · Physics 2008-12-12 Serge F. Timashev , Yuriy S. Polyakov

We present a method for analyzing the phase noise of oscillators based on feedback driven high quality factor resonators. Our approach is to derive the phase drift of the oscillator by projecting the stochastic oscillator dynamics onto a…

Pattern Formation and Solitons · Physics 2015-10-28 Eyal Kenig , M. C. Cross

We show how the Equation-Free approach for mutliscale computations can be exploited to extract, in a computational strict and systematic way the emergent dynamical attributes, from detailed large-scale microscopic stochastic models, of…

Social and Information Networks · Computer Science 2013-10-02 Konstantinos G. Spiliotis , Constantinos I. Siettos

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Methodology · Statistics 2023-02-13 Lujia Bai , Weichi Wu

Time series with multiple periodically correlated components is a complex problem with comparatively limited prior research. Most existing time series models are designed to accommodate simple periodically correlated components and tend to…

Methodology · Statistics 2025-09-29 Jie Yao , Kai Zhang , Eric Rose , Edward Valachovic

Causal learning from data has received much attention recently. Bayesian networks can be used to capture causal relationships. There, one recovers a weighted directed acyclic graph in which random variables are represented by vertices, and…

Machine Learning · Computer Science 2026-01-06 Pavel Rytir , Ales Wodecki , Georgios Korpas , Jakub Marecek

Sampling the collective, dynamical fluctuations that lead to nonequilibrium pattern formation requires probing rare regions of trajectory space. Recent approaches to this problem based on importance sampling, cloning, and spectral…

Statistical Mechanics · Physics 2022-02-14 Jiawei Yan , Hugo Touchette , Grant M. Rotskoff

Detailed fluctuation theorem, a microscopic version of the steady state fluctuation theorem, has been proposed by Jarzynski and demonstrated in the case of Hamiltonian systems weakly coupled with reservoirs. We show that an identical…

Statistical Mechanics · Physics 2010-07-20 K. Gururaj , G. Raghavan , M. C. Valsakumar

Ensembles of phase-oscillators are known to exhibit a variety of collective regimes. Here, we show that a simple mean-field model involving two heterogenous populations of pulse-coupled oscillators, exhibits, in the strong-coupling limit, a…

Disordered Systems and Neural Networks · Physics 2024-07-12 German Mato , Antonio Politi , Alessandro Torcini

A powerful approach for understanding neural population dynamics is to extract low-dimensional trajectories from population recordings using dimensionality reduction methods. Current approaches for dimensionality reduction on neural data…

Machine Learning · Statistics 2017-11-07 Marcel Nonnenmacher , Srinivas C. Turaga , Jakob H. Macke

The time-dependent fields obtained by solving partial differential equations in two and more dimensions quickly overwhelm the analytical capabilities of the human brain. A meaningful insight into the temporal behaviour can be obtained by…

Numerical Analysis · Mathematics 2024-04-04 Miha Rot , Martin Horvat , Gregor Kosec

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert
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