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Recurrent event time data arise in many studies, including biomedicine, public health, marketing, and social media analysis. High-dimensional recurrent event data involving many event types and observations have become prevalent with…

Methodology · Statistics 2025-04-02 Fangyi Chen , Yunxiao Chen , Zhiliang Ying , Kangjie Zhou

Recursive graphical models usually underlie the statistical modelling concerning probabilistic expert systems based on Bayesian networks. This paper defines a version of these models, denoted as recursive exponential models, which have…

Methodology · Statistics 2013-02-08 Bo Thiesson

In a novel approach to quantum dynamics, we apply the tools of recurrence network analysis to the dynamics of the quantum mechanical expectation values of observables. We construct and analyse $\epsilon$-recurrence networks from the…

Quantum Physics · Physics 2019-05-22 Pradip Laha , S Lakshmibala , V Balakrishnan

A high dimensional dynamical system is often studied by experimentalists through the measurement of a relatively low number of different quantities, called an observation. Following this idea and in the continuity of Boshernitzan's work,…

Dynamical Systems · Mathematics 2008-07-08 Jerôme Rousseau , Benoit Saussol

We study the coherent dynamics of globally coupled maps showing macroscopic chaos. With this term we indicate the hydrodynamical-like irregular behaviour of some global observables, with typical times much longer than the times related to…

chao-dyn · Physics 2009-10-31 M. Cencini , M. Falcioni , D. Vergni , A. Vulpiani

For spatiotemporal chaos described by partial differential equations, there are generally locations where the dynamical variable achieves its local extremum or where the time partial derivative of the variable vanishes instantaneously. To a…

Chaotic Dynamics · Physics 2013-03-07 Quntao Zhuang , Xun Gao , Qi Ouyang , Hongli Wang

We show that the probability distribution function that best fits the distribution of return times between two consecutive visits of a chaotic trajectory to finite size regions in phase space deviates from the exponential statistics by a…

Chaotic Dynamics · Physics 2015-05-13 Murilo S. Baptista , Dariel M. Maranhao , Jose C. Sartorelli

Spatiotemporal chaotic systems are difficult to characterize in a model-free manner because of their high dimensionality, strong nonlinearity, and sensitivity to initial conditions. Coupled map lattices, as a representative class of…

Chaotic Dynamics · Physics 2026-04-15 Xiaoqi Lei , Zixiang Yan , Jian Gao , Yueheng Lan , Jinghua Xiao

We show how a recently introduced statistics [Patil et al, Phys. Rev. Lett. 81 5878 (2001)] provides a direct relationship between dimension and predictability in spatiotemporal chaotic systems. Regions of low dimension are identified as…

Chaotic Dynamics · Physics 2007-05-23 Gerson Francisco , Paulsamy Muruganandam

Environmental data often take the form of a collection of curves observed sequentially over time. An example of this includes daily pollution measurement curves describing the concentration of a particulate matter in ambient air. These…

Computation · Statistics 2016-08-26 Han Lin Shang

A classic approach in dynamical systems is to use particular geometric structures to deduce statistical properties, for example the existence of invariant measures with stochastic-like behaviour such as large deviations or decay of…

Dynamical Systems · Mathematics 2012-09-14 José F. Alves , Jorge Milhazes Freitas , Stefano Luzzatto , Sandro Vaienti

A new class of exclusion type processes acting in continuum with synchronous updating is introduced and studied. Ergodic averages of particle velocities are obtained and their connections to other statistical quantities, in particular to…

Dynamical Systems · Mathematics 2015-05-13 Michael Blank

We investigate the recurrence properties of the time series of quantum mechanical expectation values, in terms of two representative models for a single-mode radiation field interacting with a nonlinear medium. From recurrence-time…

Quantum Physics · Physics 2009-12-31 C. Sudheesh , S. Lakshmibala , V. Balakrishnan

We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…

Chaotic Dynamics · Physics 2009-10-20 Roberto Artuso , Cesar Manchein

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

The richness of many complex systems stems from the interactions among their components. The higher-order nature of these interactions, involving many units at once, and their temporal dynamics constitute crucial properties that shape the…

Physics and Society · Physics 2024-07-29 Marco Mancastroppa , Iacopo Iacopini , Giovanni Petri , Alain Barrat

For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical orbits. Using ideas based upon quantitative recurrence time statistics we prove convergence of the maxima (under suitable normalization) to…

Dynamical Systems · Mathematics 2015-09-11 Mark Holland , Pau Rabassa , Alef Sterk

Unmeasured causal forces influence diverse experimental time series, such as the transcription factors that regulate genes, or the descending neurons that steer motor circuits. Combining the theory of skew-product dynamical systems with…

Machine Learning · Computer Science 2024-12-03 William Gilpin

The pattern dynamics of the one-way coupled logistic lattice which can serve as a phenomenological model for open flow is investigated and shown to be extremely rich. For medium and large coupling strengths, we find spatially periodic,…

chao-dyn · Physics 2015-06-24 Frederick H. Willeboordse , Kunihiko Kaneko

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd
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