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We consider a widely used form of models for ship maneuvering, whose nonlinearities entail continuous but nonsmooth second-order modulus terms. For such models bifurcations of straight motion are not amenable to standard center manifold…

Dynamical Systems · Mathematics 2022-06-28 Miriam Steinherr Zazo , Jens D. M. Rademacher

The visibility algorithm has been recently introduced as a mapping between time series and complex networks. This procedure allows to apply methods of complex network theory for characterizing time series. In this work we present the…

Data Analysis, Statistics and Probability · Physics 2010-02-25 Bartolo Luque , Lucas Lacasa , Fernando Ballesteros , Jordi Luque

This work presents a purely data-driven, wavelet-based framework for modal identification and reduced-order modeling of mechanical systems with assumed linear dynamics characterized by closely spaced modes with classical or non-classical…

Signal Processing · Electrical Eng. & Systems 2025-10-28 Anargyros Michaloliakos , Benjamin J. Chang , Lawrence A. Bergman , Alexander F. Vakakis

It has been widely debated whether Arctic sea-ice loss can reach a tipping point beyond which a large sea-ice area disappears abruptly. The theory of dynamical systems predicts a slowing down when a system destabilises towards a tipping…

Atmospheric and Oceanic Physics · Physics 2016-01-26 Sebastian Bathiany , Bregje van der Bolt , Mark S. Williamson , Timothy M. Lenton , Marten Scheffer , Egbert van Nes , Dirk Notz

Most time series observed in practice exhibit time-varying trend (first-order) and autocovariance (second-order) behaviour. Differencing is a commonly-used technique to remove the trend in such series, in order to estimate the time-varying…

Methodology · Statistics 2022-09-07 Euan T. McGonigle , Rebecca Killick , Matthew A. Nunes

We introduce a technique of time series analysis, potential forecasting, which is based on dynamical propagation of the probability density of time series. We employ polynomial coefficients of the orthogonal approximation of the empirical…

Data Analysis, Statistics and Probability · Physics 2015-06-12 V. N. Livina , G. Lohmann , M. Mudelsee , T. M. Lenton

The autocorrelation function, A(t), measures the overlap (in Hilbert space) of a time-dependent quantum mechanical wave function, psi(x,t), with its initial value, psi(x,0). It finds extensive use in the theoretical analysis and…

Quantum Physics · Physics 2009-11-10 R. W. Robinett , L. C. Bassett

Arctic sea ice extent has drawn increasing interest and alarm from geoscientists, owing to its rapid decline. In this article, we propose a Bayesian spatio-temporal hierarchical statistical model for binary Arctic sea ice data over two…

Applications · Statistics 2020-03-17 Bohai Zhang , Noel Cressie

In this paper we study automatically recognized trends and investigate their statistics. To do that we introduce the notion of a wavelength for time series via cross correlation and use this wavelength to calibrate the 1-2-3 trend indicator…

Statistical Finance · Quantitative Finance 2014-09-19 Yasemin Hafizogullari , Stanislaus Maier-Paape , Andreas Platen

Spectrograms provide an efficient way to analyse surface elevation signals of ship waves taken from a sensor fixed at a single point in space. Recent work based on a simplified model for the ship's disturbance suggests that matching the…

Fluid Dynamics · Physics 2021-10-20 Ravindra Pethiyagoda , Timothy J Moroney , Gregor J Macfarlane , Scott W McCue

We present in this paper a numerical method which computes the optimal trajectory of a underwater vehicle subject to some mission objectives. The method is applied to a submarine whose goal is to best detect one or several targets, or/and…

Optimization and Control · Mathematics 2017-05-04 Huilong Zhang , Benoîte de Saporta , François Dufour , Dann Laneuville , Adrien Nègre

Periodic traveling waves are numerically computed in a constant vorticity flow subject to the force of gravity. The Stokes wave problem is formulated via a conformal mapping as a nonlinear pseudo-differential equation, involving a periodic…

Fluid Dynamics · Physics 2018-02-22 Sergey A. Dyachenko , Vera Mikyoung Hur

To quantify uncertainty, conformal prediction methods are gaining continuously more interest and have already been successfully applied to various domains. However, they are difficult to apply to time series as the autocorrelative structure…

Machine Learning · Computer Science 2023-11-03 Andreas Auer , Martin Gauch , Daniel Klotz , Sepp Hochreiter

This paper proposes stochastic models for the analysis of ocean surface trajectories obtained from freely-drifting satellite-tracked instruments. The proposed time series models are used to summarise large multivariate datasets and infer…

Applications · Statistics 2017-03-16 Adam M. Sykulski , Sofia C. Olhede , Jonathan M. Lilly , Eric Danioux

A data-driven and equation-free approach is proposed and discussed to model ships maneuvers in waves, based on the dynamic mode decomposition (DMD). DMD is a dimensionality-reduction/reduced-order modeling method, which provides a linear…

Dynamical Systems · Mathematics 2021-05-28 Matteo Diez , Andea Serani , Emilio F. Campana , Frederick Stern

Passive remote sensing techniques have become more and more popular for detection and characterization purposes. The advantage of using the Global Navigation Satellite Systems (GNSS) are the well known signals emitted and the availability…

Atmospheric and Oceanic Physics · Physics 2013-12-23 Arnaud Coatanhay , Alexandre Baussard

Current time-series forecasting models are primarily based on transformer-style neural networks. These models achieve long-term forecasting mainly by scaling up the model size rather than through genuinely autoregressive (AR) rollout. From…

Machine Learning · Computer Science 2026-05-08 Zheng Li , Jerry Cheng , Huanying Gu

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…

Information Theory · Computer Science 2017-02-09 Jonathan Mei , José M. F. Moura

Streamflow is a dynamical process that integrates water movement in space and time within basin boundaries. The authors characterize the dynamics associated with streamflow time series data from about seventy-one U.S. Geological Survey…

Physics and Society · Physics 2021-04-14 Ganesh R. Ghimire , Navid Jadidoleslam , Witold F. Krajewski , Anastasios A. Tsonis

Self-consistent N-body simulations are efficient tools to study galactic dynamics. However, using them to study individual trajectories (or ensembles) in detail can be challenging. Such orbital studies are important to shed light on global…

Astrophysics of Galaxies · Physics 2015-06-17 T. Manos , Rubens E. G. Machado