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In this research, we propose a novel technique for visualizing nonstationarity in geostatistics, particularly when confronted with a single realization of data at irregularly spaced locations. Our method hinges on formulating a statistic…

Methodology · Statistics 2023-08-29 ShengLi Tzeng , Bo-Yu Chen , Hsin-Cheng Huang

Hypothesis testing based on surrogate data has emerged as a popular way to test the null hypothesis that a signal is a realization of a linear stochastic process. Typically, this is done by generating surrogates which are made to conform to…

Chaotic Dynamics · Physics 2010-08-12 Diego Guarin , Alvaro Orozco , Edilson Delgado

This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

Statistics Theory · Mathematics 2020-11-05 Zixiang Guan , Gemai Chen

A method for testing nonlinearity in time series is described based on information-theoretic functionals -- redundancies, linear and nonlinear forms of which allow either qualitative, or, after incorporating the surrogate data technique,…

comp-gas · Physics 2015-06-24 Milan PALUS

We present a quantum algorithm based on repeated measurement to solve initial-value problems for nonlinear ordinary differential equations (ODEs), which may be generated from partial differential equations in plasma physics. We map a…

Quantum Physics · Physics 2025-04-30 Joseph Andress , Alexander Engel , Yuan Shi , Scott Parker

A novel approach towards the spectral analysis of stationary random bivariate signals is proposed. Using the Quaternion Fourier Transform, we introduce a quaternion-valued spectral representation of random bivariate signals seen as…

Methodology · Statistics 2017-11-22 Julien Flamant , Nicolas Le Bihan , Pierre Chainais

Voltage stability in modern power systems involves coupled dynamics across multiple time scales. Conventional methods based on time-scale separation or static stability margins may overlook instabilities caused by the coupling of slow and…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Naoki Hashima , Hikaru Hoshino , Luis David Pabón Ospina , Eiko Furutani

We propose a novel algorithm for fast training of variational classifiers by processing multiple samples parallelly. The algorithm can be adapted for any ansatz used in the variational circuit. The presented algorithm utilizes qRAM and…

Quantum Physics · Physics 2020-12-01 Siddharth Dangwal , Ritvik Sharma , Debanjan Bhowmik

Hypothesis testing for the slope function in functional linear regression is of both practical and theoretical interest. We develop a novel test for the nullity of the slope function, where testing the slope function is transformed into…

Methodology · Statistics 2024-04-02 Yinan Lin , Zhenhua Lin

We study the stationary and nonstationary measurement of a classical force driving a mechanical oscillator coupled to an electromagnetic cavity under two-tone driving. For this purpose, we develop a theoretical framework based on the…

Quantum Physics · Physics 2020-11-26 D. N. Bernal-García , H. Vinck-Posada , M. J. Woolley

A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation…

The performance of a number of different measures of nonlinearity in a time series is compared numerically. Their power to distinguish noisy chaotic data from linear stochastic surrogates is determined by Monte Carlo simulation for a number…

chao-dyn · Physics 2009-10-31 Thomas Schreiber , Andreas Schmitz

It is by now established that, remarkably, the addition of noise to a nonlinear system may sometimes facilitate, rather than hamper the detection of weak signals. This phenomenon, usually referred to as stochastic resonance, was originally…

Condensed Matter · Physics 2009-10-31 Redouane Fakir

We provide a new approach to measure power spectra and reconstruct time series in active galactic nuclei (AGNs) based on the fact that the Fourier transform of AGN stochastic variations is a series of complex Gaussian random variables. The…

Instrumentation and Methods for Astrophysics · Physics 2018-03-14 Yan-Rong Li , Jian-Min Wang

In recent years, a new method for experimental nonlinear modal analysis has been developed, which is based on the extended periodic motion concept. The method is well suited to experimentally obtain amplitude-dependent modal properties…

Systems and Control · Electrical Eng. & Systems 2021-08-16 Maren Scheel

Bicoherence analysis is a well established method for identifying the quadratic nonlinearity of stationary processes. However, it is often applied without checking the basic assumptions of stationarity and convergence. The classic…

Signal Processing · Electrical Eng. & Systems 2018-11-08 Peter Zsolt Poloskei , Gergely Papp , Gabor Por , Laszlo Horvath , Gergo I. Pokol

One unique feature of nonlinear dynamical systems is the existence of superharmonic and subharmonic resonances in addition to primary resonances. In this study, an effective vibration testing methodology is introduced for the experimental…

Systems and Control · Electrical Eng. & Systems 2024-01-03 Tong Zhou , Gaetan Kerschen

A class of random non-stationary signals termed timbre x dynamics is introduced and studied. These signals are obtained by non-linear transformations of sta-tionary random gaussian signals, in such a way that the transformation can be…

Information Theory · Computer Science 2015-10-29 H Omer , B Torrésani

We study a type of port-Hamiltonian system, in which the controller or disturbance is not applied to the flow variables, but to the systems power, a scenario that appears in many practical applications. A suitable framework is provided to…

Systems and Control · Computer Science 2018-02-08 Pooya Monshizadeh , Juan E. Machado , Romeo Ortega , Arjan van der Schaft

Testing for nonlinearity is one of the most important preprocessing steps in nonlinear time series analysis. Typically, this is done by means of the linear surrogate data methods. But it is a known fact that the validity of the results…

Applications · Statistics 2011-02-01 Diego Guarin , Edilson Delgado , Alvaro Orozco
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