Related papers: Quantifying time irreversibility using probabilist…
In the autoregressive process of first order AR(1), a homogeneous correlated time series $u_t$ is recursively constructed as $u_t = q\; u_{t-1} + \sigma \;\epsilon_t$, using random Gaussian deviates $\epsilon_t$ and fixed values for the…
Event Related Potentials (ERPs) are very feeble alterations in the ongoing Electroencephalogram (EEG) and their detection is a challenging problem. Based on the unique time-based parameters derived from wavelet coefficients and the…
Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require an assumption of no unobserved confounders between the treatment and outcome. With observational data, this assumption…
Objectives: This study examines human Photoplethysmogram (PPG) along with Electrocardiogram (ECG) signals to study cardiac autonomic imbalance in epileptic seizures. The significance and the prevalence of changes in PPG morphological…
Electroencephalography (EEG) provides a way to understand, and evaluate neurotransmission. In this context, time-locked EEG activity or event-related potentials (ERPs) are often used to capture neural activity related to specific mental…
Electroencephalography (EEG) underpins neuroscience, clinical neurophysiology, and brain-computer interfaces (BCIs), yet pronounced inter- and intra-subject variability limits reliability, reproducibility, and translation. This systematic…
This study proposes a novel approach to quantifying uncertainties of constitutive relations inferred from noisy experimental data using inverse modelling. We focus on electrochemical systems in which charged species (e.g., Lithium ions) are…
Compartmental models, especially the Susceptible-Infected-Removed (SIR) model, have long been used to understand the behaviour of various diseases. Allowing parameters, such as the transmission rate, to be time-dependent functions makes it…
Recurrence entropy $(\cal S)$ is a novel time series complexity quantifier based on recurrence microstates. Here we show that $\mathsf{max}(\cal S)$ is a \textit{parameter-free} quantifier of time correlation of stochastic and chaotic…
We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…
Many empirical time series are genuinely symbolic: examples range from link activation patterns in network science, DNA coding or firing patterns in neuroscience to cryptography or combinatorics on words. In some other contexts, the…
Motivated by problems of statistical language modeling, we consider probability measures on infinite sequences over two countable alphabets of a different cardinality, such as letters and words. We introduce an invertible mapping between…
Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…
This paper addresses the problem of detecting change points in the spectral density of time series, motivated by EEG analysis of seizure patients. Seizures disrupt coherence and functional connectivity, necessitating precise detection.…
The study considers advantages of the introduced measure of time based on the entropy change under irreversible processes (entropy production). Using the example of non-equilibrium expansion of an ideal gas in vacuum, such a measure is…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…
We introduce a deterministic, time-reversible version of the Ehrenfest urn model. The distribution of first-passage times from equilibrium to non-equilibrium states and vice versa is calculated. We find that average times for transition to…
There is an incompatibility between the symmetries of causal structure in relativity theory and the signaling abilities of probabilistic devices with inputs and outputs: while time-reversal in relativity will not introduce the ability to…
We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…
Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…