Related papers: Dimension-scalable recurrence threshold estimation
In data envelopment analysis (DEA) literature, the returns to scale (RTS) of an inefficient decision making unit (DMU) is determined at its projected point on the efficient frontier. Under the occurrences of multiple projection points,…
Coupled problems with various combinations of multiple physics, scales, and domains can be found in numerous areas of science and engineering. A key challenge in the formulation and implementation of corresponding coupled models is to…
Some properties of chaotic dynamical systems can be probed through features of recurrences, also called analogs. In practice, analogs are nearest neighbours of the state of a system, taken from a large database called the catalog. Analogs…
Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…
Recently, a framework for analyzing time series by constructing an associated complex network has attracted significant research interest. One of the advantages of the complex network method for studying time series is that complex network…
The probability distribution of the proper delay times during scattering on a chaotic system is derived in the framework of the random matrix approach and the supersymmetry method. The result obtained is valid for an arbitrary number of…
The problem of random walk is considered in one dimension in the simultaneous presence of a quenched random force field and long-range connections the probability of which decays with the distance algebraically as p_l ~ \beta l^{-s}. The…
In the nonlinear prediction of scalar time series, the common practice is to reconstruct the state space using time-delay embedding and apply a local model on neighborhoods of the reconstructed space. The method of false nearest neighbors…
We present an analytical description of the distribution of diagonal lines in Recurrence Plots (RPs) for white noise and chaotic systems, and find that the latter one is linked to the correlation entropy. Further we identify two scaling…
High-dimensional chaos displayed by multi-component systems with a single time-delayed feedback is shown to be accessible to time series analysis of a scalar variable only. The mapping of the original dynamics onto scalar time-delay systems…
We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…
We develop a general framework for reasoning about distances between transition systems with quantitative information. Taking as starting point an arbitrary distance on system traces, we show how this leads to natural definitions of a…
We investigate the probability distributions of the recurrence intervals $\tau$ between consecutive 1-min returns above a positive threshold $q>0$ or below a negative threshold $q<0$ of two indices and 20 individual stocks in China's stock…
A critical and challenging problem in reinforcement learning is how to learn the state-action value function from the experience replay buffer and simultaneously keep sample efficiency and faster convergence to a high quality solution. In…
Infrared safe differential cross sections, such as event shape distributions, can be measured over wide kinematic ranges, from regions where fixed order calculations are adequate to regions where nonperturbative dynamics dominate. Such…
The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…
We present a field theoretic renormalization group study for the critical behaviour of a uniformly driven diffusive system with quenched disorder, which is modelled by different kinds of potential barriers between sites. Due to their…
Analyzing data from paleoclimate archives such as tree rings or lake sediments offers the opportunity of inferring information on past climate variability. Often, such data sets are univariate and a proper reconstruction of the system's…
The ability to distribute high-quality entanglement between remote parties is a necessary primitive for many quantum communication applications. A large range of schemes for realizing the long-distance delivery of remote entanglement has…
The vision to develop quantum networks entails multi-user applications, which require the generation of long-distance multi-party entangled states. The current rapid experimental progress in building prototype-networks calls for new design…