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Time delay is ubiquitous in many experimental and real-world situations. It is often unclear whether time delay plays a significant role in observed phenomena, and if it does, how long the time lag really is. This would be invaluable…

Data Analysis, Statistics and Probability · Physics 2025-12-10 Robin A. Kopp , Sabine H. L. Klapp , Deepak Gupta

We study the effects of nonzero time delays in stochastic synchronization problems with linear couplings in complex networks. We consider two types of time delays: transmission delays between interacting nodes and local delays at each node…

Statistical Mechanics · Physics 2012-12-03 D. Hunt , B. K. Szymanski , G. Korniss

Symbolic transfer entropy is a powerful non-parametric tool to detect lead-lag between time series. Because a closed expression of the distribution of Transfer Entropy is not known for finite-size samples, statistical testing is often…

Statistical Finance · Quantitative Finance 2022-06-22 Christian Bongiorno , Damien Challet

We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a…

Adaptation and Self-Organizing Systems · Physics 2012-04-23 Luis Mier-y-Teran-Romero , Eric Forgoston , Ira B. Schwartz

We study the impact of competing time delays in coupled stochastic synchronization and coordination problems. We consider two types of delays: transmission delays between interacting elements and processing, cognitive, or execution delays…

Statistical Mechanics · Physics 2011-01-12 D. Hunt , G. Korniss , B. K. Szymanski

We study the effects of propagation delays on the stochastic dynamics of bumps in neural fields with multiple layers. In the absence of noise, each layer supports a stationary bump. Using linear stability analysis, we show that delayed…

Neurons and Cognition · Quantitative Biology 2015-06-23 Zachary P. Kilpatrick

The analysis of temporal networks heavily depends on the analysis of time-respecting paths. However, before being able to model and analyze the time-respecting paths, we have to infer the timescales at which the temporal edges influence…

Physics and Society · Physics 2023-01-30 Luka V. Petrović , Anatol Wegner , Ingo Scholtes

Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…

Data Analysis, Statistics and Probability · Physics 2024-03-20 Dionissios T. Hristopulos

Motivated by novel results in the theory of network synchronization, we analyze the effects of nonzero time delays in stochastic synchronization problems with linear couplings in an arbitrary network. We determine {\it analytically} the…

Cellular Automata and Lattice Gases · Physics 2015-05-19 Shahar Hod

Inference of causality is central in nonlinear time series analysis and science in general. A popular approach to infer causality between two processes is to measure the information flow between them in terms of transfer entropy. Using…

Chaotic Dynamics · Physics 2015-04-16 Jie Sun , Erik M. Bollt

We consider a general model of self-propelling particles interacting through a pairwise attractive force in the presence of noise and communication time delay. Previous work by Erdmann, et al. [Phys. Rev. E {\bf 71}, 051904 (2205)] has…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 Eric Forgoston , Ira B. Schwartz

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

We propose a straightforward extension of symbolic transfer entropy to enable the investigation of delayed directional relationships between coupled dynamical systems from time series. Analyzing time series from chaotic model systems, we…

Neurons and Cognition · Quantitative Biology 2016-10-10 Henning Dickten , Klaus Lehnertz

Although instantaneous interactions are unphysical, a large variety of maximum entropy statistical inference methods match the model-inferred and the empirically-measured equal-time correlation functions. Focusing on collective motion of…

We investigate the stochastic transfer synchronization problem, which seeks to synchronize the timetables of different routes in a transit network to reduce transfer waiting times, delay times, and unnecessary in-vehicle times. We present a…

Optimization and Control · Mathematics 2024-03-06 Zahra Ansarilari , Merve Bodur , Amer Shalaby

Stochastic processes with temporal delay play an important role in science and engineering whenever finite speeds of signal transmission and processing occur. However, an exact mathematical analysis of their dynamics and thermodynamics is…

Statistical Mechanics · Physics 2022-03-02 Viktor Holubec , Artem Ryabov , Sarah A. M. Loos , Klaus Kroy

We review the behaviour of the Gibbs' and conditional entropies in deterministic and stochastic systems and continue to a formulation appropriate for a stochastically perturbed system with delayed dynamics. The underlying question driving…

Mathematical Physics · Physics 2024-06-24 Michael C. Mackey , Marta Tyran-Kaminska

Delays and stochasticity have both served as crucially valuable ingredients in mathematical descriptions of control, physical, and biological systems. In this work, we investigate how explicitly dynamical stochasticity in delays modulates…

Molecular Networks · Quantitative Biology 2023-07-10 Bhargav R. Karamched , Christopher E. Miles

Transient stability assessment is a critical tool for power system design and operation. With the emerging advanced synchrophasor measurement techniques, machine learning methods are playing an increasingly important role in power system…

Systems and Control · Computer Science 2017-11-22 James J. Q. Yu , Albert Y. S. Lam , David J. Hill , Victor O. K. Li

The accurate estimation of time delays is crucial in traffic congestion analysis, as this information can be used to address fundamental questions regarding the origin and propagation of traffic congestion. However, the exact measurement of…

Machine Learning · Statistics 2022-11-28 YongKyung Oh , JiIn Kwak , Sungil Kim
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