Related papers: Statistical time analysis for regular events with …
Nowadays continuous signal digitization becomes a standard procedure in experimental physics. Though, signal pileup separation at high count rate remains a problem. The article presents algorithms for detecting and extracting events based…
We introduce a counting process to model the random occurrence in time of car traffic accidents, taking into account some aspects of the self-excitation typical of this phenomenon. By combining methods from probability and differential…
Studying event time series is a powerful approach for analyzing the dynamics of complex dynamical systems in many fields of science. In this paper, we describe the method of event coincidence analysis to provide a framework for quantifying…
Sampling considerations limit the experimental conditions under which information theoretic analyses of neurophysiological data yield reliable results. We develop a procedure for computing the full temporal entropy and information of…
The paper addresses general aspects of experimental data analysis, dealing with the separation of ``signal vs. background''. It consists of two parts. Part I is a tutorial on statistical event classification, Bayesian inference, and test…
The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…
In counting experiments, one can set an upper limit on the rate of a Poisson process based on a count of the number of events observed due to the process. In some experiments, one makes several counts of the number of events, using…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
An unbinned statistical test on cluster-like deviations from Poisson processes for point process data is introduced, presented in the context of time variability analysis of astrophysical sources in count rate experiments. The measure of…
The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…
Stochastic processes often exhibit sudden systematic changes in pattern a short time before certain failure events. Examples include increase in medical costs before death and decrease in CD4 counts before AIDS diagnosis. To study such…
With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…
Higher order correlation measurements involve multiple event averages which must run over unequal events to avoid statistical bias. We derive correction formulas for small event samples, where the bias is largest, and utilize the results to…
Stochastic systems feature, in general, both coherent dynamics and incoherent transitions between different states. We propose a method to identify the coherent part in the full counting statistics for the transitions. The proposal is…
State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…
In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…
Measuring time means counting the occurrence of periodic phenomena. Over the past centuries a major effort was put to make stable and precise oscillators to be used as clock regulators. Here we consider a different class of clocks based on…
In this paper, we consider the problem of numerical investigation of the counting statistics for a class of one-dimensional systems. Importance sampling, the cornerstone technique usually implemented for such problems, critically hinges on…
Epidemiologic studies and clinical trials with a survival outcome are often challenged by immortal time (IMT), a period of follow-up during which the survival outcome cannot occur because of the observed later treatment initiation. It has…
This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…