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Real-world systems are often complex, dynamic, and nonlinear. Understanding the dynamics of a system from its observed time series is key to the prediction and control of the system's behavior. While most existing techniques tacitly assume…

Computation · Statistics 2015-05-19 Bing Wang , Jie Sun , Adilson E. Motter

We consider a random time evolution operator composed of a circuit of random unitaries coupling even and odd neighboring spins on a chain in turn. In spirit of Floquet evolution, the circuit is time-periodic; each timestep is repeated with…

Statistical Mechanics · Physics 2018-10-31 Christoph Sünderhauf , David Pérez-García , David A. Huse , Norbert Schuch , J. Ignacio Cirac

We consider detecting the evolutionary oscillatory pattern of a signal when it is contaminated by non-stationary noises with complexly time-varying data generating mechanism. A high-dimensional dense progressive periodogram test is proposed…

Methodology · Statistics 2023-07-20 Hau-Tieng Wu , Zhou Zhou

The low-frequency variability of the mid-latitude atmosphere involves complex nonlinear and chaotic dynamical processes posing predictability challenges. It is characterized by sporadically recurring, often long-lived patterns of…

Atmospheric and Oceanic Physics · Physics 2025-10-24 Dmitry Mukhin , Roman Samoilov , Abdel Hannachi

Irregular sampling is a common problem in palaeoclimate studies. We propose a method that provides regularly sampled time series and at the same time a difference filtering of the data. The differences between successive time instances are…

Data Analysis, Statistics and Probability · Physics 2024-01-31 Norbert Marwan , Deniz Eroglu , Ibrahim Ozken , Thomas Stemler , Karl-Heinz Wyrwoll , Jürgen Kurths

This paper is a contribution to the old problem of representing a signal in the coordinates of time and frequency. As the starting point, we abandon Gabor's complex extension and re-evaluate fundamental principles of time-frequency…

Complex Variables · Mathematics 2015-09-28 Steven Sandoval , Phillip L. De Leon

Multivariate time series (MTS) anomaly detection commonly encounters in various domains like finance, healthcare, and industrial monitoring. However, existing MTS anomaly detection methods are mostly defined on the static graph structure,…

Machine Learning · Computer Science 2025-09-23 Jia Li , Shiyu Long , Ye Yuan

We present an algorithm for the detection of periodic sources of gravitational waves with interferometric detectors that is based on a special symmetry of the problem: the contributions to the phase modulation of the signal from the earth…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Julien Sylvestre

The Continuous Boostlet Transform (CBT) is introduced as a powerful tool for analyzing spatiotemporal signals, particularly acoustic wavefields. Overcoming the limitations of classical wavelets, the CBT leverages the Poincar\'e group and…

Signal Processing · Electrical Eng. & Systems 2025-11-04 Owais Ahmad , Jasifa Fayaz

The stability of classical semi-implicit scheme, and some more advanced iterative schemes recently proposed for Numerical Weather Prediction (NWP) purpose is examined. In all these schemes, the solution of the centred-implicit non-linear…

Atmospheric and Oceanic Physics · Physics 2009-11-10 Pierre Benard

The changes in brightness of an astronomical source as a function of time are key probes into that source's physics. Periodic and quasi-periodic signals are indicators of fundamental time (and length) scales in the system, while stochastic…

Instrumentation and Methods for Astrophysics · Physics 2023-08-08 Matteo Bachetti , Daniela Huppenkothen

We use the technique of wavelet analysis to quantitatively investigate the role of solar variability in forcing terrestrial climate change on solar cycle timescales (roughly 11 years). We examine the connection between mean annual solar…

Astrophysics · Physics 2007-05-23 Matthew J. Lewis , Katherine Freese

In this article, we review the interdisciplinary techniques (borrowed from physics, mathematics, statistics, machine-learning, etc.) and methodological framework that we have used to understand climate systems, which serve as examples of…

Data Analysis, Statistics and Probability · Physics 2024-05-29 Alka Yadav , Sourish Das , Anirban Chakraborti

We study the time evolution of thermodynamic observables that characterise the dissipative nature of thermal relaxation after an instantaneous temperature quench. Combining tools from stochastic thermodynamics and large-deviation theory, we…

Statistical Mechanics · Physics 2023-03-06 Jan Meibohm , Massimiliano Esposito

We study the Complex Ginzburg--Landau initial value problem $\partial_t u=(1+i\alpha) \partial_x^2 u + u - (1+i\beta) u |u|^2$, $u(x,0)=u_0(x)$ for a complex field $u\in{\bf C}$, with $\alpha,\beta\in{\bf R}$. We consider the Benjamin--Feir…

Mathematical Physics · Physics 2016-09-07 Guillaume van Baalen

Traditional analytical theories of celestial mechanics are not well-adapted when dealing with highly elliptical orbits. On the one hand, analytical solutions are quite generally expanded into power series of the eccentricity and so limited…

Earth and Planetary Astrophysics · Physics 2016-06-14 Guillaume Lion , Gilles Métris

We provide square-root n consistency results regarding estimation of the spectral representation of covariance operators of Hilbertian time series, in a setting with imperfect measurements. This is a generalization of the method developed…

Statistics Theory · Mathematics 2016-04-12 Eduardo Horta , Flavio Ziegelmann

We present a study dealing with a novel phase reconstruction method based on iterated Hilbert transform embeddings. We show results for the Stuart-Landau oscillator observed by generic observables. The benefits for reconstruction of the…

Numerical Analysis · Mathematics 2020-04-29 Erik Gengel , Arkady Pikovsky

The Hilbert-Huang transform is applied to analyze single particle Lagrangian velocity data from numerical simulations of hydrodynamic turbulence. The velocity trajectory is described in terms of a set of intrinsic mode functions, C_{i}(t),…

Fluid Dynamics · Physics 2013-05-07 Yongxiang Huang , Luca Biferale , Enrico Calzavarini , Chao Sun , Federico Toschi

In Patil et. al 2024a, we developed a multitaper power spectrum estimation method, mtNUFFT, for analyzing time-series with quasi-regular spacing, and showed that it not only improves upon the statistical issues of the Lomb-Scargle…

Solar and Stellar Astrophysics · Physics 2024-05-30 Aarya A. Patil , Gwendolyn M. Eadie , Joshua S. Speagle , David J. Thomson