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Power laws pervade statistical physics and complex systems, but, traditionally, researchers in these fields have paid little attention to properly fit these distributions. Who has not seen (or even shown) a log-log plot of a completely…

Applications · Statistics 2012-09-07 Alvaro Corral , Anna Deluca , Ramon Ferrer-i-Cancho

The method of element analysis is proposed here as an alternative to traditional wavelet-based approaches to analyzing perturbations in financial signals by scale. In this method, the processes that generate oscillations in financial…

Statistical Finance · Quantitative Finance 2023-02-01 Nathan Zavanelli

Mathematical formulations and proofs for a wavelet based statistic employed in functional data analysis is elaborately discussed in this report. The propositions and derivations discussed here apply to a wavelet based statistic with hard…

Statistics Theory · Mathematics 2014-08-13 Senthil B. Girimurugan , Eric Chicken

The power law is useful in describing count phenomena such as network degrees and word frequencies. With a single parameter, it captures the main feature that the frequencies are linear on the log-log scale. Nevertheless, there have been…

Applications · Statistics 2024-07-24 Clement Lee , Emma Eastoe , Aiden Farrell

The different between the inverse power function and the negative exponential function is significant. The former suggests a complex distribution, while the latter indicates a simple distribution. However, the association of the power-law…

Physics and Society · Physics 2018-12-19 Yanguang Chen

Due to the emergence of new high resolution numerical weather prediction (NWP) models and the availability of new or more reliable remote sensing data, the importance of efficient spatial verification techniques is growing. Wavelet…

Atmospheric and Oceanic Physics · Physics 2017-04-05 Michael Weniger , Florian Kapp , Petra Friederichs

Wavelets are scaleable, oscillatory functions that deviate from zero only within a limited spatial regime and have average value zero. In addition to their use as source characterizers, wavelet functions are rapidly gaining currency within…

Astrophysics · Physics 2009-11-07 Peter E. Freeman , Vinay Kashyap , Robert Rosner , Donald Q. Lamb

Summary statistics of the likelihood, such as the Bayesian evidence, offer a principled way of comparing models and assessing tension between, or within, the results of physical experiments. Noisy realisations of the data induce scatter in…

Cosmology and Nongalactic Astrophysics · Physics 2021-04-30 B. Joachimi , F. Köhlinger , W. Handley , P. Lemos

Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…

Methodology · Statistics 2020-11-04 Edward A. K. Cohen , Alexander J. Gibberd

Classification of time series signals has become an important construct and has many practical applications. With existing classifiers we may be able to accurately classify signals, however that accuracy may decline if using a reduced…

Machine Learning · Statistics 2021-09-22 Paul Grant , Md Zahidul Islam

Reduced system dependability and higher maintenance costs may be the consequence of poor electric power quality, which can disturb normal equipment performance, speed up aging, and even cause outright failures. This study implements and…

Signal Processing · Electrical Eng. & Systems 2022-12-29 Rahul Kumar Dubey

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…

Statistics Theory · Mathematics 2012-05-14 Peter M. Robinson

We study the long time behaviour of a nonlinear oscillator subject to a random multiplicative noise with a spectral density (or power-spectrum) that decays as a power law at high frequencies. When the dissipation is negligible, physical…

Chaotic Dynamics · Physics 2009-11-13 Kirone Mallick

Wind power, as an alternative to burning fossil fuels, is abundant and inexhaustible. To fully utilize wind power, wind farms are usually located in areas of high altitude and facing serious ice conditions, which can lead to serious…

Machine Learning · Computer Science 2019-10-14 Binhang Yuan , Chen Wang , Chen Luo , Fei Jiang , Mingsheng Long , Philip S. Yu , Yuan Liu

We propose an approach to estimate the number of samples required for a model to reach a target performance. We find that the power law, the de facto principle to estimate model performance, leads to large error when using a small dataset…

Despite the fact that our physical observations can often be described by derived physical laws, such as the wave equation, in many cases, we observe data that do not match the laws or have not been described physically yet. Therefore…

Geophysics · Physics 2023-09-26 Shijun Cheng , Tariq Alkhalifah

Many materials, processes, and structures in science and engineering have important features at multiple scales of time and/or space; examples include biological tissues, active matter, oceans, networks, and images. Explicitly extracting,…

Fluid Dynamics · Physics 2021-01-12 Daniel Floryan , Michael D. Graham

The effect of damping in the wave turbulence regime for thin vibrating plates is studied. An experimental method, allowing measurements of dissipation in the system at all scales, is first introduced. Practical experimental devices for…

For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on…

Computational Physics · Physics 2009-09-03 Romain Nguyen van yen , Diego del-Castillo-Negrete , Kai Schneider , Marie Farge , Guangye Chen

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

Chaotic Dynamics · Physics 2009-11-11 P. Manimaran , Prasanta K. Panigrahi , P. Anantha Lakshmi