English
Related papers

Related papers: Wavelet based detection of scaling behaviour in no…

200 papers

The size distribution of planned and forced outages and following restoration times in power systems have been studied for almost two decades and has drawn great interest as they display heavy tails. Understanding of this phenomenon has…

Statistical Mechanics · Physics 2023-08-09 Bálint Hartmann , Shengfeng Deng , Géza Ódor , Jeffrey Kelling

The use of machine learning models in system identification has increased due to their ability to approximate complex nonlinear dynamics with high accuracy. However, often it is not clear how the performance of trained models scales with…

Optimization and Control · Mathematics 2026-03-26 Marco Roschkowski , Karim Cherifi , Hannes Gernandt

We introduce a new test for detection of power-law cross-correlations among a pair of time series - the rescaled covariance test. The test is based on a power-law divergence of the covariance of the partial sums of the long-range…

Statistical Finance · Quantitative Finance 2013-10-10 Ladislav Kristoufek

Wavelets are a new and powerful mathematical tool, whose most celebrated applications are data compression and de-noising. In Paper I (Romeo, Horellou & Bergh 2003, astro-ph/0302343), we have shown that wavelets can be used for removing…

Astrophysics · Physics 2009-11-10 Alessandro B. Romeo , Cathy Horellou , Joeran Bergh

Maximum-likelihood exponent maps have been studied as a technique to increase the understanding and improve the fit of power-law exponents to experimental and numerical simulation data, especially when they exhibit both upper and lower…

Statistical Mechanics · Physics 2012-07-02 Jordi Baró , Eduard Vives

In this study, we perform some analysis for the probability distributions in the space of frequency and time variables. However, in the domain of high frequencies, it behaves in such a way as the highly non-linear dynamics. The wavelet…

General Finance · Quantitative Finance 2024-11-22 Tatsuru Kikuchi

A wavelet-based method for compression of three-dimensional simulation data is presented and its software framework is described. It uses wavelet decomposition and subsequent range coding with quantization suitable for floating-point data.…

Computational Physics · Physics 2022-01-06 Dmitry Kolomenskiy , Ryo Onishi , Hitoshi Uehara

Many models of physics beyond the Standard Model include towers of particles whose masses follow an approximately periodic pattern with little spacing between them. These resonances might be too weak to detect individually, but could be…

High Energy Physics - Phenomenology · Physics 2020-03-18 Hugues Beauchesne , Yevgeny Kats

We present analytical and numerical results of modeling of flows represented as the correlated non-Poissonian point process and as the Poissonian sequence of pulses of the different size. Both models may generate signals with the power-law…

Physics and Society · Physics 2007-08-01 Bronislovas Kaulakys , Miglius Alaburda , Vygintas Gontis , Tadas Meskauskas , Julius Ruseckas

Early fault detection using instrumented sensor data is one of the promising application areas of machine learning in industrial facilities. However, it is difficult to improve the generalization performance of the trained fault-detection…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Shun Takeuchi , Takahiro Saito

Many simulations of stochastic processes require colored noises: I describe here an exact numerical method to simulate power-law noises: the method can be extended to more general colored noises, and is exact for all time steps, even when…

Computational Physics · Physics 2007-05-23 Edoardo Milotti

It is well known that a random multiplicative process with weak additive noise generates a power-law probability distribution. It has recently been recognized that this process exhibits another type of power law: the moment of the…

Statistical Mechanics · Physics 2007-05-23 Hiroya Nakao

We use numerical simulations of ray tracing through N-body simulations to investigate weak lensing by large-scale structure. These are needed for testing the analytic predictions of two-point correlators, to set error estimates on them and…

Astrophysics · Physics 2007-05-23 Bhuvnesh Jain , Uros Seljak , Simon White

The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only isolated…

Data Analysis, Statistics and Probability · Physics 2020-04-08 Paweł Oświęcimka , Stanisław Drożdż , Mattia Frasca , Robert Gębarowski , Natsue Yoshimura , Luciano Zunino , Ludovico Minati

We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of…

Adaptation and Self-Organizing Systems · Physics 2015-05-18 J. Ruseckas , B. Kaulakys

Sound recordings are used in various ecological studies, including acoustic wildlife monitoring. Such surveys require automatic detection of target sound events. However, current detectors, especially those relying on band-limited energy,…

Applications · Statistics 2021-10-13 Julius Juodakis , Stephen Marsland

While the novel applications of weak values have recently attracted wide attention, weak measurement, the usual way to extract weak values, suffers from risky approximations and severe quantum noises. In this paper, we show that the…

Quantum Physics · Physics 2016-03-30 Yu-Xiang Zhang , Shengjun Wu , Zeng-Bing Chen

A major challenge of using AMI data in power system analysis is the large size of the data sets. For rapid analysis that addresses historical behavior of systems consisting of a few hundred feeders, all of the AMI load data can be loaded…

Computational Engineering, Finance, and Science · Computer Science 2015-12-08 Shiyin Zhong , Robert Broadwater , Steve Steffel

The wavelet transform and related techniques are used to analyze singular and fractal signals. The normalized wavelet scalogram is introduced to detect singularities including jumps, cusps and other sharply changing points. The wavelet…

Signal Processing · Electrical Eng. & Systems 2021-11-04 Hua-Liang Wei , S. A. Billings

Time series measured from real-world systems are generally noisy, complex and display statistical properties that evolve continuously over time. Here, we present a method that combines wavelet analysis and non-stationary surrogates to…

Data Analysis, Statistics and Probability · Physics 2018-04-12 Mario Chavez , Bernard Cazelles
‹ Prev 1 4 5 6 7 8 10 Next ›