English
Related papers

Related papers: Ordinal spectrum: a frequency domain characterizat…

200 papers

One of the most popular and innovative methods to analyse signals is by using Ordinal Patterns (OPs). The OP encoding is based on transforming a (univariate) signal into a symbolic sequence of OPs, where each OP represents the number of…

Chaotic Dynamics · Physics 2026-01-27 Melvyn Tyloo , Joaquín González , Nicolás Rubido

We propose a new method for determining the stochastic or ordered nature of trajectories in non-integrable Hamiltonian dynamical systems. The method consists of constructing a time-series from the divergence of nearby trajectories and then…

Chaotic Dynamics · Physics 2007-05-23 Ch. L. Vozikis , H. Varvoglis , K. Tsiganis

We introduce Ordinal Synchronization ($OS$) as a new measure to quantify synchronization between dynamical systems. $OS$ is calculated from the extraction of the ordinal patterns related to two time series, their transformation into…

Quantitative Methods · Quantitative Biology 2019-01-30 Ignacio Echegoyen , Victor Vera-Ávila , Ricardo Sevilla-Escoboza , Johann H. Martínez , Javier M. Buldú

Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…

Machine Learning · Statistics 2024-08-19 Sarbojit Roy , Malik Shahid Sultan , Hernando Ombao

We present a time-domain method to detect and correct spectral alterations of signals by employing statistical characterization of waveforms and a pattern-recognition procedure using simple Artificial Neural Networks. The proposed strategy…

Signal Processing · Electrical Eng. & Systems 2022-12-29 Guillermo H. Bustos , Héctor H. Segnorile

We propose a simple stochastic process for modeling improper or noncircular complex-valued signals. The process is a natural extension of a complex-valued autoregressive process, extended to include a widely linear autoregressive term. This…

Methodology · Statistics 2017-03-16 Adam M. Sykulski , Sofia C. Olhede , Jonathan M. Lilly

The analysis of chaotic signals with time-frequency methods is considered. For this purpose, two new transformations are presented which consist in the decomposition of a signal onto an orthogonal set of respectively linear and hyperbolic…

Chaotic Dynamics · Physics 2010-07-28 Benjamin Ricaud , Francoise Briolle , F. Clairet

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

Spatio-temporally chaotic dynamics of a classical field can be described by means of an infinite hierarchy of its unstable spatio-temporally periodic solutions. The periodic orbit theory yields the global averages characterizing the chaotic…

Chaotic Dynamics · Physics 2009-10-31 Predrag Cvitanovic

Extracting relevant properties of empirical signals generated by nonlinear, stochastic, and high-dimensional systems is a challenge of complex systems research. Open questions are how to differentiate chaotic signals from stochastic ones,…

Data Analysis, Statistics and Probability · Physics 2021-07-08 B. R. R. Boaretto , R. C. Budzinski , K. L. Rossi , T. L. Prado , S. R. Lopes , C. Masoller

Nodal domains are regions where a function has definite sign. In recent paper [nlin.CD/0109029] it is conjectured that the distribution of nodal domains for quantum eigenfunctions of chaotic systems is universal. We propose a…

Chaotic Dynamics · Physics 2009-11-07 E. Bogomolny , C. Schmit

We consider asymptotic problems in spectral analysis of stationary causal processes. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are obtained and applications to the spectral domain bootstrap…

Statistics Theory · Mathematics 2009-09-29 Xiaofeng Shao , Wei Biao Wu

Neurons modeled by the Rulkov map display a variety of dynamic regimes that include tonic spikes and chaotic bursting. Here we study an ensemble of bursting neurons coupled with the Watts-Strogatz small-world topology. We characterize the…

Neurons and Cognition · Quantitative Biology 2023-06-13 R. C. Budzinski , S. R. Lopes , C. Masoller

Spectrograms visualize the frequency components of a given signal which may be an audio signal or even a time-series signal. Audio signals have higher sampling rate and high variability of frequency with time. Spectrograms can capture such…

Signal Processing · Electrical Eng. & Systems 2021-09-06 Sidharth Srivatsav Sribhashyam , Md Sirajus Salekin , Dmitry Goldgof , Ghada Zamzmi , Mark Last , Yu Sun

An algorithm is presented which generates pairs of oscillatory random time series which have identical periodograms but differ in the number of oscillations. This result indicate the intrinsic limitations of spectral methods when it comes…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. G. Rossberg

This paper offers a general and comprehensive definition of the day-of-the-week effect. Using symbolic dynamics, we develop a unique test based on ordinal patterns in order to detect it. This test uncovers the fact that the so-called…

Statistical Finance · Quantitative Finance 2018-01-25 Aurelio F. Bariviera , Angelo Plastino , George Judge

We introduce a general framework for testing temporal symmetries in time series based on the distribution of ordinal patterns. While previous approaches have focused on specific forms of asymmetry, such as time reversal, our method provides…

Statistics Theory · Mathematics 2026-01-21 Annika Betken , Giorgio Micali , Manuel Ruiz Marín

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

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

Nonlinear dynamics play an important role in the analysis of signals. A popular, readily interpretable nonlinear measure is Permutation Entropy. It has recently been extended for the analysis of graph signals, thus providing a framework for…