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We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an…

Statistical Mechanics · Physics 2009-10-31 Rosario N. Mantegna , Bernardo Spagnolo , Marco Trapanese

A definition of frequency (cycles per unit-time) based on an approximate reconstruction of the phase-space trajectory of an oscillator from a signal is introduced. It is shown to be invariant under linear filtering, and therefore…

Chaotic Dynamics · Physics 2009-11-10 A G Rossberg

We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…

Optimization and Control · Mathematics 2013-09-11 I. Yu. Tyukin , A. N. Gorban

The concept of time series irreversibility -- the degree by which the statistics of signals are not invariant under time reversal -- naturally appears in non-equilibrium physics in stationary systems which operate away from equilibrium and…

Physics and Society · Physics 2020-08-05 Alfredo González-Espinoza , Gustavo Martínez-Mekler , Lucas Lacasa

Many studies record replicated time series epochs from different groups with the goal of using frequency domain properties to discriminate between the groups. In many applications, there exists variation in cyclical patterns from time…

Methodology · Statistics 2017-01-19 Robert T. Krafty

We study in this paper the behavior of a periodically driven nonlinear mechanical system. Bifurcation diagrams are found which locate regions of quasiperiodic, periodic and chaotic behavior within the parameter space of the system. We also…

Chaotic Dynamics · Physics 2009-10-31 Randy Kobes , Junxian Liu , Slaven Peles

Area preserving maps provide the simplest and most accurate means to visualize and quantify the behavior of nonlinear systems. Convenience of the mapping equations of motion for investigation of transition to chaotic behavior in dynamics of…

chao-dyn · Physics 2007-05-23 B. Kaulakys

We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative importance in a given time series. To this end we extend i) the use of ordinal patterns-based probability distribution…

The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…

Statistical Finance · Quantitative Finance 2018-09-25 Stanisław Drożdż , Rafał Kowalski , Paweł Oświȩcimka , Rafał Rak , Robert Gȩbarowski

Stationarity is a cornerstone property that facilitates the analysis and processing of random signals in the time domain. Although time-varying signals are abundant in nature, in many practical scenarios the information of interest resides…

Systems and Control · Computer Science 2017-10-11 Antonio G. Marques , Santiago Segarra , Geert Leus , Alejandro Ribeiro

We propose an orthogonal series density estimator for complex surveys, where samples are neither independent nor identically distributed. The proposed estimator is proved to be design-unbiased and asymptotically design-consistent. The…

Methodology · Statistics 2019-07-23 Shangyuan Ye , Ye Liang , Ibrahim A. Ahmad

The ability to detect anomalies in time series is considered highly valuable in numerous application domains. The sequential nature of time series objects is responsible for an additional feature complexity, ultimately requiring specialized…

Machine Learning · Computer Science 2021-03-01 Gabriel Rodriguez Garcia , Gabriel Michau , Mélanie Ducoffe , Jayant Sen Gupta , Olga Fink

We present quantum graphs with remarkably regular spectral characteristics. We call them {\it regular quantum graphs}. Although regular quantum graphs are strongly chaotic in the classical limit, their quantum spectra are explicitly…

Quantum Physics · Physics 2009-11-07 Yu. Dabaghian , R. V. Jensen , R. Blümel

Existing permanental processes often impose constraints on kernel types or stationarity, limiting the model's expressiveness. To overcome these limitations, we propose a novel approach utilizing the sparse spectral representation of…

Machine Learning · Statistics 2024-12-20 Zicheng Sun , Yixuan Zhang , Zenan Ling , Xuhui Fan , Feng Zhou

We consider the failure of localized control in a nonlinear spatially extended system caused by extremely small amounts of noise. It is shown that this failure occurs as a result of a nonlinear instability. Nonlinear instabilities can occur…

Pattern Formation and Solitons · Physics 2009-11-07 Roman O. Grigoriev , Andreas Handel

Singular spectrum analysis (SSA), starting from the second half of the XX century, has been a rapidly developing method of time series analysis. Since it can be called principal component analysis for time series, SSA will definitely be a…

Methodology · Statistics 2021-01-26 Nina Golyandina

In a previous paper (Varadi et al., 1999), Random Lag Singular Spectrum Analysis was offered as a tool to find oscillations in very noisy and long time series. This work presents a generalization of the technique to search for common…

Astrophysics · Physics 2009-10-31 F. Varadi , R. K. Ulrich , L. Bertello , C. J. Henney

The sequences, given by a 7D map have been analysed by means of the methods, widely used to detect chaos in the real world in order to test their sensitivity to chaotic features of a non-linear system determined by comparatively high number…

Chaotic Dynamics · Physics 2015-04-07 Boyan Hristozov Petkov

Complex, oscillatory data arises from a large variety of biological, physical, and social systems. However, the inherent oscillation and ubiquitous noise pose great challenges to current methodology such as linear and nonlinear time series…

Chaotic Dynamics · Physics 2008-09-19 J. Zhang , K. Zhang , J. Feng , J. Sun , X. Xu , M. Small

Dynamics of complex systems is studied by first considering a chaotic time series generated by Lorenz equations and adding noise to it. The trend (smooth behavior) is separated from fluctuations at different scales using wavelet analysis…

Chaotic Dynamics · Physics 2009-11-11 Dilip P. Ahalpara , Jitendra C. Parikh