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This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

Methodology · Statistics 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau

We consider a non-linear filtering problem, whereby the signal obeys the stochastic Navier-Stokes equations and is observed through a linear mapping with additive noise. The setup is relevant to data assimilation for numerical weather…

Computation · Statistics 2018-04-10 Francesc Pons Llopis , Nikolas Kantas , Alexandros Beskos , Ajay Jasra

Recurrence plot based time series analysis is widely used to study changes and transitions in the dynamics of a system or temporal deviations from its overall dynamical regime. However, most studies do not discuss the significance of the…

Chaotic Dynamics · Physics 2013-06-05 Norbert Marwan , Stefan Schinkel , Jürgen Kurths

We investigate the identification of the time-dependent source term in the diffusion equation using boundary measurements. This facilitates tracing back the origins of environmental pollutants. Employing the concept of dynamic complex…

Numerical Analysis · Mathematics 2023-11-21 Lingyun Qiu , Zhongjing Wang , Hui Yu , Shenwen Yu

We investigate model assessment and selection in a changing environment, by synthesizing datasets from both the current time period and historical epochs. To tackle unknown and potentially arbitrary temporal distribution shift, we develop…

Machine Learning · Computer Science 2024-06-05 Elise Han , Chengpiao Huang , Kaizheng Wang

The aim of this paper is to study the feasibility of time-reversal methods in a non homogeneous elastic medium, from data recorded in an acoustic medium. We aim to determine, from partial aperture boundary measurements, the presence and…

Numerical Analysis · Mathematics 2020-10-28 Franck Assous , Moshe Lin

For nonequilibrium steady states, we identify observables whose fluctuations satisfy a general symmetry and for which a new reciprocity relation can be shown. Unlike the situation in recently discussed fluctuation theorems, these…

Statistical Mechanics · Physics 2015-05-26 Christian Maes , Maarten H. van Wieren

We consider estimation of quantile curves for a general class of nonstationary processes. Consistency and central limit results are obtained for local linear quantile estimates under a mild short-range dependence condition. Our results are…

Statistics Theory · Mathematics 2009-08-26 Zhou Zhou , Wei Biao Wu

Assessing the consistency between short-term global temperature trends in observations and climate model projections is a challenging problem. While climate models capture many processes governing short-term climate fluctuations, they are…

Atmospheric and Oceanic Physics · Physics 2013-09-23 Patrick J. Michaels , Paul C. Knappenberger , John R. Christy , Chad S. Herman , Lucia M. Liljegren , James D. Annan

Ideas and theories of turbulence based on modifying the Navier-Stokes equation, to obtain equilibrium and non-equilibrium time-reversible dynamical ensembles relevant to helical turbulence, are presented. Discussions of controlling helicity…

Fluid Dynamics · Physics 2019-04-03 Jian-Zhou Zhu

Understanding the dynamics of climate extreme is important in its prediction and modeling. In this study, linear trends in percentile, threshold, absolute, and duration based temperature and precipitation extremes indicator were obtained…

Atmospheric and Oceanic Physics · Physics 2019-09-09 Ibiyinka Fuwape , Sunday Oluyamo , Babatunde Rabiu , Samuel Ogunjo

We identify the phase of a cycle as a new critical factor for tipping points (critical transitions) in cyclic systems subject to time-varying external conditions. As an example, we consider how contemporary climate variability induces…

Dynamical Systems · Mathematics 2021-10-11 Hassan Alkhayuon , Rebecca C. Tyson , Sebastian Wieczorek

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

Methodology · Statistics 2014-03-18 Michael Vogt , Holger Dette

Models of complex dynamical systems like the Earth's climate often involve large numbers of uncertain parameters. Comprehensive exploration of the parameter space is typically prohibitive due to excessive computational costs. Systematic…

Atmospheric and Oceanic Physics · Physics 2026-03-27 Daniel Pals , Sebastian Bathiany , Richard Wood , Joel Kuettel , Niklas Boers

In this paper we show that the existence of a primarily discrete space-time may be a fruitful assumption from which we may develop a new approach of statistical thermodynamics in pre-relativistic conditions. The discreetness of space-time…

Quantum Physics · Physics 2010-05-17 J. P. Badiali

Quantitative estimates of the contributions of the anthropogenic forcing, characterized by changes in the radiative forcing of atmospheric greenhouse gases (CO2, in particular), and solar activity variations to the trends of the global…

Atmospheric and Oceanic Physics · Physics 2024-06-11 Igor I. Mokhov , Dmitry A. Smirnov

Aiming to generate realistic synthetic times series of the bivariate process of daily mean temperature and precipitations, we introduce a non-homogeneous hidden Markov model. The non-homogeneity lies in periodic transition probabilities…

Applications · Statistics 2018-10-29 Augustin Touron , Thi Thu Huong Hoang , Sylvie Parey

The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series.…

Statistical Finance · Quantitative Finance 2016-01-11 Lucas Lacasa , Ryan Flanagan

The climate belongs to the class of non-equilibrium forced and dissipative systems, for which most results of quasi-equilibrium statistical mechanics, including the fluctuation-dissipation theorem, do not apply. We show for the first time…

Statistical Mechanics · Physics 2011-10-11 Valerio Lucarini , Stefania Sarno

Air pollution is a major driver of climate change. Anthropogenic emissions from the burning of fossil fuels for transportation and power generation emit large amounts of problematic air pollutants, including Greenhouse Gases (GHGs). Despite…

Machine Learning · Computer Science 2021-09-01 Linus Scheibenreif , Michael Mommert , Damian Borth