Related papers: Testing for explosive bubbles: a review
Model-based safety analysis approaches aim at finding critical failure combinations by analysis of models of the whole system (i.e. software, hardware, failure modes and environment). The advantage of these methods compared to traditional…
A new Bayesian significance test is adjusted for jump detection in a diffusion process. This is an advantageous procedure for temporal data having extreme valued outliers, like financial data, pluvial or tectonic forces records and others.
A basic assumption behind the inequalities used for testing noncontextual hidden variable models is that the observables measured on the same individual system are perfectly compatible. However, compatibility is not perfect in actual…
In the last years there has been a considerable increase in the availability of continuous sensor measurements in a wide range of application domains, such as Location-Based Services (LBS), medical monitoring systems, manufacturing plants…
Dependability is an umbrella concept that subsumes many key properties about a system, including reliability, maintainability, safety, availability, confidentiality, and integrity. Various dependability modeling techniques have been…
This paper examines the details of an inelastic collision when a bullet shoots a block vertically upward from below. With the assumption of constant interaction force between them, we obtain quantities of interest including the displacement…
We present in this paper an empirical framework motivated by the practitioner point of view on stability. The goal is to both assess clustering validity and yield market insights by providing through the data perturbations we propose a…
We use experiments to study the evolution of bubble clusters in a swarm of freely rising, deformable bubbles. A new machine learning-aided algorithm allows us to identify and track bubbles in clusters and measure the cluster lifetimes. The…
Runtime verification is a lightweight verification technique that complements model checking by analyzing system executions at runtime rather than exploring a complete system model in advance. It is particularly useful for partially…
The aim of this paper is to propose a methodology for testing general hypothesis in a Markovian setting with random sampling. A discrete Markov chain X is observed at random time intervals $\tau$ k, assumed to be iid with unknown…
The timing method, using either stellar pulsations or eclipse timing of close binaries as a clock, is proving to be an efficient way to detect planets around stars that have evolved beyond the red giant branch. In this article we present a…
During lab studies of text entry methods it is typical to observer very few errors in participants' typing - users tend to type very carefully in labs. This is a problem when investigating methods to support error awareness or correction as…
We propose a method to establish time reversal symmetry violation at future neutrino oscillation experiments in a largely model-independent way. We introduce a general parametrization of flavour transition probabilities which holds under…
Time series are ubiquitous in our data rich world. In what follows I will describe how ideas from dynamical systems and topological data analysis can be combined to gain insights from time-varying data. We will see several applications to…
Many time series exhibit changes both in level and in variability. Generally, it is more important to detect a change in the level, and changing or smoothly evolving variability can confound existing tests. This paper develops a framework…
Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…
In the presence of model risk, it is well-established to replace classical expected values by worst-case expectations over all models within a fixed radius from a given reference model. This is the "robustness" approach. We show that…
We present a new approach to studies of bubble dynamics in fluids. Relying on particle-based simulations, this method is general and suitable for cases where the commonly used perfect fluid description fails. We study expanding true vacuum…
Many systems rely on reliable timestamps to determine the time of a particular action or event. This is especially true in digital investigations where investigators are attempting to determine when a suspect actually committed an action.…
This paper discusses some aspects referring to the characterization and modelling of the resilience of distribution systems in the presence of heat waves. The aim is to identify the specific features that can lead to more detailed modelling…