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Related papers: A noise-robust Multivariate Multiscale Permutation…

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We analyze the effects of noise on the permutation entropy of dynamical systems. We take as numerical examples the logistic map and the R\"ossler system. Upon varying the noise strengthfaster, we find a transition from an…

Data Analysis, Statistics and Probability · Physics 2015-09-30 C. Quintero-Quiroz , Simone Pigolotti , M. C. Torrent , Cristina Masoller

The majority of available numerical algorithms for interfacial two-phase flows either treat both fluid phases as incompressible (constant density) or treat both phases as compressible (variable density). This presents a limitation for the…

Computational Physics · Physics 2022-01-20 Fabian Denner , Berend van Wachem

In this study, we investigate the appeared complexity of two-phase flow (air/water) in a heterogeneous soil where the supposed porous media is non-deformable media which is under the timedependent gas pressure. After obtaining of governing…

Computational Engineering, Finance, and Science · Computer Science 2010-09-01 Hamed O. Ghaffari

We propose a graph spectral representation of time series data that 1) is parsimoniously encoded to user-demanded resolution; 2) is unsupervised and performant in data-constrained scenarios; 3) captures event and event-transition structure…

Machine Learning · Statistics 2019-10-11 Lihan Yao , Paul Bendich

A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips, and enables the evolution of…

Data Analysis, Statistics and Probability · Physics 2012-08-09 Tomislav Stankovski , Andrea Duggento , Peter V. E. McClintock , Aneta Stefanovska

The Phase-Field Method (PFM) is employed to simulate two-phase flows with the fully-coupled Cahn-Hilliard-Navier-Stokes (CHNS) equations governing the temporal evolution. The methodology minimizes the total energy functional, accounting for…

Sensor signals acquired in the industrial process contain rich information which can be analyzed to facilitate effective monitoring of the process, early detection of system anomalies, quick diagnosis of fault root causes, and intelligent…

Signal Processing · Electrical Eng. & Systems 2020-05-27 Feng Ye , Zhijie Xia , Min Dai , Zhisheng Zhang

We develop a framework for constructing mixed multiscale finite volume methods for elliptic equations with multiple scales arising from flows in porous media. Some of the methods developed using the framework are already known…

Numerical Analysis · Mathematics 2012-08-20 Lijian Jiang , Ilya D. Mishev

Generating synthetic financial time series data that accurately reflects real-world market dynamics holds tremendous potential for various applications, including portfolio optimization, risk management, and large scale machine learning. We…

Mathematical Finance · Quantitative Finance 2025-11-05 Chung I Lu , Julian Sester

The recent extension of permutation entropy and its derivatives to graph signals has opened up new horizons for the analysis of complex, high-dimensional systems evolving on networks. However, these measures are all fundamentally rooted in…

Signal Processing · Electrical Eng. & Systems 2026-04-08 Mei-San Maggie Lei , John Stewart Fabila Carrasco , Javier Escudero

We present a multivariate Gaussian process regression approach for parameter field reconstruction based on the field's measurements collected at two different scales, the coarse and fine scales. The proposed approach treats the parameter…

Methodology · Statistics 2018-04-19 David A. Barajas-Solano , Alexandre M. Tartakovsky

Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…

Methodology · Statistics 2015-12-03 Chee Chun Gan , Gerard Learmonth

We present a sparse sensing framework based on Dynamic Mode Decomposition (DMD) to identify flow regimes and bifurcations in large-scale thermo-fluid systems. Motivated by real-time sensing and control of thermal-fluid flows in buildings…

Dynamical Systems · Mathematics 2017-06-26 Boris Kramer , Piyush Grover , Petros Boufounos , Mouhacine Benosman , Saleh Nabi

We consider in this paper a challenging problem of simulating fluid flows, in complex multiscale media possessing multi-continuum background. As an effort to handle this obstacle, model reduction is employed. In \cite{rh2}, homogenization…

Numerical Analysis · Mathematics 2022-05-31 Jun Sur Richard Park , Siu Wun Cheung , Tina Mai , Viet Ha Hoang

The assumption of using a static graph to represent multivariate time-varying signals oversimplifies the complexity of modeling their interactions over time. We propose a Dynamic Multi-hop model that captures dynamic interactions among…

Signal Processing · Electrical Eng. & Systems 2024-11-26 Yi Yan , Fengfan Zhao , Ercan Engin Kuruoglu

A scheme is presented to extract detailed dynamical signatures from successive measurements of complex systems. Relative entropy based time series tools are used to quantify the gain in predictive power of increasing past knowledge. By…

Data Analysis, Statistics and Probability · Physics 2008-12-31 Nick S. Jones

Empirical Mode Decomposition(EMD) is an adaptive data analysis technique for analyzing nonlinear and nonstationary data[1]. EMD decomposes the original data into a number of Intrinsic Mode Functions(IMFs)[1] for giving better physical…

Methodology · Statistics 2016-01-27 Sumit Kumar Ram , Marta Molinas

The usage of multilayer complex networks for the analysis of correlations among environmental variables (such as O3 and NO2 concentrations from the photochemical smog) is investigated in this work. The mentioned technique is called…

Atmospheric and Oceanic Physics · Physics 2023-11-21 R. Carmona-Cabezas , J. Gomez-Gomez , A. B. Ariza-Villaverde , E. Gutierrez de Rave , F. J. Jimenez-Hornero

Despite extensive research, time series classification and forecasting on noisy data remain highly challenging. The main difficulties lie in finding suitable mathematical concepts to describe time series and effectively separate noise from…

Machine Learning · Computer Science 2024-11-26 Chandrajit Bajaj , Minh Nguyen

Multiscale problems can usually be approximated through numerical homogenization by an equation with some effective parameters that can capture the macroscopic behavior of the original system on the coarse grid to speed up the simulation.…

Numerical Analysis · Mathematics 2024-06-21 Fan Wang , Yating Wang , Wing Tat Leung , Zongben Xu