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This paper provides an overview of three notable approaches for detecting anomalies in spatio-temporal data. The three review methods are selected from the framework of multivariate statistical process control (SPC), scan statistics, and…

Methodology · Statistics 2023-09-19 Ji Chen

Permutation Entropy ($PE$) is a powerful nonlinear analysis technique for univariate time series. Recently, Permutation Entropy for Graph signals ($PEG$) has been proposed to extend PE to data residing on irregular domains. However, $PEG$…

Neurons and Cognition · Quantitative Biology 2024-01-17 John Stewart Fabila-Carrasco , Avalon Campbell-Cousins , Mario A. Parra-Rodriguez , Javier Escudero

Unevenly spaced time series are common in astronomy because of the day-night cycle, weather conditions, dependence on the source position in the sky, allocated telescope time, corrupt measurements, for example, or be inherent to the…

Instrumentation and Methods for Astrophysics · Physics 2014-02-03 Lorenzo Rimoldini

A perturbation method to analytically describe the dynamics of a classical spinning particle, based on the Mathisson-Papapetrou-Dixon (MPD) equations of motion, is presented. By a power series expansion with respect to the particle's spin…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Dinesh Singh

Classical Principal Component Analysis (PCA) approximates data in terms of projections on a small number of orthogonal vectors. There are simple procedures to efficiently compute various functions of the data from the PCA approximation. The…

Machine Learning · Statistics 2019-07-26 Guihong Wan , Crystal Maung , Haim Schweitzer

We investigate the role of a statistical complexity measure to assign equilibration in isolated quantum systems. While unitary dynamics preserve global purity, expectation values of observables often exhibit equilibration-like behavior,…

Quantum Physics · Physics 2025-08-14 Marcos G. Alpino , Tiago Debarba , Reinaldo O. Vianna , André T. Cesário

Periodic orbit theory is an effective tool for the analysis of classical and quantum chaotic systems. In this paper we extend this approach to stochastic systems, in particular to mappings with additive noise. The theory is cast in the…

chao-dyn · Physics 2009-10-31 Predrag Cvitanovic' , C. P. Dettmann , Ronnie Mainieri , Gabor Vattay

To determine the regular or chaotic nature of the orbits in dynamical systems can be quite an issue. In this article, following Vozikis et al. (2000), we propose a new tool, namely, the Power Spectrum Indicator (PSI), $\psi^2$, that enables…

Chaotic Dynamics · Physics 2018-08-02 Christos Vozikis , Konstantinos Kleidis , Stavros Papaioannou

In this work, we introduce metrics to evaluate the use of simplified time series in the context of interpretability of a TSC -- a Time Series Classifier. Such simplifications are important because time series data, in contrast to text and…

Machine Learning · Computer Science 2025-11-04 Brigt Håvardstun , Felix Marti-Perez , Cèsar Ferri , Jan Arne Telle

In a purely Keplerian picture, the anomalistic, draconitic and sidereal orbital periods of a test particle orbiting a massive body coincide with each other. Such a degeneracy is removed when a post-Keplerian perturbing acceleration enters…

General Relativity and Quantum Cosmology · Physics 2024-07-08 Lorenzo Iorio

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

Numerical Analysis · Computer Science 2018-01-08 Austin R. Benson , David F. Gleich , Lek-Heng Lim

Periodic and semi periodic patterns are very common in nature. In this paper we introduce a topological toolbox aiming in detecting and quantifying periodicity. The presented technique is of a general nature and may be employed wherever…

Algebraic Topology · Mathematics 2019-05-30 Paweł Dłotko , Wanling Qiu , Simon Rudkin

Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…

Probability · Mathematics 2016-10-12 Jeffrey J. Hunter

Approaches for mapping time series to networks have become essential tools for dealing with the increasing challenges of characterizing data from complex systems. Among the different algorithms, the recently proposed ordinal networks stand…

Data Analysis, Statistics and Probability · Physics 2019-10-15 Arthur A. B. Pessa , Haroldo V. Ribeiro

Real-world systems are often complex, dynamic, and nonlinear. Understanding the dynamics of a system from its observed time series is key to the prediction and control of the system's behavior. While most existing techniques tacitly assume…

Computation · Statistics 2015-05-19 Bing Wang , Jie Sun , Adilson E. Motter

The applicability of machine learning for predicting chaotic dynamics relies heavily upon the data used in the training stage. Chaotic time series obtained by numerically solving ordinary differential equations embed a complicated noise of…

Data Analysis, Statistics and Probability · Physics 2021-10-13 Igor A Khovanov

Ordinal Patterns are a time-series data analysis tool used as a preliminary step to construct the Permutation Entropy which itself allows the same characterization of dynamics as chaotic or regular as more theoretical constructs such as the…

Adaptation and Self-Organizing Systems · Physics 2021-02-24 I. Gunther , Arjendu K. Pattanayak , Andrés Aragoneses

This paper reviews the standard algorithm for converting spacecraft state vectors to Keplerian orbital elements with a focus on its computer implementation. It analyzes the shortcomings of the scheme as described in the literature, and…

Computational Physics · Physics 2024-12-30 Roberto Flores , Elena Fantino

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

The aim of this paper is to shed light on the analysis of non-stationary time series by means of the method of diffusion entropy. For this purpose, we first study the case when infinitely many time series, as different realizations of the…

Statistical Mechanics · Physics 2007-05-23 M. Virgilio , P. Grigolini