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Time series and signals are attracting more attention across statistics, machine learning and pattern recognition as it appears widely in the industry especially in sensor and IoT related research and applications, but few advances has been…

Machine Learning · Computer Science 2018-08-15 Lu Liu , Zhiguang Wang

A hidden Markov process is a well known concept in information theory and is used for a vast range of applications such as speech recognition and error correction. We bridge between two disciplines, experimental physics and advanced…

Mesoscale and Nanoscale Physics · Physics 2015-06-24 Ido Kanter , Aviad Frydman , Asaf Ater

The dynamical behaviour of many-body systems is often richer than what can be anticipated from their static properties. Here we show that in closed quantum systems this becomes evident by considering time-integrated observables as order…

Statistical Mechanics · Physics 2013-06-14 James M. Hickey , Sam Genway , Igor Lesanovsky , Juan P. Garrahan

A powerful tool is developed for the characterization of chaotic signals. The approach is based on the symbolic encoding of time series (according to their ordinal patterns) combined with the ensuing characterization of the corresponding…

Chaotic Dynamics · Physics 2017-04-12 Antonio Politi

A practical and popular technique to extract the symbolic dynamics from experimentally measured chaotic time series is the threshold-crossing method, by which an arbitrary partition is utilized for determining the symbols. We address to…

Chaotic Dynamics · Physics 2009-10-31 Erik M. Bollt , Theodore Stanford , Ying-Cheng Lai , Karol Zyczkowski

Process Monitoring involves tracking a system's behaviors, evaluating the current state of the system, and discovering interesting events that require immediate actions. In this paper, we consider monitoring temporal system state sequences…

Machine Learning · Statistics 2018-07-11 Yihuang Kang , Vladimir Zadorozhny

We uncover a dynamical entanglement transition in a monitored quantum system that is heralded by a local order parameter. Classically, chaotic systems can be stochastically controlled onto unstable periodic orbits and exhibit controlled and…

Disordered Systems and Neural Networks · Physics 2022-08-10 Thomas Iadecola , Sriram Ganeshan , J. H. Pixley , Justin H. Wilson

The existence and search for thermodynamic phase transitions is of unfading interest. In this paper, we present numerical evidence of dynamical phase transitions occurring in boundary driven systems with a constrained integrated current. It…

Statistical Mechanics · Physics 2017-03-29 Ohad Shpielberg , Yaroslav Don , Eric Akkermans

Although classical spectral analysis is a natural approach to characterise linear systems, it cannot describe a chaotic dynamics. Here, we propose the ordinal spectrum, a method based on a spectral transformation of symbolic sequences, to…

Data Analysis, Statistics and Probability · Physics 2020-09-08 Mario Chavez , Johann H. Martinez

We consider the problem of change-point estimation of the instantaneous phase of an observed time series. Such change points, or phase shifts, can be markers of information transfer in complex systems; their analysis occurring in geology,…

Applications · Statistics 2014-01-17 William Marshall , Paul Marriott

The purpose of this study is to provide a new methodology of how one can consistently estimate a change-point in time series data. In contrast with previous studies, the suggested methodology employs only the empirical spectral density and…

Methodology · Statistics 2016-11-22 Gyorgy H. Terdik , Stergios B. Fotopoulos , Venkata K. Jandhyala

Thanks to recent experimental advances in simulating and detecting quantum dynamics with high precision and controllability, our understanding of the physics of monitored quantum systems has considerably deepened over the past decades. In…

Statistical Mechanics · Physics 2026-03-24 Ryusuke Hamazaki , Ken Mochizuki , Hisanori Oshima , Yohei Fuji

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

Chaotic Dynamics · Physics 2025-10-06 Chenyu Dong , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to…

Optimization and Control · Mathematics 2017-09-28 Alice Cleynen , Benoîte de Saporta

We treat the problem of characterizing in a systematic way the qualitative features of two-dimensional dynamical systems. To that end, we construct a representation of the topological features of phase portraits by means of diagrams that…

Chaotic Dynamics · Physics 2018-06-29 Javier Roulet , Gabriel B. Mindlin

Dissipative phase transitions in quantum systems have been largely studied under the so-called Markovian approximation, where the environments to which the systems are coupled are memoryless. Here, we present a generalization of the…

Quantum Physics · Physics 2024-10-28 Baptiste Debecker , John Martin , François Damanet

In many change point problems it is reasonable to assume that compared to a benchmark at a given time point $t_0$ the properties of the observed stochastic process change gradually over time for $t >t_0$. Often, these gradual changes are…

Methodology · Statistics 2025-04-23 Patrick Bastian , Holger Dette

A Markovian dichotomic system driven by a deterministic time-periodic force is analyzed in terms of the statistical properties of the switching events between the states. The consideration of the counting process of the switching events…

Statistical Mechanics · Physics 2009-11-10 Jesús Casado-Pascual , José Gómez-Ordóñez , M. Morillo