Related papers: Ordinal language of antipersistent binary walks
We present a statistical analysis of music scores from different composers using detrended fluctuation analysis. We find different fluctuation profiles that correspond to distinct auto-correlation structures of the musical pieces. Further,…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…
We study the distribution of resistance fluctuations of conducting thin films with different levels of internal disorder. The film is modeled as a resistor network in a steady state determined by the competition between two biased…
Guessing random additive noise decoding (GRAND) is a universal decoding paradigm that decodes by repeatedly testing error patterns until identifying a codeword, where the ordering of tests is generated by the received channel values. On one…
As a new method for detecting change-points in high-resolution time series, we apply Maximum Mean Discrepancy to the distributions of ordinal patterns in different parts of a time series. The main advantage of this approach is its…
We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…
We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…
This paper presents the theory and key experimental findings for an investigation into the generation of bimodal resonance (frequency splitting) phenomena in mutually over-coupled inductive sensors, and its exploitation to evaluate relative…
We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative weights in a given time series. Two different tools have been advanced in the literature to such effect, namely, i) the…
In this paper, we propose a progressive Bayesian procedure, where the measurement information is continuously included into the given prior estimate (although we perform observations at discrete time steps). The key idea is to derive a…
Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…
We derive the first two moments of generic positive stochastic functionals in terms of the one- and two-time probability density functions of the underlying random walk, and we prove ergodicity of observables in stationary random walks.…
While quantitative methods have been used to examine changes in word usage in books, studies have focused on overall trends, such as the shapes of narratives, which are independent of book length. We instead look at how words change over…
The recent wide adoption of Electronic Medical Records (EMR) presents great opportunities and challenges for data mining. The EMR data is largely temporal, often noisy, irregular and high dimensional. This paper constructs a novel ordinal…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
It is shown that a well-known theory of random stationary processes contain contradictions. Integral representations of correlation functions and random stationary processes are investigated further. The new method of struggle with…
This paper is dedicated to a robust ordinal method for learning the preferences of a decision maker between subsets. The decision model, derived from Fishburn and LaValle (1996) and whose parameters we learn, is general enough to be…
The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochastic ordinary differential equation driven…
We investigate the dynamics of labial constriction trajectories during the production of /b/ and /m/ in English and Mandarin. We find that, across languages and contexts, the ratio of instantaneous displacement to instantaneous velocity…
We develop methodology to detect structural breaks in the slope function of a concurrent functional linear regression model for functional time series in $C[0,1]$. Our test is based on a CUSUM process of regressor-weighted OLS residual…