Related papers: On the Effect of Sampling-Time Jitter
The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…
Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…
We consider issues of time in automated trading strategies in simulated financial markets containing a single exchange with public limit order book and continuous double auction matching. In particular, we explore two effects: (i) reaction…
We propose a new approach for properly analyzing stochastic time series by mapping the dynamics of time series fluctuations onto a suitable nonequilibrium surface-growth problem. In this framework, the fluctuation sampling time interval…
Simulations are used to determine the effect of inertia on athermal shear of a two-dimensional binary Lennard-Jones glass. In the quasistatic limit, shear occurs through a series of rapid avalanches. The distribution of avalanches is…
We have measured the spectral correlations and intensity statistics of random lasing modes in weakly scattering systems, and compared them to those of the amplified spontaneous emission spikes. Their dramatic differences revealed the…
According to recent results, convergence in a prespecified or prescribed finite time can be achieved under extreme model uncertainty if control is applied continuously over time. This paper shows that this extreme amount of uncertainty…
In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem we aim to distinguish effects of the two types of dynamics from those depending on the choice of the wave packet. To isolate the former we introduce…
We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…
This paper addresses the problem of estimating multiplicative fault signals in linear time-invariant systems by processing its input and output variables, as well as designing an input signal to maximize the accuracy of such estimates. The…
We review recent progress in analysing wave scattering in systems with both intrinsic chaos and/or disorder and internal losses, when the scattering matrix is no longer unitary. By mapping the problem onto a nonlinear supersymmetric…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…
We investigate the transient times for the onset of control of steady states by time-delayed feedback. The optimization of control by minimising the transient time before control becomes effective is discussed analytically and numerically,…
Time delay is ubiquitous in many experimental and real-world situations. It is often unclear whether time delay plays a significant role in observed phenomena, and if it does, how long the time lag really is. This would be invaluable…
Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the…
Here we present our Python toolbox "MR. Estimator" to reliably estimate the intrinsic timescale from electrophysiologal recordings of heavily subsampled systems. Originally intended for the analysis of time series from neuronal spiking…
Discrete-time systems under aperiodic sampling may serve as a modeling abstraction for a multitude of problems arising in cyber-physical and networked control systems. Recently, model- and data-based stability conditions for such systems…
Considering the natural ventilation, the thermal behavior of buildings can be described by a linear time varying model. In this paper, we describe an implementation of model reduction of linear time varying systems. We show the consequences…
We examine the use of synchronization as a mechanism for extracting parameter and state information from experimental systems. We focus on important aspects of this problem that have received little attention previously, and we explore them…
High-precision pulsar timing observations are limited in their accuracy by the jitter noise that appears in the arrival time of pulses. Therefore, it is important to systematically characterise the amplitude of the jitter noise and its…