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We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in…

Statistical Mechanics · Physics 2009-11-07 Jan W. Kantelhardt , Eva Koscielny-Bunde , Henio H. A. Rego , Shlomo Havlin , Armin Bunde

We use the Detrended Cross-Correlation Analysis (DCCA) to investigate the influence of sun activity represented by sunspot numbers on one of the climate indicators, specifically rivers, represented by river flow fluctuation for Daugava,…

Data Analysis, Statistics and Probability · Physics 2015-03-13 S. Hajian , M. Sadegh Movahed

Plastic deformation of crystalline and amorphous matter often involves intermittent local strain burst events. To understand the physical background of the phenomenon a minimal stochastic mesoscopic model was introduced, where…

Materials Science · Physics 2017-02-15 Péter Dusán Ispánovity , Dániel Tüzes , Péter Szabó , Michael Zaiser , István Groma

DC microgrids are prone to small-signal instabilities due to the presence of tightly regulated loads. This paper develops a decentralized stability certificate which is capable of certifying the small-signal stability of an islanded DC…

Systems and Control · Electrical Eng. & Systems 2021-07-09 Samuel Chevalier , Federico Martin Ibanez , Kathleen Cavanagh , Konstantin Turitsyn , Luca Daniel , Petr Vorobev

Plastic deformation of heterogeneous solid structures is often characterized by random intermittent local plastic events. On the mesoscale this feature can be represented by a spatially fluctuating local yield threshold. Here we study the…

Statistical Mechanics · Physics 2023-02-16 Dénes Berta , Gábor Péterffy , Péter Dusán Ispánovity

Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Zhi Chen , Plamen Ch. Ivanov , Kun Hu , H. Eugene Stanley

We study a sparse negative binomial regression (NBR) for count data by showing the non-asymptotic advantages of using the elastic-net estimator. Two types of oracle inequalities are derived for the NBR's elastic-net estimates by using the…

Machine Learning · Statistics 2022-01-11 Huiming Zhang , Jinzhu Jia

This work presents a distributed method for control centers to monitor the operating condition of a power network, i.e., to estimate the network state, and to ultimately determine the occurrence of threatening situations. State estimation…

Optimization and Control · Mathematics 2011-07-13 Fabio Pasqualetti , Ruggero Carli , Francesco Bullo

Stability is an important characteristic of network models that has implications for other desirable aspects such as controllability. The stability of a Boolean network depends on various factors, such as the topology of its wiring diagram…

Chaotic Dynamics · Physics 2024-07-09 Karthik Chandrasekhar , Claus Kadelka , Reinhard Laubenbacher , David Murrugarra

A new method for stability assessment of inverter-based microgrids is presented in this paper. It leverages the notion of critical clusters -- a localized group of inverters with parameters having the highest impact on the system stability.…

Systems and Control · Electrical Eng. & Systems 2020-07-21 Andrey Gorbunov , Petr Vorobev , Jimmy Chih-Hsien Peng

Maximum spanning tree (MST) is a popular tool in market network analysis. Large number of publications are devoted to the MST calculation and it's interpretation for particular stock markets. However, much less attention is payed in the…

Statistical Finance · Quantitative Finance 2022-06-01 V. A. Kalyagin , A. P. Koldanov , P. A. Koldanov

Complex networks can model the structure and dynamics of different types of systems. It has been shown that they are characterized by a set of measures. In this work, we evaluate the variability of complex networks measures face to…

Physics and Society · Physics 2015-06-22 Raquel Cabral , Alejandro Frery , Jaime Ramírez

The calculation of disconnected diagram contributions to physical signals is a computationally expensive task in Lattice QCD. To extract the physical signal, the trace of the inverse Lattice Dirac operator, a large sparse matrix, must be…

High Energy Physics - Lattice · Physics 2022-12-09 Travis Whyte , Andreas Stathopoulos , Eloy Romero , Kostas Orginos

In this paper, we propose a novel statistic of networks, the normalized clustering coefficient, which is a modified version of the clustering coefficient that is robust to network size, network density and degree heterogeneity under…

Social and Information Networks · Computer Science 2019-08-02 Ting Li , Xianshi Yu , Bing-Yi Jing

We propose a new unbiased threshold for network analysis named the Cluster-Span Threshold (CST). This is based on the clustering coefficient, C, following logic that a balance of `clustering' to `spanning' triples results in a useful…

Neurons and Cognition · Quantitative Biology 2016-04-11 Keith Smith , Hamed Azami , Mario A. Parra , John M. Starr , Javier Escudero

The integration of various power sources, including renewables and electric vehicles, into smart grids is expanding, introducing uncertainties that can result in issues like voltage imbalances, load fluctuations, and power losses. These…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Qi Li , Ye Shi , Yuning Jiang , Yuanming Shi , Haoyu Wang , H. Vincent Poor

The level of systemic risk in economic and financial systems is strongly determined by the structure of the underlying networks of interdependent entities that can propagate shocks and stresses. Since changes in network structure imply…

Here we propose a method, based on detrended covariance which we call detrended cross-correlation analysis (DXA), to investigate power-law cross-correlations between different simultaneously-recorded time series in the presence of…

Statistical Finance · Quantitative Finance 2009-11-13 Boris Podobnik , H. Eugene Stanley

In a highly interdependent economic world, the nature of relationships between financial entities is becoming an increasingly important area of study. Recently, many studies have shown the usefulness of minimal spanning trees (MST) in…

Statistical Finance · Quantitative Finance 2013-08-19 Zeyu Zheng , Kazuko Yamasaki , Joel N. Tenenbaum , H. Eugene Stanley

In high-renewable power systems, active-power disturbances are becoming larger and exhibit increasingly diverse time scales, which complicates frequency stability assessment under unanticipated events. This paper presents a response-based…

Systems and Control · Electrical Eng. & Systems 2025-11-27 Jinhui Chen , Huadong Sun , Ping Wu , Baocai Wang , Bing Zhao