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We propose a new framework for measuring connectedness among financial variables that arises due to heterogeneous frequency responses to shocks. To estimate connectedness in short-, medium-, and long-term financial cycles, we introduce a…

Methodology · Statistics 2017-12-20 Jozef Barunik , Tomas Krehlik

In this paper, we study robustness of input metering policies in dynamic flow networks in the presence of transient disturbances and attacks. We consider a compartmental model for dynamic flow networks with a First-In-First-Out (FIFO)…

Optimization and Control · Mathematics 2022-03-16 Saber Jafarpour , Samuel Coogan

We present a framework based on spectral graph theory that captures the interplay among network topology, system inertia, and generator and load damping in determining the overall grid behavior and performance. Specifically, we show that…

Systems and Control · Computer Science 2018-08-07 Linqi Guo , Changhong Zhao , Steven H. Low

Dynamic networks models describe a growing number of important scientific processes, from cell biology and epidemiology to sociology and finance. There are many aspects of dynamical networks that require statistical considerations. In this…

Methodology · Statistics 2012-05-15 E. C. Wit , A. Abbruzzo

There is a deep and interesting connection between the topological properties of a graph and the behaviour of the dynamical system defined on it. We analyse various kind of graphs, with different contrasting connectivity or degree…

Combinatorics · Mathematics 2017-05-01 Barbara Giunti , Vincenzo Perri

Distribution grids constitute complex networks of lines often times reconfigured to minimize losses, balance loads, alleviate faults, or for maintenance purposes. Topology monitoring becomes a critical task for optimal grid scheduling.…

Optimization and Control · Mathematics 2017-07-24 Guido Cavraro , Vassilis Kekatos , Sriharsha Veeramachaneni

Dynamic functional connectivity is an effective measure for the brain's responses to continuous stimuli. We propose an inferential method to detect the dynamic changes of brain networks based on time-varying graphical models. Whereas most…

Applications · Statistics 2020-06-23 Dingjue Ji , Junwei Lu , Yiliang Zhang , Hongyu Zhao , Siyuan Gao

The issue of synchronization in the power grid is receiving renewed attention, as new energy sources with different dynamics enter the picture. Global metrics have been proposed to evaluate performance and analyzed under highly simplified…

Systems and Control · Computer Science 2019-05-20 Fernando Paganini , Enrique Mallada

Declines in cost and concerns about the environmental impact of traditional generation have boosted the penetration of renewables and non-conventional distributed energy resources into the power grid. The intermittent availability of these…

Systems and Control · Electrical Eng. & Systems 2022-03-10 Priyank Srivastava , Patricia Hidalgo-Gonzalez , Jorge Cortes

In the data-based setting, analysis and control design of dynamical systems using measured data are typically based on overlapping trajectory segments of the input and output variables. This could lead to complex designs because the system…

Systems and Control · Electrical Eng. & Systems 2025-01-23 Yitao Yan , Jie Bao , Biao Huang

Understanding the impact of grid-following (GFL) converters on system frequency dynamics is crucial, from both the center of inertia (COI) and frequency spatial variation perspectives. Part I of this series clarifies the mechanisms by which…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Jiahao Liu , Cheng Wang , Tianshu Bi

The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…

Numerical Analysis · Mathematics 2013-10-30 Ting Gao , Jinqiao Duan , Xiaofan Li

This paper proposes a novel formulation of effective regional inertia that explicitly accounts for both system topology and the spatial distribution of inertia. Unlike traditional approaches that model a region as an aggregated machine with…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Bruno Pinheiro , Joe H. Chow , Federico Milano , Daniel Dotta

Most generally, dynamic functional connectivity (FC) refers to the non-instantaneous couplings across timeseries from a set of brain areas, here as measured by fMRI. This is in contrast to static FC, which is defined as purely instantaneous…

Neurons and Cognition · Quantitative Biology 2023-01-10 Christine Ahrends , Diego Vidaurre

Human brain functional connectivity (FC) is often measured as the similarity of functional MRI responses across brain regions when a brain is either resting or performing a task. This paper aims to statistically analyze the dynamic nature…

Computer Vision and Pattern Recognition · Computer Science 2024-10-30 Mengyu Dai , Zhengwu Zhang , Anuj Srivastava

The increasing penetration of renewable energy leads to a continuous reduction in system inertia, for which conventional synchronization criteria based solely on frequency consistency can no longer accurately capture the coupled dynamics of…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Yusen Wei , Lan Tang , Peidong Li

The increasing penetration of converter-based renewable generation has resulted in faster frequency dynamics, and low and variable inertia. As a result, there is a need for frequency control methods that are able to stabilize a disturbance…

Systems and Control · Electrical Eng. & Systems 2024-06-13 Jie Feng , Manasa Muralidharan , Rodrigo Henriquez-Auba , Patricia Hidalgo-Gonzalez , Yuanyuan Shi

The increasing penetration of distributed energy resources poses numerous reliability issues to the urban distribution grid. The topology estimation is a critical step to ensure the robustness of distribution grid operation. However, the…

Machine Learning · Statistics 2018-09-14 Yizheng Liao , Yang Weng , Guangyi Liu , Ram Rajagopal

Many dynamical systems can be described in terms of structured flows combining source/sink behavior, cyclic dynamics, and topology-constrained transport. These features arise across a wide range of domains, including physical, engineered,…

Data Analysis, Statistics and Probability · Physics 2026-05-19 Diego Casadei

Recent studies on analyzing dynamic brain connectivity rely on sliding-window analysis or time-varying coefficient models which are unable to capture both smooth and abrupt changes simultaneously. Emerging evidence suggests state-related…

Applications · Statistics 2019-07-04 Chee-Ming Ting , Hernando Ombao , S. Balqis Samdin , Sh-Hussain Salleh