Related papers: Testing For Nonlinearity Using Redundancies: Quant…
In this paper, we introduce a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.…
A framework is developed using techniques from rate distortion theory in statistical testing. The idea is first to do optimal compression according to a certain distortion function and then use information divergence from the compressed…
In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…
We propose a new statistical test to identify non-stationary frequency-modulated stochastic processes from time series data. Our method uses the instantaneous phase as a discriminatory statistics with reliable critical values derived from…
Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…
We investigate practical algorithms to find or disprove the existence of small subsets of a dataset which, when removed, reverse the sign of a coefficient in an ordinary least squares regression involving that dataset. We empirically study…
Spatio-temporal covariances are important for describing the spatio-temporal variability of underlying random processes in geostatistical data. For second-order stationary processes, there exist subclasses of covariance functions that…
Redundancy mechanisms consist in sending several copies of a same job to a subset of servers. It constitutes one of the most promising ways to exploit diversity in multiservers applications. However, its pros and cons are still not…
Permutation testing in linear models, where the number of nuisance coefficients is smaller than the sample size, is a well-studied topic. The common approach of such tests is to permute residuals after regressing on the nuisance covariates.…
The problem of testing for the parametric form of the conditional variance is considered in a fully nonparametric regression model. A test statistic based on a weighted $L_2$-distance between the empirical characteristic functions of…
Hypothesis testing procedures are developed to assess linear operator constraints in function-on-scalar regression when incomplete functional responses are observed. The approach enables statistical inferences about the shape and other…
We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an…
A common assumption in the spatial analysis of agricultural field trials is stationarity. In practice, however, this assumption is often violated due to unaccounted field effects. For instance, in plant breeding field trials, this can lead…
The classical stability margin analysis based on the linearized model is widely used in practice even in nonlinear systems. Although linear analysis techniques are relatively standard and have simple implementation structures, they are…
In this paper, we establish an iterative data-driven approach to derive guaranteed bounds on nonlinearity measures of unknown nonlinear systems. In this context, nonlinearity measures quantify the strength of the nonlinearity of a dynamical…
The paper describes the application of some numerical techniques to analyze and to characterize the observed dynamical behaviour of fluidized bed systems. The preliminary results showed clearly that the dynamics of the considered process…
An approach is proposed to determine structural shift in time-series assuming non-linear dependence of lagged values of dependent variable. Copulas are used to model non-linear dependence of time series components.
Assessment of the degree of boundedness/stability of multidimensional nonlinear systems with time-dependent and nonperiodic coefficients is an important problem in various applied areas which has no adequate resolution yet. Most of the…
The degree of static indeterminacy and its spatial distribution characterize load-bearing structures independent of a specific load case. The redundancy matrix stores the distribution of the static indeterminacy on its main diagonal, and…
The content of this contribution is based on the course on numerical analysis techniques for non-linear dynamics. After introducing basic concepts as the visual analysis of trajectories in phase space and the importance of the nature of…