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This paper develops a dynamic factor model in which common level and volatility factors evolve jointly, allowing conditional means and variances to interact endogenously within a large-information setting. The joint evolution of these…

Econometrics · Economics 2026-04-07 Haroon Mumtaz , Sofia Velasco

For high contrast imaging systems, the time delay is one of the major limiting factors for the performance of the extreme adaptive optics (AO) sub-system and, in turn, the final contrast. The time delay is due to the finite time needed to…

Instrumentation and Methods for Astrophysics · Physics 2019-04-08 Maaike van Kooten , Niek Doelman , Matthew Kenworthy

Chaos is an inherently dynamical phenomenon traditionally studied for trajectories that are either permanently erratic or transiently influenced by permanently erratic ones lying on a set of measure zero. The latter gives rise to the final…

Chaotic Dynamics · Physics 2013-11-12 Adilson E. Motter , Marton Gruiz , Gyorgy Karolyi , Tamas Tel

Chaotic dynamical systems with two or more attractors lying on invariant subspaces may, provided certain mathematical conditions are fulfilled, exhibit intermingled basins of attraction: Each basin is riddled with holes belonging to basins…

The upsetting consequences of weather conditions are well known to any person involved in air transportation. Still the quantification of how these disturbances affect delay propagation and the effectiveness of managers and pilots…

Physics and Society · Physics 2013-08-05 Pablo Fleurquin , José J. Ramasco , Victor M. Eguiluz

Results are presented on the performance of Adaptive Neuro-Fuzzy Inference system (ANFIS) for wind velocity forecasts in the Isthmus of Tehuantepec region in the state of Oaxaca, Mexico. The data bank was provided by the meteorological…

Artificial Intelligence · Computer Science 2012-12-13 Ernesto Cortés Pérez , Ignacio Algredo-Badillo , Víctor Hugo García Rodríguez

As the parameters of a map are varied an attractor may vary continuously in the Hausdorff metric. The purpose of this paper is to explore the continuation of chaotic attractors. We argue that this is not a helpful concept for smooth…

Dynamical Systems · Mathematics 2019-07-01 Paul A. Glendinning , David J. W. Simpson

We propose a comprehensive framework able to address both the predictability of the first and of the second kind for high-dimensional chaotic models. For this purpose, we analyse the properties of a newly introduced multistable climate toy…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Maximilian Gelbrecht , Valerio Lucarini , Niklas Boers , Jürgen Kurths

Hyperchaos is distinguished from chaos by the presence of at least two positive Lyapunov exponents instead of just one in dynamical systems. A general scenario is presented here that shows emergence of hyperchaos with a sudden large…

Adaptation and Self-Organizing Systems · Physics 2022-09-13 S. Leo Kingston , Tomasz Kapitaniak , Syamal K. Dana

Accurately predicting water table dynamics is vital for sustaining groundwater resources that support ecological functions and anthropogenic activities. This study evaluates a statistical model (BigVAR) that handles three major…

Applications · Statistics 2024-12-03 Alokesh Manna , Sushant Mehan , Devendra M. Amatya

Extreme precipitation shows non-stationary behavior over time, but also with respect to other large-scale variables. While this effect is often neglected, we propose a model including the influence of North Atlantic Oscillation, time,…

Atmospheric and Oceanic Physics · Physics 2022-11-09 Felix S. Fauer , Henning W. Rust

This study examines the decay of Hurricane Melissa (2025) as the storm crossed the mountainous terrain of Jamaica, focusing on changes in inner-core energetics. Using NOAA P-3 reconnaissance observations near the 700 hPa level, integrated…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Michael Igbinoba

Modelling the intermittency of wind speed has got significant relevance on many fields, including wind power generation and distribution. Most of the available modelling techniques assume the temporal fluctuations in the wind is stochastic…

Atmospheric and Oceanic Physics · Physics 2022-04-15 G V Drisya , Alex Thumba

A phenomenological model is presented for the quantitative description of individual solar cycles' features, such as onset, intensity, evolution, in terms of the number of M and X-class solar flares. The main elements of the model are the…

Solar and Stellar Astrophysics · Physics 2020-08-14 Eleni Petrakou

The Madden-Julian oscillation (MJO) is a tropical weather system having important influence in the tropics and beyond; however, many of its characteristics are poorly understood, including their initiation and completion. Here we define…

Atmospheric and Oceanic Physics · Physics 2023-04-26 Álvaro Corral , Mónica Minjares , Marcelo Barreiro

Analyzing big geophysical observational data collected by multiple advanced sensors on various satellite platforms promotes our understanding of the geophysical system. For instance, convolutional neural networks (CNN) have achieved great…

Computer Vision and Pattern Recognition · Computer Science 2020-10-29 Boyo Chen , Buo-Fu Chen , Yun-Nung Chen

The recent revolution in data-driven methods for weather forecasting has lead to a fragmented landscape of complex, bespoke architectures and training strategies, obscuring the fundamental drivers of forecast accuracy. Here, we demonstrate…

Considering deterministic classical lattice systems with continuous variables, we show that, if the initial conditions are sampled according to a probability distribution in which the dynamical variables are statistically independent, the…

Statistical Mechanics · Physics 2025-10-29 Nicolas Nessi , Peter Reimann

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…

Information Theory · Computer Science 2010-10-13 Maxim Raginsky

An impact of climate change is the increase in frequency and intensity of extreme precipitation events. However, confidently predicting the likelihood of extreme precipitation at seasonal scales remains an outstanding challenge. Here, we…

Machine Learning · Computer Science 2021-07-15 Daniel Salles Civitarese , Daniela Szwarcman , Bianca Zadrozny , Campbell Watson