Related papers: A Brief Discussion on the Crossovers in Detrended …
This tutorial is designed to clarify a few misconceptions in the field of ultrafast optics. (1) Analytic signal that underlies the complex-conjugate decomposition of the field is discussed, as well as the misunderstanding between…
We study the properties of memory of a financial time series adopting two different methods of analysis, the detrended fluctuation analysis (DFA) and the analysis of the power spectrum (PSA). The methods are applied on three time series:…
We illustrate the efficacy of a discrete wavelet based approach to characterize fluctuations in non-stationary time series. The present approach complements the multi-fractal detrended fluctuation analysis (MF-DFA) method and is quite…
Transformer models have become increasingly popular in financial applications, yet their potential risk making and biases remain under-explored. The purpose of this work is to audit the reliance of the model on volatile data for…
It is the purpose of the paper to describe the virtues of time-frequency methods for signal processing applications, having astronomical time series in mind. Different methods are considered and their potential usefulness respectively…
Under some assumptions, an analytic expression for the transmission spectrum can be obtained, which can form the basis of atmospheric retrievals and allows insight on the degeneracies involved. In this Research Note we present an…
The possibility that price dynamics is affected by its distance from a moving average has been recently introduced as new statistical tool. The purpose is to identify the tendency of the price dynamics to be attractive or repulsive with…
Electric field variations that appear before rupture have been recently studied by employing the detrended fluctuation analysis (DFA) as a scaling method to quantify long-range temporal correlations. These studies revealed that seismic…
Statistical inference is central to many scientific endeavors, yet how it works remains unresolved. Answering this requires a quantitative understanding of the intrinsic interplay between statistical models, inference methods and data…
This paper is an effort to evaluate the numerical indices for the assessment of the frequency response analysis (FRA) to provide a deeper understanding of their characteristics. The study introduces the indices in the literature and…
Change detection has been a hotspot in remote sensing technology for a long time. With the increasing availability of multi-temporal remote sensing images, numerous change detection algorithms have been proposed. Among these methods, image…
Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…
The most recent theoretical and experimental results in the field of diffractive scattering are reviewed. A parallel between the two current theoretical approaches to diffraction, the DIS picture in the Breit frame and the dipole picture in…
Weighted averaged finite difference methods for solving fractional diffusion equations are discussed and different formulae of the discretization of the Riemann-Liouville derivative are considered. The stability analysis of the different…
In this study the general formula for differential and integral operations of fractional calculus via fractal operators by the method of cumulative diminution and cumulative growth is obtained. The under lying mechanism in the success of…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
This paper presents a transient forward harmonic adjoint sensitivity analysis (TFHA), which is a combination of a transient forward circuit analysis with a harmonic balance based adjoint sensitivity analysis. TFHA provides sensitivities of…
Local Fourier analysis is a commonly used tool to assess the quality and aid in the construction of geometric multigrid methods for translationally invariant operators. In this paper we automate the process of local Fourier analysis and…
Diffusion models have led to significant advancements in generative modelling. Yet their widespread adoption poses challenges regarding data attribution and interpretability. In this paper, we aim to help address such challenges in…
With the advance of modern technology, more and more data are being recorded continuously during a time interval or intermittently at several discrete time points. They are both examples of "functional data", which have become a prevailing…