Related papers: From time series to superstatistics
The so-called $\chi^{2}$-superstatistics of Beck and Cohen (BC) is employed to investigate the infinite-range Blume-Capel model, a well-known representative system displaying inequivalence of canonical and microcanonical phase diagrams.…
We present a new technique in order to quantify the dynamics of spatially extended systems. Using a test on the existence of unstable periodic orbits, we identify intermediate spatial scales, wherein the dynamics is characterized by maximum…
We develop a testing procedure for distinguishing between a long-range dependent time series and a weakly dependent time series with change-points in the mean. In the simplest case, under the null hypothesis the time series is weakly…
We present a method that models the evolution of an unbounded number of time series clusters by switching among an unknown number of regimes with linear dynamics. We develop a Bayesian non-parametric approach using a hierarchical Dirichlet…
Analysis of experimental data must sometimes deal with abrupt changes in the distribution of measured values. Setting upper limits on signals usually involves a veto procedure that excludes data not described by an assumed statistical…
The goal of this paper is two-fold: 1. We review classical and recent measures of serial extremal dependence in a strictly stationary time series as well as their estimation. 2. We discuss recent concepts of heavy-tailed time series,…
Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on statistics taking the form of a ratio over (some power of) the…
Let ${X_1,...,X_n}$ be i.i.d. random observations. Let $\mathbb{S}=\mathbb{L}+\mathbb{T}$ be a $U$-statistic of order $k\ge2$ where $\mathbb{L}$ is a linear statistic having asymptotic normal distribution, and $\mathbb{T}$ is a…
It is often necessary to compare the power spectra of two or more time series: one may, for instance, wish to estimate what the power spectrum of the combined data sets might have been, or one may wish to estimate the significance of a…
Characteristic scale is a notion that pervades the geophysical sciences, but it has no widely accepted precise definition. The wavelet transform decomposes a time series into coefficients that are associated with different scales. The…
In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…
We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…
In complex systems, crucial parameters are often subject to unpredictable changes in time. Climate, biological evolution and networks provide numerous examples for such non-stationarities. In many cases, improved statistical models are…
I give a highly selective overview of the way statistical mechanics explains the microscopic origins of the time asymmetric evolution of macroscopic systems towards equilibrium and of first order phase transitions in equilibrium. These…
Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic. We suggest an alternative…
Biological systems are typically highly open, non-equilibrium systems that are very challenging to understand from a statistical mechanics perspective. While statistical treatments of evolutionary biological systems have a long and rich…
The transitional and well-developed regimes of turbulent shear flows exhibit a variety of remarkable scaling laws that are only now beginning to be systematically studied and understood. In the first part of this article, we summarize…
We derive and study quasicanonical Gibbs distribution function which is characterized by the thermostat with finite number of particles (quasithermostat). We show that this naturally leads to Tsallis nonextensive statistics and…
Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in the other. Usual methods for causal discovery are not well…
In this work the significance of treating a set of measurements as a time series is being explored. Time Series Analysis (TSA) techniques, part of the Exploratory Data Analysis (EDA) approach, can provide much insight regarding the…