Related papers: Analysis of delay correlation matrices
We adopt the concept of the correlation matrix to study correlations among sequences of time-extended events occuring repeatedly at consecutive time-intervals. As an application we analyse the magnetoencephalography recordings obtained from…
This paper studies the link between the number of critical eigenvalues and the number of delays in certain classes of delay-differential equations. There are two main results. The first states that for k purely imaginary numbers which are…
Applying any strategy requires some knowledge about the past state of the system. Unfortunately in the case of economy collecting information is a difficult, expensive and time consuming process. Therefore the information about the system…
We consider networks of coupled maps where the connections between units involve time delays. We show that, similar to the undelayed case, the synchronization of the network depends on the connection topology, characterized by the spectrum…
We investigate the dynamics of an array of logistic maps coupled with random delay times. We report that for adequate coupling strength the array is able to synchronize, in spite of the random delays. Specifically, we find that the…
In this brief review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock…
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible…
We investigate synchronization between two unidirectionally linearly coupled chaotic non-identical time-delayed systems and show that parameter mismatches are of crucial importance to achieve synchronization. We establish that independent…
The Big Data analytics are a logical analysis of very large scale datasets. The data analysis enhances an organization and improve the decision making process. In this article, we present Airline Delay Analysis and Prediction to analyze…
This paper addresses how to calculate and interpret the time-delayed mutual information for a complex, diversely and sparsely measured, possibly non-stationary population of time-series of unknown composition and origin. The primary vehicle…
We advocate for the systematic use of a symmetrized definition of time delay in scattering theory. In two-body scattering processes, we show that the symmetrized time delay exists for arbitrary dilated spatial regions symmetric with respect…
We study the statistical properties of the time delay matrix $Q$ in the context of quantum transport through a chaotic cavity, in the absence of time-reversal invariance. First, we approach the problem from the point of view of random…
We apply a recently proposed method for the analysis of time series from systems with delayed feedback to experimental data generated by a CO_2 laser. The method is able to estimate the delay time with an error of the order of the sampling…
The dynamics of the equal-time cross-correlation matrix of multivariate financial time series is explored by examination of the eigenvalue spectrum over sliding time windows. Empirical results for the S&P 500 and the Dow Jones Euro Stoxx 50…
Statistical static timing analysis deals with the increasing variations in manufacturing processes to reduce the pessimism in the worst case timing analysis. Because of the correlation between delays of circuit components, timing model…
We present analytical investigation of exact lag synchronization between two unidirectionally coupled identical time delay systems with two characteristic delay times, where the delay time in the coupling is different from the delay time in…
Anticipated synchronisation occurs when a driven dynamical system synchronises with the future state of the driver system to which it is unidirectionally coupled. Previous theoretical and experimental studies have focused on setups with a…
We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…
Previously we showed how delay communication between globally coupled self-propelled agents causes new spatio-temporal patterns to arise when the delay coupling is fixed among all agents \cite{Forgoston08}. In this paper, we show how…
We study the impact of competing time delays in coupled stochastic synchronization and coordination problems. We consider two types of delays: transmission delays between interacting elements and processing, cognitive, or execution delays…