Related papers: Analysis of delay correlation matrices

Giving customers queue length information about a service system has the potential to influence the decision of a customer to join a queue. Thus, it is imperative for managers of queueing systems to understand how the information that they…

We compare correlations and coherent structures in nuclei and financial markets. In the nuclear physics part we review giant resonances which can be interpreted as a coherent structure embedded in chaos. With similar methods we investigate…

Long-term temporal correlations observed in event sequences of natural and social phenomena have been characterized by algebraically decaying autocorrelation functions. Such temporal correlations can be understood not only by heterogeneous…

Delayed interactions are a common property of coupled natural systems and therefore arise in a variety of different applications. For instance, signals in neural or laser networks propagate at finite speed giving rise to delayed…

We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…

A network of delay-coupled logistic maps exhibits two different synchronization regimes, depending on the distribution of the coupling delay times. When the delays are homogeneous throughout the network, the network synchronizes to a…

Complex network theory provides an elegant and powerful framework to statistically investigate different types of systems such as society, brain or the structure of local and long-range dynamical interrelationships in the climate system.…

We review the state of the art of clustering financial time series and the study of their correlations alongside other interaction networks. The aim of this review is to gather in one place the relevant material from different fields, e.g.…

We reveal a general explicit relation between the statistics of delay times in one-channel reflection from a mesoscopic sample of any spatial dimension and the statistics of the eigenfunction intensities in its closed counterpart. This…

Linear measures such as cross-correlation have been used successfully to determine time delays from the given processes. Such an analysis often precedes identifying possible causal relationships between the observed processes. The present…

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…

Multivariate spatial phenomena are ubiquitous, spanning domains such as climate, pandemics, air quality, and social economy. Cross-correlation between different quantities of interest at different locations is asymmetric in general. This…

At an unmanaged intersection, it is important to understand how much traffic delay may be caused as a result of microscopic vehicle interactions. Conventional traffic simulations that explicitly track these interactions are time-consuming.…

Using Random Matrix Theory one can derive exact relations between the eigenvalue spectrum of the covariance matrix and the eigenvalue spectrum of its estimator (experimentally measured correlation matrix). These relations will be used to…

The generation of synthetic data is receiving increasing attention from the scientific community, thanks to its ability to solve problems like data scarcity and privacy, and is starting to find applications in air transport. We here tackle…

Financial correlation matrices measure the unsystematic correlations between stocks. Such information is important for risk management. The correlation matrices are known to be ``noise dressed''. We develop a new and alternative method to…

This paper is a comprehensive study of a long observed phenomenon of increase in the stability margin and so the rate of convergence of a class of linear systems due to time delay. We use Lambert W function to determine (a) in what systems…

The correlation matrix is the key element in optimal portfolio allocation and risk management. In particular, the eigenvectors of the correlation matrix corresponding to large eigenvalues can be used to identify the market mode, sectors and…

We study the synchronization phenomena in a system of globally coupled oscillators with time delay in the coupling. The self-consistency equations for the order parameter are derived, which depend explicitly on the amount of delay. Analysis…

The mutual information characterizes correlations between spatially separated regions of a system. Yet, in experiments we often measure dynamical correlations, which involve probing operators that are also separated in time. Here, we…