Related papers: Analysis of delay correlation matrices
Networks where each node has one or more associated numerical values are common in applications. This work studies how summary statistics used for the analysis of spatial data can be applied to non-spatial networks for the purposes of…
Linear stability of synchronized states in networks of delay-coupled oscillators depends on the type of interaction, the network and oscillator properties. For inert oscillator response, found ubiquitously from biology to engineering,…
Computer network tends to be subjected to the proliferation of mobile demands and increasingly multifarious, therefore it poses a great challenge to guarantee the quality of network service. By designing the model according to different…
This paper is concerned with the spectral properties of matrices associated with linear filters for the estimation of the underlying trend of a time series. The interest lies in the fact that the eigenvectors can be interpreted as the…
Correlated time series are time series that, by virtue of the underlying process to which they refer, are expected to influence each other strongly. We introduce a novel approach to handle such time series, one that models their interaction…
Active agents with time-delayed interactions arise naturally in various real-world systems, such as biological systems, transportation networks and robotic swarms. Such systems are typically modeled as Delay Differential Equations (DDEs)…
A parameterization that is a modified version of a previous work is proposed for the returns and correlation matrix of financial time series and its properties are studied. This parameterization allows easy introduction of non-stationarity…
For the purpose of elucidating the correlation among currencies, we analyze daily and high-resolution data of foreign exchange rates. There is strong correlation for pairs of currencies of geographically near countries. We show that there…
Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…
In this paper, an extension of the generalized free matrix based inequality is introduced in a unified form suitable for the estimation of integrals and sums of quadratic functions. The equivalences of several known variants are shown,…
This paper deals with adaptive synchronization of chaos in the presence of time-varying communication-delays. We consider two bidirectionally coupled systems that seek to synchronize through a signal that each system sends to the other one…
In this paper we use wavelet concepts to show that correlation coefficient between two financial data's is not constant but varies with scale from high correlation value to strongly anti-correlation value This studies is important because…
A stochastic analysis of financial data is presented. In particular we investigate how the statistics of log returns change with different time delays $\tau$. The scale dependent behaviour of financial data can be divided into two regions.…
Many scientific prediction problems have spatiotemporal data- and modeling-related challenges in handling complex variations in space and time using only sparse and unevenly distributed observations. This paper presents a novel deep…
When building linear or nonlinear models one is faced with the problem of selecting the best set of variable with which to predict the future dynamics. In nonlinear time series analysis the problem is to select the correct time delays in…
In this work, we consider the problem of synchronizing two sets of data where the size of the symmetric difference between the sets is small and, in addition, the elements in the symmetric difference are related through the Hamming distance…
We study the effects of nonzero time delays in stochastic synchronization problems with linear couplings in complex networks. We consider two types of time delays: transmission delays between interacting nodes and local delays at each node…
Spatial data display correlation between observations collected at neighboring locations. Generally, machine and deep learning methods either do not account for this correlation or do so indirectly through correlated features and thereby…
Real-world systems can be strongly influenced by time delays occurring in self-coupling interactions, due to unavoidable finite signal propagation velocities. When the delays become significantly long, complicated high-dimensional phenomena…
Within a random matrix theory approach, we obtain spectral statistics of the Wigner time delay matrix $Q$, for arbitrary channels number $M$ and for all symmetry classes, in fact for general Dyson parameter $\beta$. We also put forth two…