Related papers: Analysis of delay correlation matrices
Comparing paleoclimate time series is complicated by a variety of typical features, including irregular sampling, age model uncertainty (e.g., errors due to interpolation between radiocarbon sampling points) and time uncertainty…
As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…
The dynamics of networks of interacting systems depends intricately on the interaction topology. When the dynamics is explored, generally the whole topology has to be considered. However, we show that there are certain mesoscale subgraphs…
By an inductive reasoning, and based on recent results of the joint moments of proper delay times of open chaotic systems for ideal coupling to leads, we obtain a general expression for the distribution of the partial delay times for an…
Distributed lag models (DLMs) express the cumulative and delayed dependence between pairs of time-indexed response and explanatory variables. In practical application, users of DLMs examine the estimated influence of a series of lagged…
Recent years have witnessed the surge of asynchronous parallel (async-parallel) iterative algorithms due to problems involving very large-scale data and a large number of decision variables. Because of asynchrony, the iterates are computed…
In this paper we employ methods from Statistical Mechanics to model temporal correlations in time series. We put forward a methodology based on the Maximum Entropy principle to generate ensembles of time series constrained to preserve part…
This is the first of two subsequent publications where the probability distribution of delay-times in scattering of wave packets is discussed. The probability distribution is expressed in terms of the on-shell scattering matrix, the…
We consider wave propagation in a complex structure coupled to a finite number $N$ of scattering channels, such as chaotic cavities or quantum dots with external leads. Temporal aspects of the scattering process are analysed through the…
Financial correlations play a central role in financial theory and also in many practical applications. From theoretical point of view, the key interest is in a proper description of the structure and dynamics of correlations. From…
The aim of this work is to make a survey on recent sufficient optimality conditions for optimal control problems with time delays in both state and control variables. The results are obtained by transforming delayed optimal control problems…
In most realistic models for quantum chaotic systems, the Hamiltonian matrices in unperturbed bases have a sparse structure. We study correlations in eigenfunctions of such systems and derive explicit expressions for some of the correlation…
The Empirical Mode Decomposition (EMD) provides a tool to characterize time series in terms of its implicit components oscillating at different time-scales. We apply this decomposition to intraday time series of the following three…
We study a network of coupled logistic maps whose interactions occur with a certain distribution of delay times. The local dynamics is chaotic in the absence of coupling and thus the network is a paradigm of a complex system. There are two…
We derive fidelity decay and parametric energy correlations for random matrix ensembles where time--reversal invariance of the original Hamiltonian is broken by the perturbation. Like in the case of a symmetry conserving perturbation a…
We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…
Cross-correlation analysis is a powerful tool for understanding the mutual dynamics of time series. This study introduces a new method for predicting the future state of synchronization of the dynamics of two financial time series. To this…
Complete chaotic synchronization of end lasers has been observed in a line of mutually coupled, time-delayed system of three lasers, with no direct communication between the end lasers. The present paper uses ideas from generalized…
Time-varying volatility is an inherent feature of most economic time-series, which causes standard correlation estimators to be inconsistent. The quadrant correlation estimator is consistent but very inefficient. We propose a novel…
In this paper we develop a novel hidden Markov graphical model to investigate time-varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and…