Related papers: Beyond Intermittency: Erraticity
The maximum entropy ansatz, as it is often invoked in the context of time-series analysis, suggests the selection of a power spectrum which is consistent with autocorrelation data and corresponds to a random process least predictable from…
This contribution addresses the question commonly asked in scientific literature about the sources of multifractality in time series. Two primary sources are typically considered. These are temporal correlations and heavy tails in the…
Multiple imputation (MI) inference handles missing data by imputing the missing values $m$ times, and then combining the results from the $m$ complete-data analyses. However, the existing method for combining likelihood ratio tests (LRTs)…
Under some assumptions, an analytic expression for the transmission spectrum can be obtained, which can form the basis of atmospheric retrievals and allows insight on the degeneracies involved. In this Research Note we present an…
We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time…
In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of…
In this paper, we provide a simple, ``generic'' interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as observed…
We derive the extended fluctuation theorems in presence of multiple measurements and feedback, when the system is governed by Hamiltonian dynamics. We use only the forward phase space trajectories in the derivation. However, to obtain an…
Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the so-called spectrum of singularities. In this paper we…
When plane waves diffract through fractal-patterned apertures, the resulting far-field profiles or diffractals also exhibit iterated, self-similar features. Here we show that this specific architecture enables robust signal processing and…
Stellar population synthesis can be approached as an inverse problem. The physical information is extracted from the observations through an inverse model. The process requires the transformation of the observational errors into model…
Irreversibility is usually captured by a comparison between the process that happens and a corresponding "reverse process". In the last decades, this comparison has been extensively studied through fluctuation relations. Here we revisit…
As machine learning models are increasingly considered for high-stakes domains, effective explanation methods are crucial to ensure that their prediction strategies are transparent to the user. Over the years, numerous metrics have been…
We consider fits to two or more datasets for which results from the sa me experiment share a common systematic uncertainty in addition to their individ ual statistical errors. This is important in extracting the maximum information from a…
A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…
Entropy production (EP) is known as a fundamental quantity for measuring the irreversibility of processes in thermal equilibrium and states far from equilibrium. In stochastic thermodynamics, the EP becomes more visible in terms of the…
We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms. We focus on such quantities like the inter-transaction times, the number of transactions in time unit, the traded…
This technical report includes an assortment of technical details and extended discussions related to paper "Should we sample a time series more frequently? Decision support via multirate spectrum estimation (with discussion)", which…
We look at multiparticle production processes from the Information Theory point of view, both in its extensive and nonextensive versions. Examples of both symmetric (like pp or AA) and asymmetric (like pA) collisions are considered showing…
We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…