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The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…

Chaotic Dynamics · Physics 2024-09-09 Norbert Marwan , K. Hauke Kraemer

We derive analytic formulas to reconstruct particle-averaged quantities from experimental results that suffer from the efficiency loss of particle measurements. These formulas are derived under the assumption that the probabilities of…

Data Analysis, Statistics and Probability · Physics 2025-10-17 Masakiyo Kitazawa , ShinIchi Esumi , Takafumi Niida , Toshihiro Nonaka

This paper is concerned with combined inference for point processes on the real line observed in a broken interval. For such processes, the classic history-based approach cannot be used. Instead, we adapt tools from sequential spatial point…

Methodology · Statistics 2015-06-04 M. N. M. van Lieshout

This investigation presents evidence of the relation between the dynamics of intense events in small-scale turbulence and the energy cascade. We use the generalised (H\"older) means to track the temporal evolution of intense events of the…

Fluid Dynamics · Physics 2021-05-18 Alberto Vela-Martín

It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…

Probability · Mathematics 2022-11-23 Danijel Grahovac , Nikolai N. Leonenko , Murad S. Taqqu

On the basis of a lattice gas model and the convolution formula with cell construction scheme, we demonstrate that intermittency in the rapidity-space with respect to the scaled moments comes from a phase transition between ordered phase…

High Energy Physics - Phenomenology · Physics 2007-05-23 E. R. Nakamura , K. Kudo , T. Hashimoto , I. Yoneda

Current methods for pattern analysis in time series mainly rely on statistical features or probabilistic learning and inference methods to identify patterns and trends in the data. Such methods do not generalize well when applied to…

Artificial Intelligence · Computer Science 2023-05-01 Yushan Huang , Yuchen Zhao , Alexander Capstick , Francesca Palermo , Hamed Haddadi , Payam Barnaghi

We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show…

Soft Condensed Matter · Physics 2013-02-06 Luis F. Lafuerza , Raul Toral

A method is presented that, when used in conjunction with single molecule experimental techniques, allows for the extraction of rates and mechanical properties of a biomolecule undergoing transitions between mechanically distinct states.…

Biomolecules · Quantitative Biology 2009-09-29 Darren E. Segall

We propose a new sequential monitoring scheme for changes in the parameters of a multivariate time series. In contrast to procedures proposed in the literature which compare an estimator from the training sample with an estimator calculated…

Statistics Theory · Mathematics 2020-07-28 Josua Gösmann , Tobias Kley , Holger Dette

Event data provide the main source of information for analyzing and improving processes in organizations. Process mining techniques capture the state of running processes w.r.t. various aspects, such as activity-flow and performance…

Other Computer Science · Computer Science 2022-01-20 Mahsa Pourbafrani , Wil M. P. van der Aalst

We propose using a permutation test to detect discontinuities in an underlying economic model at a known cutoff point. Relative to the existing literature, we show that this test is well suited for event studies based on time-series data.…

Econometrics · Economics 2022-07-12 Federico A. Bugni , Jia Li , Qiyuan Li

The coincidence method of measuring the entropy of a system, proposed some time ago by Ma, is generalized to include systems out of equilibrium. It is suggested that the method can be adapted to analyze multiparticle states produced in…

High Energy Physics - Phenomenology · Physics 2009-10-31 A. Bialas , W. Czyz

Maximum likelihood estimation applied to high-frequency data allows us to quantify intermittency in the fluctu- ations of asset prices. From time records as short as one month these methods permit extraction of a meaningful intermittency…

Statistical Finance · Quantitative Finance 2015-06-04 Martin Rypdal , Espen Sirnes , Ola Løvsletten , Kristoffer Rypdal

Existing temporal relation (TempRel) annotation schemes often have low inter-annotator agreements (IAA) even between experts, suggesting that the current annotation task needs a better definition. This paper proposes a new multi-axis…

Computation and Language · Computer Science 2018-05-15 Qiang Ning , Hao Wu , Dan Roth

Various processes can be modelled as quasi-reaction systems of stochastic differential equations, such as cell differentiation and disease spreading. Since the underlying data of particle interactions, such as reactions between proteins or…

Methodology · Statistics 2024-06-06 Matteo Framba , Veronica Vinciotti , Ernst C. Wit

In a tripartite system comprising a $\Lambda$-atom interacting with two radiation fields in the presence of field nonlinearities and an intensity-dependent field-atom coupling, striking features have been shown to occur in the dynamics of…

Quantum Physics · Physics 2020-05-22 Pradip Laha , S. Lakshmibala , V. Balakrishnan

We discuss an event-by-event fluctuation analysis of particle production in heavy ion collisions. We compare different approaches to the evaluation of the event-by-event dynamical fluctuations in quantities defined on groups of particles,…

Nuclear Theory · Physics 2009-10-31 S. A. Voloshin , V. Koch , H. G. Ritter

A large fraction of data generated via human activities such as online purchases, health records, spatial mobility etc. can be represented as a sequence of events over a continuous-time. Learning deep learning models over these…

Machine Learning · Computer Science 2022-08-29 Vinayak Gupta , Srikanta Bedathur , Sourangshu Bhattacharya , Abir De

We propose a new perspective on the intermittency in weakly dissipative systems. It is focused on the elementary (burst-like) event separating states with different properties. This event is seen as a real-space-time manifestation of an…

Fluid Dynamics · Physics 2007-05-23 F. Spineanu , M. Vlad