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Quantifying relationships between components of a complex system is critical to understanding the rich network of interactions that characterize the behavior of the system. Traditional methods for detecting pairwise dependence of time…

Data Analysis, Statistics and Probability · Physics 2024-04-10 Aria Nguyen , Oscar McMullin , Joseph T. Lizier , Ben D. Fulcher

A method for testing nonlinearity in time series is described based on information-theoretic functionals -- redundancies, linear and nonlinear forms of which allow either qualitative, or, after incorporating the surrogate data technique,…

comp-gas · Physics 2015-06-24 Milan PALUS

Identifying causal relations among simultaneously acquired signals is an important problem in multivariate time series analysis. For linear stochastic systems Granger proposed a simple procedure called the Granger causality to detect such…

Chaotic Dynamics · Physics 2009-11-10 Yonghong Chen , Govindan Rangarajan , Jianfeng Feng , Mingzhou Ding

We propose novel quadratic performance tests for linear discrete-time impulsive systems based on viewing these systems as feedback interconnections of some non-impulsive linear system with an impulsive operator. In order to systematically…

Optimization and Control · Mathematics 2022-12-20 Tobias Holicki , Carsten W. Scherer

Monitoring the respiratory rate is crucial for helping us identify respiratory disorders. Devices for conventional respiratory monitoring are inconvenient and scarcely available. Recent research has demonstrated the ability of non-contact…

Robotics · Computer Science 2022-07-27 Haimiao Mo , Shuai Ding , Shanlin Yang , Athanasios V. Vasilakos , Xi Zheng

A statistical inference method is developed and tested for pairwise interacting systems whose degrees of freedom are continuous angular variables, such as planar spins in magnetic systems or wave phases in optics and acoustics. We…

Statistical Mechanics · Physics 2015-06-15 P. Tyagi , A. Pagnani , F. Antenucci , M. Ibáñez Berganza , L. Leuzzi

Detecting complex interactions among risk factors in case-control studies is a fundamental task in clinical and population research. However, though hypothesis testing using logistic regression (LR) is a convenient solution, the LR…

Methodology · Statistics 2015-02-11 Guoqiang Yu , David J. Miller , Carl D. Langefeld , David M. Herrington , Yue Wang

Time series measured from real-world systems are generally noisy, complex and display statistical properties that evolve continuously over time. Here, we present a method that combines wavelet analysis and non-stationary surrogates to…

Data Analysis, Statistics and Probability · Physics 2018-04-12 Mario Chavez , Bernard Cazelles

We propose a new unsupervised and non-parametric method to detect change points in intricate quasi-periodic signals. The detection relies on optimal transport theory combined with topological analysis and the bootstrap procedure. The…

Machine Learning · Computer Science 2022-11-15 Nikolay Shvetsov , Nazar Buzun , Dmitry V. Dylov

The analysis of large experimental datasets frequently reveals significant interactions that are difficult to interpret within the theoretical framework guiding the research. Some of these interactions actually arise from the presence of…

Applications · Statistics 2017-09-19 Hannes Matuschek , Reinhold Kliegl

Time-dependent light-matter interactions are a widespread means by which to describe controllable experimental operations. They can be viewed as an approximation in which a third system - the control system - is treated as external within…

Quantum Physics · Physics 2021-02-11 Adam Stokes , Ahsan Nazir

The paper investigates a systematic approach to modeling in nonequilibrium thermodynamics by focusing upon the notion of interconnections, where we propose a novel Lagrangian variational formulation of such interconnected systems by…

Statistical Mechanics · Physics 2023-06-22 François Gay-Balmaz , Hiroaki Yoshimura

The dependencies of the lagged (Pearson) correlation function on the coefficients of multivariate autoregressive models are interpreted in the framework of time series graphs. Time series graphs are related to the concept of Granger…

Statistics Theory · Mathematics 2013-10-22 Jakob Runge

This paper presents a nonlinear reaction-diffusion-fluid system that simulates radiofrequency ablation within cardiac tissue. The model conveys the dynamic evolution of temperature and electric potential in both the fluid and solid regions,…

Numerical Analysis · Mathematics 2024-05-03 Mostafa Bendahmane , Youssef Ouakrim , Yassine Ouzrour , Mohamed Zagour

This article investigates the modeling and control of Lagrangian systems involving non-conservative forces using a hybrid method that does not require acceleration calculations. It focuses in particular on the derivation and identification…

Systems and Control · Electrical Eng. & Systems 2025-12-03 Ibrahim Laiche , Mokrane Boudaoud , Patrick Gallinari , Pascal Morin

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

This article proposes methods to model nonstationary temporal graph processes. This corresponds to modelling the observation of edge variables (relationships between objects) indicating interactions between pairs of nodes (or objects)…

Methodology · Statistics 2022-07-07 Maria Suveges , Sofia C. Olhede

Structural change detection problems are often encountered in analytics and econometrics, where the performance of a model can be significantly affected by unforeseen changes in the underlying relationships. Although these problems have a…

Methodology · Statistics 2019-05-29 Pekka Malo , Lauri Viitasaari , Olga Gorskikh , Pauliina Ilmonen

In the Leggett-Garg approach to testing macrorealism, the two-time correlation functions, which are normally obtained by sequential measurements of a dichotomic variable Q, need to be measured in a non-invasive way in order to exclude…

Quantum Physics · Physics 2016-11-23 J. J. Halliwell

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Methodology · Statistics 2023-02-13 Lujia Bai , Weichi Wu