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In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop a bootstrap assisted test based on a Kolmogorov-Smirnov type statistic, which…

Statistics Theory · Mathematics 2013-12-06 Ruprecht Puchstein , Philip Preuß

We present our study on the emergent states of two interacting nonlinear systems with differing dynamical time scales. We find that the inability of the interacting systems to fall in step leads to difference in phase as well as change in…

Chaotic Dynamics · Physics 2016-02-09 Kajari Gupta , G. Ambika

We propose lacunarity as a novel recurrence quantification measure and illustrate its efficacy to detect dynamical regime transitions which are exhibited by many complex real-world systems. We carry out a recurrence plot based analysis for…

Data Analysis, Statistics and Probability · Physics 2021-01-26 Tobias Braun , Vishnu R. Unni , R. I. Sujith , Juergen Kurths , Norbert Marwan

Circadian rhythms are archetypical examples of nonlinear oscillations. While these oscillations are usually attributed to circuits of biochemical interactions among clock genes and proteins, recent experimental studies reveal that they are…

Cell Behavior · Quantitative Biology 2023-06-27 Keith E. Kennedy , Juan F. Abenza , Leone Rossetti , Xavier Trepat , Pablo Villoslada , Jordi Garcia-Ojalvo

Action-dependent field theories are systems where the Lagrangian or Hamiltonian depends on new variables that encode the action. They model a larger class of field theories, including non-conservative behavior, while maintaining a…

High Energy Physics - Theory · Physics 2025-05-01 Manuel de León , Jordi Gaset Rifà , Miguel C. Muñoz-Lecanda , Xavier Rivas , Narciso Román-Roy

Exact Lagrangian in compact form is derived for planar internal waves in a two-fluid system with a relatively small density jump (the Boussinesq limit taking place in real oceanic conditions), in the presence of a background shear current…

Atmospheric and Oceanic Physics · Physics 2010-09-24 V. P. Ruban

The first part of this Review describes a few of the main methods that have been employed in non-linear time series analysis with special reference to biological applications (biomechanics). The second part treats the physical basis of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Frank G. Borg

Predicting the response of nonlinear dynamical systems subject to random, broadband excitation is important across a range of scientific disciplines, such as structural dynamics and neuroscience. Building data-driven models requires…

Machine Learning · Computer Science 2024-09-27 Joseph Massingham , Ole Nielsen , Tore Butlin

We propose a mechanism to use nonlinearity arising from inter-particle interactions to significantly enhance rotation sensitivity of matter-wave interferometers. The method relies on modifying Sagnac interferometers by introducing a weak…

Quantum Gases · Physics 2013-04-24 M. Kolár , T. Opatrný , Kunal K. Das

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

Interferometers measure a wide variety of dynamic processes by converting a phase change into an intensity change. Nonlinear interferometers, making use of nonlinear media in lieu of beamsplitters, promise substantial improvement in the…

Quantum Physics · Physics 2016-11-16 Joseph M. Lukens , Nicholas A. Peters , Raphael C. Pooser

Evidence for capillary waves at a liquid/vapor interface are presented from extensive molecular dynamics simulations of a system containing up to 1.24 million Lennard-Jones particles. Careful measurements show that the total interfacial…

Statistical Mechanics · Physics 2009-10-31 Scott W. Sides , Gary S. Grest , Martin-D. Lacasse

Inferring nonlinear and asymmetric causal relationships between multivariate longitudinal data is a challenging task with wide-ranging application areas including clinical medicine, mathematical biology, economics and environmental…

Methodology · Statistics 2021-08-25 Tom Edinburgh , Stephen J. Eglen , Ari Ercole

This paper addresses the problem of friction-free contact between two elastic bodies. We develop an augmented Lagrangian method that provides computational convenience by reformulating the contact problem as a nonlinear variational…

Numerical Analysis · Mathematics 2025-01-29 Erik Burman , Peter Hansbo , Mats G. Larson

The performance of a number of different measures of nonlinearity in a time series is compared numerically. Their power to distinguish noisy chaotic data from linear stochastic surrogates is determined by Monte Carlo simulation for a number…

chao-dyn · Physics 2009-10-31 Thomas Schreiber , Andreas Schmitz

We introduce a general approach for modeling the dynamic of multivariate time series when the data are of mixed type (binary/count/continuous). Our method is quite flexible and conditionally on past values, each coordinate at time $t$ can…

Methodology · Statistics 2021-04-05 Zinsou Max Debaly , Lionel Truquet

In multivariate time series systems, key insights can be obtained by discovering lead-lag relationships inherent in the data, which refer to the dependence between two time series shifted in time relative to one another, and which can be…

Machine Learning · Statistics 2023-09-20 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

We describe the effects of the asymmetry of cycles and non-stationarity in time series on the phase synchronization method. We develop a modified method that overcomes these effects and apply this method to study parkinsonian tremor. Our…

Statistical Mechanics · Physics 2007-05-23 Avi Gozolchiani , Shay Moshel , Jeffrey M. Hausdorff , Ely Simon , Jurgen Kurths , Shlomo Havlin

We consider varying-coefficient models for mixed synchronous and asynchronous longitudinal covariates, where asynchronicity refers to the misalignment of longitudinal measurement times within an individual. We propose three different…

Methodology · Statistics 2023-05-30 Congmin Liu , Zhuowei Sun , Hongyuan Cao

We demonstrate that extremely rapid and weak periodic and non-periodic signals can easily be detected by using the autocorrelation of intensity as a function of time. We use standard radio-astronomical observations that have artificial…

Instrumentation and Methods for Astrophysics · Physics 2018-05-16 Ermanno F. Borra , Jonathan D. Romney , Eric Trottier