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Distance correlation coefficient (DCC) can be used to identify new associations and correlations between multiple variables. The distance correlation coefficient applies to variables of any dimension, can be used to determine smaller sets…

Statistical Finance · Quantitative Finance 2023-01-13 J. E. Salgado-Hernández , Manan Vyas

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

This work deals with the problem of designing disturbance decupled observers for the estimation of a function of the states in nonlinear systems. Necessary and sufficient conditions for the existence of lower order disturbance decoupled…

Optimization and Control · Mathematics 2023-07-19 Sunjeev Venkateswaran , Costas Kravaris

The synchronization of power generators is an important condition for the proper functioning of a power system, in which the fluctuations in frequency and the phase angle differences between the generators are sufficiently small when…

Systems and Control · Electrical Eng. & Systems 2023-08-21 Zhen Wang , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , André C. M. Ran , Jan H. van Schuppen , Chenghui Zhang

Dynamic functional connectivity (DFC) analysis involves measuring correlated neural activity over time across multiple brain regions. Significant regional correlations among neural signals, such as those obtained from resting-state…

When functional data manifest amplitude and phase variations, a commonly-employed framework for analyzing them is to take away the phase variation through a function alignment and then to apply standard tools to the aligned functions. A…

Methodology · Statistics 2017-05-30 Sungwon Lee , Sungkyu Jung

The oscillatory response of nonlinear systems exhibits characteristic phenomena such as multistability, discontinuous jumps and hysteresis. These can be utilized in applications leading, e.g., to precise frequency measurement, mixing,…

Mesoscale and Nanoscale Physics · Physics 2015-05-14 Quirin P. Unterreithmeier , Thomas Faust , Jorg P. Kotthaus

Nonlinear dynamic volatility has been observed in many financial time series. The recently proposed quantile periodogram offers an alternative way to examine this phenomena in the frequency domain. The quantile periodogram is constructed…

Statistical Finance · Quantitative Finance 2026-03-26 Ta-Hsin Li

We employ the recently introduced conformal iterative construction of Diffusion Limited Aggregates (DLA) to study the multifractal properties of the harmonic measure. The support of the harmonic measure is obtained from a dynamical process…

chao-dyn · Physics 2009-10-31 Benny Davidovich , Itamar Procaccia

Location of non-stationary forced oscillation (FO) sources can be a challenging task, especially in cases under resonance condition with natural system modes, where the magnitudes of the oscillations could be greater in places far from the…

Systems and Control · Electrical Eng. & Systems 2022-03-22 Pablo Gill Estevez , Pablo Marchi , Francisco Messina , Cecilia Galarza

Modern utility-scale wind turbines are equipped with a Supervisory Control And Data Acquisition (SCADA) system gathering vast amounts of operational data that can be used for analysis to improve operation and maintenance of turbines. We…

Applications · Statistics 2023-08-21 Henrik M. Bette , Edgar Jungblut , Thomas Guhr

Stride-to-stride fluctuations in human walking carry a fractal correlation structure that reverses sign under external cueing: self-paced gait is persistent, whereas metronomic or visually cued gait is anti-persistent. Three decades of…

Quantitative Methods · Quantitative Biology 2026-05-22 Philippe Terrier

We experimentally study the behavior of a parametrically pumped nonlinear oscillator, which is based on a superconducting \lambda /4 resonator, and is terminated by a flux-tunable SQUID. We extract parameters for two devices. In particular,…

We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…

Statistical Finance · Quantitative Finance 2016-11-23 Noemi Nava , Tiziana Di Matteo , Tomaso Aste

The identification of increasingly smaller signal from objects observed with a non-perfect instrument in a noisy environment poses a challenge for a statistically clean data analysis. We want to compute the probability of frequencies…

Astrophysics · Physics 2010-06-29 P. Reegen , M. Gruberbauer , L. Schneider , W. W. Weiss

Measures of linear dependence (coherence) and nonlinear dependence (phase synchronization) between any number of multivariate time series are defined. The measures are expressed as the sum of lagged dependence and instantaneous dependence.…

Methodology · Statistics 2007-11-12 Roberto D. Pascual-Marqui

Transformers are state-of-the-art models for a variety of sequence modeling tasks. At their core is an attention function which models pairwise interactions between the inputs at every timestep. While attention is powerful, it does not…

Computation and Language · Computer Science 2021-03-23 Hao Peng , Nikolaos Pappas , Dani Yogatama , Roy Schwartz , Noah A. Smith , Lingpeng Kong

We consider a ring of identical or near identical coupled periodic oscillators in which the connections have randomly heterogeneous strength. We use the master stability function method to determine the possible patterns at the…

Disordered Systems and Neural Networks · Physics 2009-11-10 Juan G. Restrepo , Edward Ott , Brian R. Hunt

The localization lengths of long-range correlated disordered chains are studied for electronic wavefunctions in the Anderson model and for vibrational states. A scaling theory close to the band edge is developed in the Anderson model and…

Disordered Systems and Neural Networks · Physics 2009-11-07 Stefanie Russ

We propose to combine cepstrum and nonlinear time-frequency (TF) analysis to study mutiple component oscillatory signals with time-varying frequency and amplitude and with time-varying non-sinusoidal oscillatory pattern. The concept of…

Data Analysis, Statistics and Probability · Physics 2016-11-23 Chen-Yun Lin , Li Su , Hau-tieng Wu