Related papers: Recurrence time analysis, long-term correlations, …
The dynamics of time-reversible systems are statistically indistinguishable when observed forward or backward in time. A rich literature of statistical methods to distinguish irreversible dynamics from the reversible dynamics of linear,…
An overview is given of the limitations of Luttinger liquid theory in describing the real time equilibrium dynamics of critical one-dimensional systems with nonlinear dispersion relation. After exposing the singularities of perturbation…
Researchers in the behavioral and social sciences use linear discriminant analysis (LDA) for predictions of group membership (classification) and for identifying the variables most relevant to group separation among a set of continuous…
Extreme value applications commonly employ regression techniques to capture cross-sectional heterogeneity or time-variation in the data. Estimation of the parameters of an extreme value regression model is notoriously challenging due to the…
Tensile tests were carried out by deforming polycrystalline samples of Al-2.5%Mg alloy at room temperature in a wide range of strain rates where the Portevin-Le Chatelier (PLC) effect was observed. The experimental stress-time series data…
The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors…
Mixtures of linear mixed models are widely used for modelling longitudinal data for which observation times differ between subjects. In typical applications, temporal trends are described using a basis expansion, with basis coefficients…
We investigate the sequence of great earthquakes over the past century. To examine whether the earthquake record includes temporal clustering, we identify aftershocks and remove those from the record. We focus on the recurrence time,…
Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…
We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…
We provide precise conditions for nonparametric identification of causal effects by high-frequency event study regressions, which have been used widely in the recent macroeconomics, financial economics and political economy literatures. The…
Inferring control parameters in non-linear dynamical systems is an important task in analysing general dynamical behaviours, particularly in the presence of inherently deterministic chaos. Traditional approaches often rely on…
We study numerically the statistics of Poincar\'e recurrences for the Chirikov standard map and the separatrix map at parameters with a critical golden invariant curve. The properties of recurrences are analyzed with the help of a…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
Asymptotic properties, both consistency and weak convergence, of estimators arising in a general class of dynamic recurrent event models are presented. The class of models take into account the impact of interventions after each event…
A system driven in the vicinity of its critical point by varying a relevant field in an arbitrary function of time is a generic system that possesses a long relaxation time compared with the driving time scale and thus represents a large…
Nearly linear recurrences are a generalisation of linear recurrences and are instances of linear time-invariant systems in control theory and linear constraint loops in program analysis. In this paper we formulate the Positivity Problem for…
Extreme values of real phenomena are events that occur with low frequency, but can have a large impact on real life. These are, in many practical problems, high-dimensional by nature (e.g. Tawn, 1990; Coles and Tawn, 1991). To study these…
We study Poincare recurrence of chaotic attractors for regions of finite size. Contrary to the standard case, where the size of the recurrent regions tends to zero, the measure is not supported anymore solely by unstable periodic orbits…