Related papers: On Estimation of Hurst Scaling Exponent through Di…
We empirically analyze the most volatile component of the electricity price time series from two North-American wholesale electricity markets. We show that these time series exhibit fluctuations which are not described by a Brownian Motion,…
Hilbert-Huang transform is a method that has been introduced recently to decompose nonlinear, nonstationary time series into a sum of different modes, each one having a characteristic frequency. Here we show the first successful application…
Abrupt change detection based on the wavelet transform and threshold method is very effective in detecting the abrupt changes and hence segmenting the signals recorded during disturbances in the electrical power network. The wavelet method…
We propose a simple discrete model to study the nonequilibrium fluctuations of two locally coupled 1+1 dimensional systems (interfaces). Measuring numerically the tilt-dependent velocity we construct a set of stochastic continuum equations…
We introduce a new method of Bayesian wavelet shrinkage for reconstructing a signal when we observe a noisy version. Rather than making the common assumption that the wavelet coefficients of the signal are independent, we allow for the…
Small-scale magnetic turbulence observed by the Cluster spacecraft in the plasma sheet is investigated by means of a wavelet estimator suitable for detecting distinct scaling characteristics even in noisy measurements. The spectral…
The aim of this paper is to show the usefulness of Meyer wavelets for the classical problem of density estimation and for density deconvolution from noisy observations. By using such wavelets, the computation of the empirical wavelet…
A theoretical description of the phenomenon of modulation of near-wall turbulence by large scale structures is investigated. The description given is simple in that the effect of large-scale structures is limited to a quasi-steady response…
The classical structure-function (SF) method in fully developed turbulence or for scaling processes in general is influenced by large-scale energetic structures, known as infrared effect. Therefore, the extracted scaling exponents…
In this work, we propose a new detector function based on wavelet transform to discriminate between turbulent and non-turbulent regions in an intermittent velocity signal. The derivative-based detector function, which is commonly used in…
We measure the power spectrum of density fluctuations emerged in a freely expanding quasi-two-dimensional (2D) degenerate Bose gas and investigate the scaling behavior of the spectrum for the expansion time. The power spectrum shows an…
Current methods for determining whether a time series exhibits fractal structure (FS) rely on subjective assessments on estimators of the Hurst exponent (H). Here, I introduce the Bayesian Assessment of Scaling, an analytical framework for…
We present a (heuristic) theoretical derivation for the scaling of the diffusion coefficient $D_f$ for fluctuating ``pulled'' fronts. In agreement with earlier numerical simulations, we find that as $N\to\infty$, $D_f$ approaches zero as…
We consider residual-based a posteriori error estimators for Galerkin-type discretizations of time-harmonic Maxwell's equations. We focus on configurations where the frequency is high, or close to a resonance frequency, and derive…
This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for irregularly-spaced observations for the first time, while…
Human motor activities are known to exhibit scale-free long-term correlated fluctuations over a wide range of timescales, from few to thousands of seconds. The fundamental processes originating such fractal-like behavior are not yet…
We present the results of a wavelet-based approach to the study of the chaotic dynamics of a one dimensional model that shows a direct transition to spatiotemporal chaos. We find that the dynamics of this model in the spatiotemporally…
Scale-invariance is a ubiquitous observation in the dynamics of large distributed complex systems. The computation of its scaling exponents, which provide clues on its origin, is often hampered by the limited available sampling data, making…
We study the local response to long wavelength fluctuations in cosmological $N$-body simulations, focusing on the matter and halo power spectra, halo abundance and non-linear transformations of the density field. The long wavelength mode is…
Recent studies provide evidence for the multi-scale nature of magnetic turbulence in the plasma sheet. Wavelet methods represent modern time series analysis techniques suitable for the description of statistical characteristics of…