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Randomized benchmarking has emerged as a popular and easy-to-implement experimental technique for gauging the quality of gate operations in quantum computing devices. A typical randomized benchmarking procedure identifies the exponential…

Quantum Physics · Physics 2021-02-24 Jiaan Qi , Hui Khoon Ng

Three aspects of time series are uncertainty (dispersion at a given time scale), scaling (time-scale dependence), and intermittency (inclination to change dynamics). Simple measures of dispersion are the mean absolute deviation and the…

Probability · Mathematics 2007-05-23 David R. Bickel

Motivation. Phonocardiography can give access to the fetal heart rate as well as direct heart sound data, and is entirely passive, using no radiation of any kind. Approach. We discuss the currently available methods for fetal heart sound…

Audio and Speech Processing · Electrical Eng. & Systems 2025-07-16 Kristóf Müller , Janka Hatvani , Márton Áron Goda , Miklós Koller

In this paper, we propose a nonparametric way to test the hypothesis that time-variation in intraday volatility is caused solely by a deterministic and recurrent diurnal pattern. We assume that noisy high-frequency data from a discretely…

Econometrics · Economics 2026-01-26 Kim Christensen , Ulrich Hounyo , Mark Podolskij

Based on a criterium of mathematical simplicity and consistency with empirical market data, a stochastic volatility model has been obtained with the volatility process driven by fractional noise. Depending on whether the stochasticity…

Pricing of Securities · Quantitative Finance 2010-07-28 R. Vilela Mendes , Maria João Oliveira

Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…

Methodology · Statistics 2015-12-03 Chee Chun Gan , Gerard Learmonth

Phase noise and frequency (in)stability both describe the fluctuation of stable periodic signals, from somewhat different standpoints. Frequency is unique compared to other domains of metrology, in that its fluctuations of interest span at…

Instrumentation and Detectors · Physics 2026-05-18 Enrico Rubiola , Francois Vernotte

We discuss the influence of random- and periodic impulse noise on narrowband (< 500 kHz frequency band) Power Line Communications. We start with random impulse noise and compare the properties of the measured impulse noise with the common…

Information Theory · Computer Science 2015-09-25 A. J. Han Vinck , F. Rouissi , T. Shongwe , G. R. Colen , L. G. Oliveira

Human heart rate is known to display complex fluctuations. Evidence of multifractality in heart rate fluctuations in healthy state has been reported [Ivanov et al., Nature {\bf 399}, 461 (1999)]. This multifractal character could be…

Chaotic Dynamics · Physics 2009-11-13 Emily S. C. Ching , Yue-Kin Tsang

We propose a novel heart rate (HR) estimation method from facial videos that dynamically adapts the HR pulse extraction algorithm to separately deal with noise from 'rigid' head motion and 'non-rigid' facial expression. We first identify…

Signal Processing · Electrical Eng. & Systems 2019-05-30 Utkarsh Sharma , Terumi Umematsu , Masanori Tsujikawa , Yoshifumi Onishi

Deep learning models for atrial fibrillation (AF) detection are increasingly trained on heterogeneous electrocardiogram (ECG) datasets with varying sampling frequencies, yet the specific consequences of these discrepancies on model…

We report our results on non-periodic experimental time series of pressure in a single cylinder spark ignition engine. The experiments were performed for different levels of loading. We estimate the noise level in internal pressure…

We study the heartbeat activity of healthy individuals at rest and during exercise. We focus on correlation properties of the intervals formed by successive peaks in the pulse wave and find significant scaling differences between rest and…

Statistical Mechanics · Physics 2009-11-07 Roman Karasik , Nir Sapir , Yosef Ashkenazy , Plamen Ch. Ivanov , Itzhak Dvir , Peretz Lavie , Shlomo Havlin

In this paper, we examine the effects of correlated Gaussian noise on a two-dimensional neuronal network that is locally modeled by the Rulkov map. More precisely, we study the effects of the noise correlation on the variations of the mean…

Disordered Systems and Neural Networks · Physics 2010-09-23 Xiaojuan Sun , Matjaz Perc , Qishao Lu , Jürgen Kurths

Power spectral density is an accepted measure of heart rate variability. Two estimators of multifractal properties: Wavelet Transform Modulus Maxima and Multifractal Detrended Fluctuation Analysis are used to investigate multifractal…

Quantitative Methods · Quantitative Biology 2007-05-23 Danuta Makowiec , Aleksandra Dudkowska , Rafal Galaska , Andrzej Rynkiewicz

We develop a nonparametric test for deciding whether volatility of an asset follows a standard semimartingale process, with paths of finite quadratic variation, or a rough process with paths of infinite quadratic variation. The test…

Statistics Theory · Mathematics 2024-07-16 Carsten H. Chong , Viktor Todorov

Heart rate variability (HRV) is a vital measure of the autonomic nervous system functionality and a key indicator of cardiovascular condition. This paper proposes a novel method, called pattern tree which is an extension of Willem's context…

Machine Learning · Computer Science 2017-10-23 Elyas Sabeti , Anders Høst-Madsen

In this paper we suggest a new algorithm for determination of signal-to-noise ratio (SNR). SNR is a quantitative measure widely used in science and engineering. Generally, methods for determination of SNR are based on using of…

Data Analysis, Statistics and Probability · Physics 2016-09-30 Z. Zh. Zhanabaev , S. N. Akhtanov , E. T. Kozhagulov , B. A Karibayev

Using a three-compartment model of blood pressure dynamics, we analyze theoretically the short term cardiovascular variability: how the respiratory-related blood pressure fluctuations are buffered by appropriate heart rate changes: i.e. the…

Medical Physics · Physics 2010-07-15 Teodor Buchner , Jan Żebrowski , Grzegorz Gielerak

Colloidal bodies of irregular shape rotate as they descend under gravity in solution. This rotational response provides a means of bringing a dispersion of identical bodies into a synchronized rotation with the same orientation using…

Soft Condensed Matter · Physics 2016-09-14 Jonah A. Eaton , Brian Moths , Thomas A. Witten