数据分析、统计与概率

Here, we propose a new tool to estimate the complexity of a time series: the entropy of difference (ED). The method is based solely on the sign of the difference between neighboring values in a time series. This makes it possible to…

Information about size and shape of particles produced in various manufacturing processes is very important for process and product development because design of downstream processes as well as final product properties strongly depend on…

We propose a procedure to estimate the fatigue loads on wind turbines, based in a recent framework used for reconstructing data series of stochastic properties measured at wind turbines. Through a standard fatigue analysis, we show that it…

Techniques for evaluating the normalization integral of the target density for Markov Chain Monte Carlo algorithms are described and tested numerically. It is assumed that the Markov Chain algorithm has converged to the target distribution…

A prescription is presented for the interpolation between multi-dimensional distribution templates based on one or multiple model parameters. The technique uses a linear combination of templates, each created using fixed values of the…

BIPV systems are small PV generation units spread out over the territory, and whose characteristics are very diverse. This makes difficult a cost-effective procedure for monitoring, fault detection, performance analyses, operation and…

These notes discuss, in a style intended for physicists, how to average data and fit it to some functional form. I try to make clear what is being calculated, what assumptions are being made, and to give a derivation of results rather than…

In the framework of time series analysis with recurrence networks, we introduce a self-adaptive method that determines the elusive recurrence threshold and identifies metastable states in complex real-world time series. As initial step, we…

We investigate time-dependent probability for a Brownian particle passing over the barrier to stay at a metastable potential pocket against escaping over the barrier. This is related to whole fusion-fission dynamical process and can be…

The ideal gas law of physics and chemistry says that PV = nRT. This law is a statement of the relationship between four variables (P, V, n, and T) that reflect properties of a quantity of gas in a container. The law enables us to make…

For the verification and validation of microscopic simulation models of pedestrian flow, we have performed experiments for different kind of facilities and sites where most conflicts and congestion happens e.g. corridors, narrow passages,…

We use the discrete "wavelet transform microscope" to show that the surface air temperature signals of weather stations selected in Europe are monofractal. This study reveals that the information obtained in this way are richer than…

Improved estimation of hydrometeorological states from down-sampled observations and background model forecasts in a noisy environment, has been a subject of growing research in the past decades. Here, we introduce a unified framework that…

We propose a fluctuation analysis to quantify spatial correlations in complex networks. The approach considers the sequences of degrees along shortest paths in the networks and quantifies the fluctuations in analogy to time series. In this…

Experimental and empirical data are often analyzed on log-log plots in order to find some scaling argument for the observed/examined phenomenon at hands, in particular for rank-size rule research, but also in critical phenomena in…

After carefully studying the comment by Wang et al. (arXiv:1408.6420), we found it includes several mistakes and unjustified statements and Wang et al. lack very basic knowledge of dislocations. Moreover, there is clear evidence indicating…

The inference of an underlying network topology from local observations of a complex system composed of interacting units is usually attempted by using statistical similarity measures, such as Cross-Correlation (CC) and Mutual Information…

We study parameter estimation for non-global parameters in a low-dimensional chaotic model using the local ensemble transform Kalman filter (LETKF). By modifying existing techniques for using observational data to estimate global…

Chen et al. (1) applied three-dimensional (3D) Fourier filtering together with equal-slope tomographic reconstruction for an observation of nearly all the atoms in a multiply twinned platinum nanoparticle. However, their methodology suffers…

We develop the concept of ``dragon-kings'' corresponding to meaningful outliers, which are found to coexist with power laws in the distributions of event sizes under a broad range of conditions in a large variety of systems. These…