数据分析、统计与概率
Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski et al. (Phys. Rev. Lett. 109 024101, 2012) introduced a method based on…
When additional information sources are available, an important question for an agent solving a certain problem is how to optimally use the information the sources are capable of providing. A framework that relates information accuracy on…
This paper examines signal detection in the presence of noise, with a particular emphasis to the nuclear activation analysis. The problem is to decide what between the signal-plus-background and no-signal hypotheses fits better the data and…
A problem of current interest is the estimation of spatially distributed processes at locations where measurements are missing. Linear interpolation methods rely on the Gaussian assumption, which is often unrealistic in practice, or…
24-hour Holter recordings of 124 healthy people at different age are studied. The nocturnal signals of young people reveal the presence of the multiplicative structure. This structure is significantly weaker in diurnal signals and becomes…
We introduce a geometric method for identifying the coupling direction between two dynamical systems based on a bivariate extension of recurrence network analysis. Global characteristics of the resulting inter-system recurrence networks…
In this paper we consider the problem of wind energy production by using a second order semi-Markov chain in state and duration as a model of wind speed. The model used in this paper is based on our previous work where we have showed the…
Based on the physics of stochastic processes we present a new approach for structural health monitoring. We show that the new method allows for an in-situ analysis of the elastic features of a mechanical structure even for realistic…
Products of Gaussian noises often emerge as the result of non-linear detection techniques or as a parasitic effect, and their proper handling is important in many practical applications, including in fluctuation-enhanced sensing, indoor air…
We introduce the Conditional Mutual Information (CMI) for the estimation of the Markov chain order. For a Markov chain of $K$ symbols, we define CMI of order $m$, $I_c(m)$, as the mutual information of two variables in the chain being $m$…
When studying high-dimensional dynamical systems such as macromolecules, quantum systems and polymers, a prime concern is the identification of the most probable states and their stationary probabilities or free energies. Often, these…
Many stochastic time series can be described by a Langevin equation composed of a deterministic and a stochastic dynamical part. Such a stochastic process can be reconstructed by means of a recently introduced nonparametric method, thus…
We investigate the relation between frequentist and Bayesian approaches. Namely, we find the "frequentist" Bayes prior \pi_{f}(\lambda,x_{obs}) = -\frac{\int_{-\infty}^{x_{obs}}\frac{\partial f(x,\lambda)}{\partial…
Data assimilation leads naturally to a Bayesian formulation in which the posterior probability distribution of the system state, given the observations, plays a central conceptual role. The aim of this paper is to use this Bayesian…
We investigate the time evolution of the scores of the second most popular sport in world: the game of cricket. By analyzing the scores event-by-event of more than two thousand matches, we point out that the score dynamics is an anomalous…
Complexity measures are essential to understand complex systems and there are numerous definitions to analyze one-dimensional data. However, extensions of these approaches to two or higher-dimensional data, such as images, are much less…
The aim of this work is to simulate the pollutants transport in buildings. Focusing mainly on the presence of CO2, firstly we resolve the airflow equations for two typical validation cases, the Rao case and the IEA case. These numerical…
The paper deals with an empirical validation of a building thermal model. We put the emphasis on sensitivity analysis and on research of inputs/residual correlation to improve our model. In this article, we apply a sensitivity analysis…
The paper deals with an empirical validation of a building thermal model. We put the emphasis on sensitivity analysis and on research of inputs/residual correlation to improve our model. In this article, we apply a sensitivity analysis…
We extend our previous study of scaling range properties done for detrended fluctuation analysis (DFA) \cite{former_paper} to other techniques of fluctuation analysis (FA). The new technique called Modified Detrended Moving Average Analysis…