数据分析、统计与概率
The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from a daily perspective is numerically investigated. For this purpose the multifractal detrended fluctuation…
Novel String Banana Template Method (SBTM) for track reconstruction in high multiplicity events in non-uniform magnetic field spectrometer with emphasis on the lowest momenta tracks with significant Multiple Scattering (MS) is described.…
We study the functional link between the Hurst parameter and the Normalized Total Wavelet Entropy when analyzing fractional Brownian motion (fBm) time series--these series are synthetically generated. Both quantifiers are mainly used to…
The Bayesian Land Surface Temperature estimator previously developed has been extended to include the effects of imperfectly known gain and offset calibration errors. It is possible to treat both gain and offset as nuisance parameters and,…
We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…
We present a spectral catalog for blazars based on the BeppoSAX archive. The sample includes 44 High-energy peaked BL Lacs (HBLs), 14 Low-energy peaked BL Lacs (LBLs), and 28 Flat Spectrum Radio Quasars (FSRQs). A total of 168 LECS, MECS,…
We report an empirical study of Tehran Price Index (TEPIX). To analyze our data we use various methods like as, rescaled range analysis ($R/S$), modified rescaled range analysis (Lo's method), Detrended Fluctuation Analysis (DFA) and…
Three slow glitches in the rotation rate of the pulsar B1822-09 were revealed over the 1995-2004 interval. The slow glitches observed are characterized by a gradual increase in the rotation frequency with a long timescale of several months,…
Using coherence analysis (which is an extensively used method to study the correlations in frequency domain, between two simultaneously measured signals) we estimate the time delay between two signals. This method is suitable for time delay…
We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…
We present the timing and spectral properties of the transient Be/X-ray binary pulsar 3A 0535+262 during quiescence using three observations with the narrow field imaging instruments (NFI) of BeppoSAX. Assuming a distance of 2 kpc for this…
A key feature of collaboration in science and software development is to have a {\em log} of what and how is being done - for private use and reuse and for sharing selected parts with collaborators, which most often today are distributed…
The Boolean lattice of logical statements induces the free distributive lattice of questions. Inclusion on this lattice is based on whether one question answers another. Generalizing the zeta function of the question lattice leads to a…
In high energy physics, a widely used method to treat systematic uncertainties in confidence interval calculations is based on combining a frequentist construction of confidence belts with a Bayesian treatment of systematic uncertainties.…
We present a new formalism to obtain momentum distributions in condensed matter from Neutron Compton Profiles measured by the Deep Inelastic Neutron Scattering technique. The formalism describes exactly the Neutron Compton Profiles as an…
A method is presented to construct goodness-of-fit statistics in many dimensions for which the distribution of all possible test results in the limit of an infinite number of data becomes Gaussian if also the number of dimensions becomes…
Acoustic Emission (AE) data from single point turning machining are analysed in this paper in order to gain a greater insight of the signal statistical properties for Tool Condition Monitoring (TCM) applications. A statistical analysis of…
Maximum likelihood estimation is a valuable tool often applied to inverse problems in quantum theory. Estimation from small data sets can, however, have non unique solutions. We discuss this problem and propose to use Jaynes maximum entropy…
Noise is present in the wide variety of signals obtained from sleep patients. This noise comes from a number of sources, from presence of extraneous signals to adjustments in signal amplification and shot noise in the circuits used for data…
It is common for scale-dependent analysis of stochastic data to use the increment $\Delta(t,r) = \xi(t+r) - \xi(t)$ of a data set $\xi(t)$ as a stochastic measure, where $r$ denotes the scale. For joint statistics of $\Delta(t,r)$ and…