数据分析、统计与概率
We present a new method of estimating the dispersion of a distribution which is based on the surprising property of a function that measures information processing intensity. It turns out that this function has a maximum at its fixed point.…
This work presents an analysis of ocean wave data including rogue waves. A stochastic approach based on the theory of Markov processes is applied. With this analysis we achieve a characterization of the scale dependent complexity of ocean…
The combination of a number of correlated estimates of a given observable is frequently performed using the Best Linear Unbiased Estimate (BLUE) method. Most features of such a combination can already be seen by analysing the special case…
We address the problem of defining early warning indicators of critical transition. To this purpose, we fit the relevant time series through a class of linear models, known as Auto-Regressive Moving-Average (ARMA(p,q)) models. We define two…
Using a stochastic nonlinear phase oscillator model, we study the effect of event-triggered feedback on the statistics of interevent intervals. Events are associated with the entering of a new cycle. The feedback is modeled by an…
We propose a new application of the Extreme Value Theory for distributions with compact support. The novelty of our proposal is the use of these tools to estimate the neutrino mass from the energy spectrum of electrons in $\beta$-decay. In…
There is now a significant body of literature in which it is claimed that stripes form in the ligand shell of suitably functionalised Au nanoparticles. This stripe morphology has been proposed to strongly affect the physicochemical and…
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…
The ergodicity breaking parameter is a measure for the heterogeneity among different trajectories of one ensemble. In this report this parameter is calculated for fractional Brownian motion with a random change of time scale, often called…
Schemes for X-ray imaging single protein molecules using new x-ray sources, like x-ray free electron lasers (XFELs), require processing many frames of data that are obtained by taking temporally short snapshots of identical molecules, each…
Statistical properties of position-dependent ball-passing networks in real football games are examined. We find that the networks have the small-world property, and their degree distributions are fitted well by a truncated gamma…
To model a given time series $F(t)$ with fractal Brownian motions (fBms), it is necessary to have appropriate error assessment for related quantities. Usually the fractal dimension $D$ is derived from the Hurst exponent $H$ via the relation…
We numerically show that extreme events induced by parameter mismatches or noise in coupled oscillatory systems can be anticipated and suppressed before they actually occur. We show this in a main system unidirectionally coupled to an…
The statistics of the sum of random weights where the number of weights is Poisson distributed has important applications in nuclear physics, particle physics and astrophysics. Events are frequently weighted according to their acceptance or…
We use flicker-noise spectroscopy (FNS), a phenomenological method for the analysis of time and spatial series operating on structure functions and power spectrum estimates, to identify and study harmful chatter vibrations in a regenerative…
Complex network approaches have been recently developed as an alternative framework to study the statistical features of time-series data. We perform a visibility-graph analysis on both the daily and monthly sunspot series. Based on the…
In many fields, the spatial clustering of sampled data points has many consequences. Therefore, several indices have been proposed to assess the level of clustering affecting datasets (e.g. the Morisita index, Ripley's K-function and…
We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result…
A computer program for small angle X-ray scattering (SAXS) data processing and analysis named S.exe written in Intel Visual Fortran has been developed. This paper briefly introduces its main theory and function.
A measure to estimate the direct and directional coupling in multivariate time series is proposed. The measure is an extension of a recently published measure of conditional Mutual Information from Mixed Embedding (MIME) for bivariate time…