数据分析、统计与概率

Textures in images can often be well modeled using self-similar processes while they may at the same time display anisotropy. The present contribution thus aims at studying jointly selfsimilarity and anisotropy by focusing on a specific…

The prediction of wind speed is one of the most important aspects when dealing with renewable energy. In this paper we show a new nonparametric model, based on semi-Markov chains, to predict wind speed. Particularly we use an indexed…

For any branching process, we demonstrate that the typical total number $r_{\rm mp}(\nu \tau)$ of events triggered over all generations within any sufficiently large time window $\tau$ exhibits, at criticality, a super-linear dependence…

The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…

In ordinal symbolic dynamics, transcripts describe the algebraic relationship between ordinal patterns. Using the concept of transcript, we exploit the mathematical structure of the group of permutations to derive properties and relations…

Discrete Fourier Transform (DFT) is widely used in signal processing to analyze the frequencies in a discrete signal. However, DFT fails to recover the exact Fourier spectrum, when the signal contains frequencies that do not correspond to…

When considering the problem of unmixing hyperspectral images, most of the literature in the geoscience and image processing areas relies on the widely used linear mixing model (LMM). However, the LMM may be not valid and other nonlinear…

The Zipf's law is the major regularity of statistical linguistics that served as a prototype for rank-frequency relations and scaling laws in natural sciences. Here we show that the Zipf's law -- together with its applicability for a single…

We apply renormalized entropy as a complexity measure to the logistic and sine-circle maps. In the case of logistic map, renormalized entropy decreases (increases) until the accumulation point (after the accumulation point up to the most…

We show that an escape from the potential minimum of Fabry-Perot interferometers can be detected measuring the associated sudden change of reflectivity. We demonstrate that the loss of information that occurs retaining only the sequence of…

In almost every scientific field, an experiment involves collecting data and then analysing it. The analysis stage will often consist in trying to extract some physical parameter and estimating its uncertainty; this is known as Parameter…

Recently, the visibility graph has been introduced as a novel view for analyzing time series, which maps it to a complex network. In this paper, we introduce new algorithm of visibility, "cross-visibility", which reveals the conjugation of…

The method of maximum entropy has been very successful but there are cases where it has either failed or led to paradoxes that have cast doubt on its general legitimacy. My more optimistic assessment is that such failures and paradoxes…

We introduce a technique of time series analysis, potential forecasting, which is based on dynamical propagation of the probability density of time series. We employ polynomial coefficients of the orthogonal approximation of the empirical…

This work presents a methodology to the morphology analysis and characterization of nanostructured material images acquired from FEG-SEM (Field Emission Gun-Scanning Electron Microscopy) technique. The metrics were extracted from the image…

The q-Gaussians are a class of stable distributions which are present in many scientific fields, and that behave as heavy tailed distributions for an especific range of q values. The identification of these values, which are used in the…

We propose a conceptually novel method of reconstructing the topology of dynamical networks. By examining the correlation between the variable of one node and the derivative of another node, we derive a simple matrix equation yielding the…

Using a method for stochastic data analysis, borrowed from statistical physics, we analyze synthetic data from a Markov chain model that reproduces measurements of wind speed and power production in a wind park in Portugal. We first show…

The Richardson-Lucy unfolding approach is simple and excellently performing. It efficiently suppresses artificial high frequency contributions and permits to introduce known features of the true distribution. An algorithm to fix the number…

We propose modified frequentist definitions for the determination of confidence intervals for the case of Poisson statistics. We require that 1-\beta^{'} \geq \sum_{n=o}^{n_{obs}+k} P(n|\lambda) \geq \alpha^{'}. We show that this definition…