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Anomalous diffusion phenomenon is an intriguing process that tracer diffusion presents in numerous complex systems. Current experimental and theoretical investigations have reported the emergence of random diffusivity scenarios accompanied…

统计力学 · 物理学 2022-10-19 M. A. F. dos Santos , L. Menon Junior , D. Cius

Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…

统计力学 · 物理学 2021-10-15 Thomas Vojta , Zachary Miller , Samuel Halladay

A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…

统计力学 · 物理学 2009-10-31 S. Artz , M. Schulz , S. Trimper

During the past few years the Trend Filtering Algorithm (TFA) has become an important utility in filtering out time-dependent systematic effects in photometric databases for extrasolar planetary transit search. Here we present the extension…

天体物理学 · 物理学 2008-12-16 G. Kovacs , G. A. Bakos

We show an analysis of multi-dimensional time series via entropy and statistical linguistic techniques. We define three markers encoding the behavior of the series, after it has been translated into a multi-dimensional symbolic sequence.…

多媒体 · 计算机科学 2008-03-05 Marco Franciosi , Giulia Menconi

We modified the way in which the Universal Map is obtained in the regular dynamics to derive the Universal $\alpha$-Family of Maps depending on a single parameter $\alpha > 0$ which is the order of the fractional derivative in the nonlinear…

混沌动力学 · 物理学 2014-05-20 Mark Edelman

Spreading phenomena essentially underlie the dynamics of various natural and technological networked systems, yet how spatiotemporal propagation patterns emerge from such networks remains largely unknown. Here we propose a novel approach…

物理与社会 · 物理学 2024-03-12 Xiaozhu Zhang , Dirk Witthaut , Marc Timme

Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian.…

数据分析、统计与概率 · 物理学 2017-01-04 A. Kumar , A. Wyłomańska , R. Połoczański , S. Sundar

Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental topological and fractal properties of recurrence networks…

统计力学 · 物理学 2015-06-19 Jin-Long Liu , Zu-Guo Yu , Vo Anh

In a spatially embedded network, that is a network where nodes can be uniquely determined in a system of coordinates, links' weights might be affected by metric distances coupling every pair of nodes (dyads). In order to assess to what…

数据分析、统计与概率 · 物理学 2014-03-05 Riccardo Chiarucci , Franco Ruzzenenti , Maria I. Loffredo

Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series…

机器学习 · 计算机科学 2023-02-07 Katrina Chen , Mingbin Feng , Tony S. Wirjanto

The Detrending Moving Average (DMA) algorithm has been widely used in its several variants for characterizing long-range correlations of random signals and sets (one-dimensional sequences or high-dimensional arrays) either over time or…

数据分析、统计与概率 · 物理学 2016-07-01 Anna Carbone , Ken Kiyono

In 2005, Nagler and Claussen (Phys. Rev. E 71 (2005) 067103) investigated the time series of the elementary cellular automata (ECA) for possible (multi)fractal behavior. They eliminated the polynomial background at^b through the direct…

元胞自动机与格子气 · 物理学 2009-08-25 J. S. Murguia , J. E. Perez-Terrazas , H. C. Rosu

Racial residential segregation is a defining and enduring feature of U.S. society, shaping inter-group relations, racial disparities in income and health, and access to high-quality public goods and services. The design of policies aimed at…

物理与社会 · 物理学 2021-08-10 Yunus A. Kinkhabwala , Boris Barron , Matthew Hall , Tomas A. Arias , Itai Cohen

The classical structure-function (SF) method in fully developed turbulence or for scaling processes in general is influenced by large-scale energetic structures, known as infrared effect. Therefore, the extracted scaling exponents…

流体动力学 · 物理学 2015-06-18 Y. X. Huang

We present a novel way to characterize the structure of complex networks by studying the statistical properties of the trajectories of random walks over them. We consider time series corresponding to different properties of the nodes…

物理与社会 · 物理学 2014-06-17 Vincenzo Nicosia , Manlio De Domenico , Vito Latora

We propose a fully multivariate generalization of multifractal detrended fluctuation analysis (MFDFA) and leverage it to develop a fault diagnosis framework for multichannel machine vibration data. We introduce a novel covariance-weighted…

信号处理 · 电气工程与系统科学 2025-11-27 Khuram Naveed , Naveed ur Rehman

We study the fluctuations of the area $A=\int_0^T x(t) dt$ under a one-dimensional Brownian motion $x(t)$ in a trapping potential $\sim |x|$, at long times $T\to\infty$. We find that typical fluctuations of $A$ follow a Gaussian…

统计力学 · 物理学 2024-08-05 Naftali R. Smith

Large assemblies of nonlinear dynamical units driven by a long-wave fluctuating external field are found to generate strong turbulence with scaling properties. This type of turbulence is so robust that it persists over a finite parameter…

chao-dyn · 物理学 2007-05-23 Yoshiki Kuramoto , Hiroya Nakao

Practitioners deploying time series forecasting models face a dilemma: exhaustively validating dozens of models is computationally prohibitive, yet choosing the wrong model risks poor performance. We show that spectral…

机器学习 · 计算机科学 2025-11-13 Oliver Wang , Pengrui Quan , Kang Yang , Mani Srivastava