相关论文: Almost Periodically Correlated Time Series in Busi…

We investigate the emergence of periodic behavior in opinion dynamics and its underlying geometry. For this, we use a bounded-confidence model with contrarian agents in a convolution social network. This means that agents adapt their…

Multi-particle dynamics in one-dimensional asymmetric exclusion processes with disorder is investigated theoretically by computational and analytical methods. It is argued that the general phase diagram consists of three non-equilibrium…

A new approach for feature extraction from time series is proposed in this paper. This approach consists of a specific regression model incorporating a discrete hidden logistic process. The model parameters are estimated by the maximum…

Economic Model Predictive Control (MPC) dissipativity theory is central to discussing the stability of policies resulting from minimizing economic stage costs. In its current form, the dissipativity theory for economic MPC applies to…

In this paper, we investigate the challenges to apply Statistical Static Timing Analysis (SSTA) in hierarchical design flow, where modules supplied by IP vendors are used to hide design details for IP protection and to reduce the complexity…

We analyze the European transition economies and show that time series for most of major indices exhibit (i) power-law correlations in their values, power-law correlations in their magnitudes, and (iii) asymmetric probability distribution.…

Statistical parameters are used in finance, weather, industrial, science, among other vast number of different fields to draw conclusions. New more efficient selection methods are mandatory to analyses the huge amount of astronomical data.…

This paper develops a new model of business cycles. The model is economical in that it is solved with an aggregate demand-aggregate supply diagram, and the effects of shocks and policies are obtained by comparative statics. The model builds…

We analyze the daily stock data of the Nasdaq Composite index in the 22-year period 1992-2013 and identify market states as clusters of correlation matrices with similar correlation structures. We investigate the stability of the…

To analyze and project age-specific mortality or morbidity rates age-period-cohort (APC) models are very popular. Bayesian approaches facilitate estimation and improve predictions by assigning smoothing priors to age, period and cohort…

This article presents an identification methodology to capture general relationships, with application to piecewise nonlinear approximations of model predictive control for constrained (non)linear systems. The mathematical formulation…

Various and ubiquitous information systems are being used in monitoring, exchanging, and collecting information. These systems are generating massive amount of event sequence logs that may help us understand underlying phenomenon. By…

Many astrophysical phenomena are time-varying, in the sense that their brightness change over time. In the case of periodic stars, previous approaches assumed that changes in period, amplitude, and phase are well described by either…

Fluctuation theorems show how coarse graining transforms microscopic symmetry into observable irreversibility. Here we ask whether an analogous symmetrybased diagnostic can be constructed for financial markets. At the microscopic level,…

Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

It has been shown that the combination of a broken spatial symmetry in the potential (or ratchet potential) and time correlations in the driving are crucial, and enough to allow transformation of the fluctuations into work. The required…

We present a Markov Chain Monte Carlo method for sampling cycle length in large graphs. Cycles are treated as microstates of a system with many degrees of freedom. Cycle length corresponds to energy such that the length histogram is…

We describe a financial market model which shows a non-equilibrium phase transition. Near the transition punctuated equilibrium behaviour is seen, with avalanches occuring on all scales. This scaling is described by an exponent very near 1.…

Many real-world systems are often regarded as weakly coupled limit-cycle oscillators, in which each oscillator corresponds to a dynamical system with many degrees of freedom that have collective oscillations. One of the most practical…

The ABC model is a simple diffusive one-dimensional non-equilibrium system which exhibits a phase transition. Here we show that the cumulants of the currents of particles through the system become singular near the phase transition. At the…