相关论文: Business cycle synchronization within the European…
Extraction of information in the form of oscillations from noisy data of natural phenomena such as sounds, earthquakes, ionospheric and brain activity, and various emissions from cosmic objects is extremely difficult. As a method for…
This work introduces the so-called synchrosqueezed wavelet transform, to shed light on the dipolar fluctuations of a thermal ensemble of nuclear spins in a diamond crystal structure, hyperfine-coupled to a central spin. The raw time series…
Synchronisation between coupled oscillatory systems is a common phenomenon in many natural as well as technical systems. Varying the strength of coupling often leads to qualitative changes in the complex dynamics of the mutually coupled…
A Bayesian procedure is developed for multivariate stochastic volatility, using state space models. An autoregressive model for the log-returns is employed. We generalize the inverted Wishart distribution to allow for different correlation…
Reflecting boundary conditions cause two one-dimensional random walks to synchronize if a common direction is chosen in each step. The mean synchronization time and its standard deviation are calculated analytically. Both quantities are…
Motivated by the current fears of a potentially stagflationary global economic environment, this paper uses new and recently introduced mathematical techniques to study multivariate time series pertaining to country inflation (CPI),…
We have analyzed the Indices of Industrial Production (Seasonal Adjustment Index) for a long period of 240 months (January 1988 to December 2007) to develop a deeper understanding of the economic shocks. The angular frequencies estimated…
We study the synchronization of a coupled map lattice consisting of a one-dimensional chain of logistic maps. We consider global coupling with a time-delay that takes into account the finite velocity of propagation of interactions. We…
The current push towards interoperability drives companies to collaborate through process choreographies. At the same time, they face a jungle of continuously changing regulations, e.g., due to the pandemic and developments such as the…
Several studies have established the predictive power of the yield curve in terms of real economic activity. In this paper we use data for a variety of E.U. countries: both EMU (Germany, France, Italy) and non-EMU members (Sweden and the…
The theory of cointegration has been a leading theory in econometrics with powerful applications to macroeconomics during the last decades. On the other hand the theory of phase synchronization for weakly coupled complex oscillators has…
Various works have already showed that common shocks and cross-country financial linkages caused the banking systems of several countries to be highly interconnected with the result that during bad times, banking crises may arise…
We prove analytical results showing that decoherence can be useful for mixing time in a continuous-time quantum walk on finite cycles. This complements the numerical observations by Kendon and Tregenna (Physical Review A 67 (2003), 042315)…
One of the themes that have been approached more and more within the specialised literature is being represented by economic cycles. The analysis of these is very useful in the long term predictions, in finding solutions for the economic…
We use a computationally efficient technique of Logistic Continuous Wavelet transform (CWT) to analyze patent data for Switzerland, Germany, USA, and Brszil for the period 1980-2000. We found that patent growth dynamics follows the dynamics…
Synchronization is a fundamental component of computational models of human behavior, at both intra-personal and inter-personal level. Event synchronization analysis was originally conceived with the aim of providing a simple and robust…
This paper explores the relationship between economic growth and CO$_2$ emissions across European regions from 1990 to 2022, specifically concerning the dynamics of emissions growth rates through different phases of the European Union…
The dynamics of one-way coupled systems with discrete time is considered. The behavior of the coupled logistic maps is compared to the dynamics of maps obtained using the Poincare sectioning procedure applied to the coupled continuous-time…
We have presented a novel technique of detecting intermittencies in a financial time series of the foreign exchange rate data of U.S.- Euro dollar(US/EUR) using a combination of both statistical and spectral techniques. This has been…
We investigate two recently proposed multivariate time series analysis techniques that aim at detecting phase synchronization clusters in spatially extended, nonstationary systems with regard to field applications. The starting point of…