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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…

地球物理 · 物理学 2022-11-23 Andjelka B. Kovacevic , Aleksandra Nina , Luka C. Popovic , Milan Radovanovic

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…

量子物理 · 物理学 2022-03-04 Ekrem Taha Güldeste , Ceyhun Bulutay

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…

混沌动力学 · 物理学 2016-04-07 Jan F. Feldhoff , Reik V. Donner , Jonathan F. Donges , Norbert Marwan , Jürgen Kurths

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…

统计金融 · 定量金融 2008-12-02 K. Triantafyllopoulos

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…

无序系统与神经网络 · 物理学 2007-05-23 Andreas Ruttor , Georg Reents , Wolfgang Kinzel

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),…

统计金融 · 定量金融 2022-09-22 Nick James , Max Menzies , Kevin Chin

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…

统计金融 · 定量金融 2013-05-13 Yuichi Ikeda , Hideaki Aoyama , Hiroshi Iyetomi , Hiroshi Yoshikawa

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…

混沌动力学 · 物理学 2009-11-10 Arturo C. Marti , C. Masoller

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…

计算机科学中的逻辑 · 计算机科学 2021-12-20 Walid Fdhila , David Knuplesch , Stefanie Rinderle-Ma , Manfred Reichert

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…

综合金融 · 定量金融 2010-05-11 Periklis Gogas , Ioannis Pragidis

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…

适应与自组织系统 · 物理学 2018-05-14 Rainer Dahlhaus , István Z. Kiss , Jan C. Neddermeyer

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…

统计金融 · 定量金融 2019-04-30 Paolo Di Caro , Giuseppe Pernagallo , Antonino Damiano Rossello , Benedetto Torrisi

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)…

量子物理 · 物理学 2007-05-23 Leonid Fedichkin , Dmitry Solenov , Christino Tamon

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…

综合经济学 · 经济学 2025-01-15 Cristina Tanasescu , Amelia Bucur , Camelia Oprean-Stan

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…

物理与社会 · 物理学 2024-06-27 Inga Ivanova , Grzegorz Rzadkowski

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…

综合经济学 · 经济学 2024-08-29 Marco Dueñas , Antoine Mandel

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…

混沌动力学 · 物理学 2009-11-11 A. A. Koronovskii , A. E. Hramov , A. E. Khramova

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…

统计金融 · 定量金融 2016-09-08 A. N. Sekar Iyengar

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…

数据分析、统计与概率 · 物理学 2010-03-15 Stephan Bialonski , Klaus Lehnertz