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This tutorial is designed to clarify a few misconceptions in the field of ultrafast optics. (1) Analytic signal that underlies the complex-conjugate decomposition of the field is discussed, as well as the misunderstanding between…

光学 · 物理学 2026-02-18 Yi-Hao Chen

We study the properties of memory of a financial time series adopting two different methods of analysis, the detrended fluctuation analysis (DFA) and the analysis of the power spectrum (PSA). The methods are applied on three time series:…

统计力学 · 物理学 2008-12-02 Simone Bianco

We illustrate the efficacy of a discrete wavelet based approach to characterize fluctuations in non-stationary time series. The present approach complements the multi-fractal detrended fluctuation analysis (MF-DFA) method and is quite…

混沌动力学 · 物理学 2008-04-16 P. Manimaran , Prasanta K. Panigrahi , Jitendra C. Parikh

Transformer models have become increasingly popular in financial applications, yet their potential risk making and biases remain under-explored. The purpose of this work is to audit the reliance of the model on volatile data for…

机器学习 · 计算机科学 2025-12-02 Armin Gerami , Ramani Duraiswami

It is the purpose of the paper to describe the virtues of time-frequency methods for signal processing applications, having astronomical time series in mind. Different methods are considered and their potential usefulness respectively…

天体物理学 · 物理学 2009-11-07 R. Vio , W. Wamsteker

Under some assumptions, an analytic expression for the transmission spectrum can be obtained, which can form the basis of atmospheric retrievals and allows insight on the degeneracies involved. In this Research Note we present an…

地球与行星天体物理 · 物理学 2018-08-17 Andrés Jordán , Néstor Espinoza

The possibility that price dynamics is affected by its distance from a moving average has been recently introduced as new statistical tool. The purpose is to identify the tendency of the price dynamics to be attractive or repulsive with…

物理与社会 · 物理学 2009-11-11 V. Alfi , F. Coccetti , M. Marotta , L. Pietronero , M. Takayasu

Electric field variations that appear before rupture have been recently studied by employing the detrended fluctuation analysis (DFA) as a scaling method to quantify long-range temporal correlations. These studies revealed that seismic…

统计力学 · 物理学 2015-05-18 E. S. Skordas , N. V. Sarlis , P. A. Varotsos

Statistical inference is central to many scientific endeavors, yet how it works remains unresolved. Answering this requires a quantitative understanding of the intrinsic interplay between statistical models, inference methods and data…

This paper is an effort to evaluate the numerical indices for the assessment of the frequency response analysis (FRA) to provide a deeper understanding of their characteristics. The study introduces the indices in the literature and…

系统与控制 · 电气工程与系统科学 2021-06-28 Reza Khalilisenobari , Javad Sadeh

Change detection has been a hotspot in remote sensing technology for a long time. With the increasing availability of multi-temporal remote sensing images, numerous change detection algorithms have been proposed. Among these methods, image…

计算机视觉与模式识别 · 计算机科学 2019-09-06 Bo Du , Lixiang Ru , Chen Wu , Liangpei Zhang

Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…

定量方法 · 定量生物学 2015-12-09 Robert Ton , Andreas Daffertshofer

The most recent theoretical and experimental results in the field of diffractive scattering are reviewed. A parallel between the two current theoretical approaches to diffraction, the DIS picture in the Breit frame and the dipole picture in…

高能物理 - 实验 · 物理学 2009-11-07 Giuseppe Iacobucci

Weighted averaged finite difference methods for solving fractional diffusion equations are discussed and different formulae of the discretization of the Riemann-Liouville derivative are considered. The stability analysis of the different…

数值分析 · 数学 2025-10-20 Santos B. Yuste

In this study the general formula for differential and integral operations of fractional calculus via fractal operators by the method of cumulative diminution and cumulative growth is obtained. The under lying mechanism in the success of…

统计力学 · 物理学 2016-08-31 Fevzi Buyukkilic , Zahide Ok Bayrakdar , Dogan Demirhan

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

概率论 · 数学 2022-04-27 Loïc Béthencourt

This paper presents a transient forward harmonic adjoint sensitivity analysis (TFHA), which is a combination of a transient forward circuit analysis with a harmonic balance based adjoint sensitivity analysis. TFHA provides sensitivities of…

数值分析 · 数学 2024-01-25 Julian Sarpe , Andreas Klaedtke , Herbert De Gersem

Local Fourier analysis is a commonly used tool to assess the quality and aid in the construction of geometric multigrid methods for translationally invariant operators. In this paper we automate the process of local Fourier analysis and…

数值分析 · 数学 2019-07-26 Karsten Kahl , Nils Kintscher

Diffusion models have led to significant advancements in generative modelling. Yet their widespread adoption poses challenges regarding data attribution and interpretability. In this paper, we aim to help address such challenges in…

机器学习 · 计算机科学 2025-05-27 Bruno Mlodozeniec , Runa Eschenhagen , Juhan Bae , Alexander Immer , David Krueger , Richard Turner

With the advance of modern technology, more and more data are being recorded continuously during a time interval or intermittently at several discrete time points. They are both examples of "functional data", which have become a prevailing…

统计方法学 · 统计学 2015-07-21 Jane-Ling Wang , Jeng-Min Chiou , Hans-Georg Mueller