相关论文: Beyond Intermittency: Erraticity
Irregularly sampled time series analysis is a common problem in various disciplines. Since conventional methods are not directly applicable to irregularly sampled time series, a common interpolation approach is used; however, this causes…
The precision of measurements of the strong coupling constant using event-shape variables in e+e- annihilations is limited by theoretical systematic uncertainties. The uncertainties are related to missing higher orders in the perturbative…
We propose a novel algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that constitutes a consistent extension of the Detrended Cross-Correlation Analysis (DCCA) and is able to properly identify and quantify subtle characteristics…
We introduce the notion of relative volatility/intermittency and demonstrate how relative volatility statistics can be used to estimate consistently the temporal variation of volatility/intermittency when the data of interest are generated…
Interval analysis, when applied to the so called problem of experimental data fitting, appears to be still in its infancy. Sometimes, partly because of the unrivaled reliability of interval methods, we do not obtain any results at all.…
Recent discussion of the possibility to study intermittency in individual events of high multiplicity by A. Bialas and myself is reported. In the framework of $\alpha-$model it is found that, for a cascade long enough, the dispersion of…
Various methods have been developed independently to study the multifractality of measures in many different contexts. Although they all convey the same intuitive idea of giving a "dimension" to sets where a quantity scales similarly within…
Entropy production plays a fundamental role in the study of non-equilibrium systems by offering a quantitative handle on the degree of time-reversal symmetry breaking. It depends crucially on the degree of freedom considered as well as on…
Several phenomena are available representing market activity: volumes, number of trades, durations between trades or quotes, volatility - however measured - all share the feature to be represented as positive valued time series. When…
We study regularity properties of frequency measures arising from random substitutions, which are a generalisation of (deterministic) substitutions where the substituted image of each letter is chosen independently from a fixed finite set.…
If quantum information processors are to fulfill their potential, the diverse errors that affect them must be understood and suppressed. But errors typically fluctuate over time, and the most widely used tools for characterizing them assume…
Bifurcation theory is the usual analytic approach to study the parameter space of a dynamical system. Despite the great power of prediction of these techniques, fundamental limitations appear during the study of a given problem. Nonlinear…
The distortion on the intermittency signal, due to detection efficiency and to the presence of pre--equilibrium emitted particles, is studied in a schematic model of nuclear multi- fragmentation. The source of the intermittency signal is…
The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…
In scattering theory the far field pattern describes the directional dependence of a time-harmonic wave scattered by an obstacle or inhomogeneous medium, when observed sufficiently far away from these objects. Considering plane wave…
Rhythmic activity is ubiquitous in biological systems from the cellular to organism level. Reconstructing the instantaneous phase is the first step in analyzing the essential mechanism leading to a synchronization state from the observed…
We study the long-range correlations of heartbeat fluctuations with the method of diffusion entropy. We show that this method of analysis yields a scaling parameter $\delta$ that apparently conflicts with the direct evaluation of the…
Multifractal analysis studies signals, functions, images or fields via the fluctuations of their local regularity along time or space, which capture crucial features of their temporal/spatial dynamics. It has become a standard signal and…
Investigating the spectral properties of the neural covariates that underlie spiking activity is an important problem in systems neuroscience, as it allows to study the role of brain rhythms in cognitive functions. While the spectral…
The Astr\'{e}e static analyzer is a specialized tool that can prove the absence of runtime errors, including arithmetic overflows, in large critical programs. Keeping analysis times reasonable for industrial use is one of the design…