相关论文: Hoelder-exponent-MFDFA-based test for long-range c…
We perform a comparative study of applicability of the Multifractal Detrended Fluctuation Analysis (MFDFA) and the Wavelet Transform Modulus Maxima (WTMM) method in proper detecting of mono- and multifractal character of data. We quantify…
Motivation: Alignment-free (AF) distance/similarity functions are a key tool for sequence analysis. Experimental studies on real datasets abound and, to some extent, there are also studies regarding their control of false positive rate…
We present an iterative approach to constructing pseudorandom generators, based on the repeated application of mild pseudorandom restrictions. We use this template to construct pseudorandom generators for combinatorial rectangles and…
We consider inhomogeneous spatial random graphs on the real line. Each vertex carries an i.i.d. weight and edges are drawn such that short edges and edges to vertices with large weights occur with higher probability. This allows the study…
We introduce a multi-species network model which describes the resistance fluctuations of a resistor in a non-equilibrium stationary state. More precisely, a thin resistor characterized by a 1/f^alpha resistance noise is described as a…
The paper study counter-dependent pseudorandom number generators based on $m$-variate ($m>1$) ergodic mappings of the space of 2-adic integers $\Z_2$. The sequence of internal states of these generators is defined by the recurrence law…
Heteroskedastic errors can lead to inaccurate statistical conclusions if they are not properly handled. We introduce a test for heteroskedasticity for the nonparametric regression model with multiple covariates. It is based on a suitable…
Long-term time series forecasting is a long-standing challenge in various applications. A central issue in time series forecasting is that methods should expressively capture long-term dependency. Furthermore, time series forecasting…
We consider a sequence of Hawkes processes whose excitation measures may depend on the generation, and study its scaling limits in the near-unstable limiting regime. The limiting random measures, characterized via a nonlinear convolutional…
The mixture of factor analyzers (MFA) model provides a powerful tool for analyzing high-dimensional data as it can reduce the number of free parameters through its factor-analytic representation of the component covariance matrices. This…
Mendelian randomization uses genetic variants to make causal inferences about the effect of a risk factor on an outcome. With fine-mapped genetic data, there may be hundreds of genetic variants in a single gene region any of which could be…
The $\gamma$-FDP and $k$-FWER multiple testing error metrics, which are tail probabilities of the respective error statistics, have become popular recently as less-stringent alternatives to the FDR and FWER. We propose general and flexible…
The primary objective of this section is to demonstrate that the actual pseudorandom measures of our construction are significantly smaller than the theoretical upper bounds derived from the Weil theorem. Regarding the family of sequences,…
Techniques such as detrended fluctuation analysis (DFA) and its extensions have been widely used to determine the nature of scaling in nucleotide sequences. In this brief communication we show that tandem repeats which are ubiquitous in…
We study finite sample properties of estimators of power-law cross-correlations -- detrended cross-correlation analysis (DCCA), height cross-correlation analysis (HXA) and detrending moving-average cross-correlation analysis (DMCA) -- with…
We use the methodology of singular spectrum analysis (SSA), principal component analysis (PCA), and multi-fractal detrended fluctuation analysis (MFDFA), for investigating characteristics of vibration time series data from a friction brake.…
Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable methods for unveiling multifractal properties, specially when real-world time series are under analysis. However, little is known about how several aspects,…
In many modern applications, a dependent functional response is observed for each subject over repeated time, leading to longitudinal functional data. In this paper, we propose a novel statistical procedure to test whether the mean function…
In the problem of classical group testing one aims to identify a small subset (of size $d$) diseased individuals/defective items in a large population (of size $n$). This process is based on a minimal number of suitably-designed group tests…
In this work, we present a parallel, fully-distributed finite element numerical framework to simulate the low-frequency electromagnetic response of superconducting devices, which allows to efficiently exploit HPC platforms. We select the…