相关论文: Hoelder-exponent-MFDFA-based test for long-range c…
We propose a novel multivariate signal denoising method that performs long-range correlation analysis of multiple modes in input data by considering inherent inter-channel dependencies of the data. That is achieved through a novel and…
This paper extends the existing literature on empirical estimation of the confidence intervals associated to the Detrended Fluctuation Analysis (DFA). We used Montecarlo simulation to evaluate the confidence intervals. Varying the…
The identification of increasingly smaller signal from objects observed with a non-perfect instrument in a noisy environment poses a challenge for a statistically clean data analysis. We want to compute the probability of frequencies…
Empirical tests for pseudorandom number generators based on the use of processes or physical models have been successfuly used and are considered as complementary to theoretical test of randomness. In this work a statistical methodology for…
We investigate the clinical and prognostic significance of fractal dimension and detrended fluctuation analysis by comparing the group of patients with stable angina pectoris without previous myocardial infarction with the group of…
Cluster-weighted factor analyzers (CWFA) are a versatile class of mixture models designed to estimate the joint distribution of a random vector that includes a response variable along with a set of explanatory variables. They are…
We present an optimal detrended fluctuation analysis (DFA) and applied it to evaluate the local roughness exponent in non-equilibrium surface growth models with mounded morphology. Our method consists in analyzing the height fluctuations…
In Patil et. al 2024a, we developed a multitaper power spectrum estimation method, mtNUFFT, for analyzing time-series with quasi-regular spacing, and showed that it not only improves upon the statistical issues of the Lomb-Scargle…
The aim of this Thesis is to present five new tests for random numbers, which are widely used {\em e.g.} in computer simulations in physics applications. The first two tests, the cluster test and the autocorrelation test, are based on…
The goal of multifractal analysis is to characterize the variations in local regularity of functions or signals by computing the Hausdorff dimension of the sets of points that share the same regularity. While classical approaches rely on…
A statistical hypothesis test for long range dependence (LRD) is formulated in the spectral domain for functional time series in manifolds. The elements of the spectral density operator family are assumed to be invariant with respect to the…
It is well known that correlations in microarray data represent a serious nuisance deteriorating the performance of gene selection procedures. This paper is intended to demonstrate that the correlation structure of microarray data provides…
Fluctuations of local fields are crucial for the prediction of failure in random composites across different scales as well as estimating the inelastic behaviour of it. This can be quantified statistically through second moments of the…
Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal…
Marsaglia proposed recently xorshift generators as a class of very fast, good-quality pseudorandom number generators. Subsequent analysis by Panneton and L'Ecuyer has lowered the expectations raised by Marsaglia's paper, showing several…
This paper is devoted to problem of detecting critical events at finiacial markets using methods of multifractal analysis. Namely, the local regularity of time-series is studied. As a result, one can find out a special behavior or signal of…
We have carried out a detailed study of scaling region using detrended fractal analysis test by applying different forcing likewise noise, sinusoidal, square on the floating potential fluctuations acquired under different pressures in a DC…
The genetic basis of multiple phenotypes such as gene expression, metabolite levels, or imaging features is often investigated by testing a large collection of hypotheses, probing the existence of association between each of the traits and…
A new set of signals for studying detectability of an x-ray imaging system is presented. The results obtained with these signals are intended to complement the NEQ results. The signals are generated from line spread profiles by…
In this survey we summarize properties of pseudorandomness and non-randomness of some number-theoretic sequences and present results on their behaviour under the following measures of pseudorandomness: balance, linear complexity,…