Properties of a simple bilinear stochastic model: estimation and predictabilityWe analyze the properties of arguably the simplest bilinear stochastic multiplicative process, proposed as a model of financial returns and of other complex systems combining both nonlinearity and…D. Sornette, V. F. Pisarenko·Mar 23, 2007SaveLearn
Reduction of time-resolved space-based CCD photometry developed for MOST Fabry Imaging dataThe MOST (Microvariability & Oscillations of STars) satellite obtains ultraprecise photometry from space with high sampling rates and duty cycles. Astronomical photometry or imaging missions in low…P. Reegen, T. Kallinger, D. Frast et al.·Mar 15, 2007SaveLearn
SigSpec - I. Frequency- and Phase-Resolved Significance in Fourier SpaceIdentifying frequencies with low signal-to-noise ratios in time series of stellar photometry and spectroscopy, and measuring their amplitude ratios and peak widths accurately, are critical goals for…P. Reegen·Mar 15, 2007SaveLearn
The Laplace-Jaynes approach to inductionAn approach to induction is presented, based on the idea of analysing the context of a given problem into `circumstances'. This approach, fully Bayesian in form and meaning, provides a complement…P. G. L. Porta Mana, A. Månsson, G. Björk·Mar 12, 2007SaveLearn
TMVA - Toolkit for Multivariate Data AnalysisIn high-energy physics, with the search for ever smaller signals in ever larger data sets, it has become essential to extract a maximum of the available information from the data. Multivariate…A. Hoecker, P. Speckmayer, J. Stelzer et al.·Mar 4, 2007SaveLearn
Method of reconstructing a moving pulseWe present a method of analyzing a set of N time signals fi(t) that consist of local measurements of the same physical observable taken at N sequential locations Zi along the length of an…Stephen J. Howard, R. D. Horton, D. Q. Hwang et al.·Feb 22, 2007SaveLearn
Yet on statistical properties of traded volume: correlation and mutual information at different value magnitudesIn this article we analyse linear correlation and non-linear dependence of traded volume, v, of the 30 constituents of Dow Jones Industrial Average at different value scales. Specifically, we have…Silvio M. Duarte Queiros, Luis G. Moyano·Feb 21, 2007SaveLearn
Analyzing the House Fly's Exploratory Behavior with Autoregression MethodsThis paper presents a detailed characterization of the trajectory of a single housefly with free range of a square cage. The trajectory of the fly was recorded and transformed into a time series,…Hisanao Takahashi, Naoto Horibe, Masakazu Shimada et al.·Feb 20, 2007SaveLearn
Evaluation of three methods for calculating statistical significance when incorporating a systematic uncertainty into a test of the background-only hypothesis for a Poisson processHypothesis tests for the presence of new sources of Poisson counts amidst background processes are frequently performed in high energy physics (HEP), gamma ray astronomy (GRA), and other branches of…Robert D. Cousins, James T. Linnemann, Jordan Tucker·Feb 19, 2007SaveLearn
A basic problem in the correlations between statistics and thermodynamicsBy using a fonctionelle of probability distributions, several different statistical physics including extensive and nonextensive statistics are unified in a general method. The essential equivalence…Congjie Ou, Zhifu Huang, Jincan Chen·Feb 16, 2007SaveLearn
Seeking for Simplicity in Complex NetworksComplex networks can be understood as graphs whose connectivity deviates from those of regular or near-regular graphs, which are understood as being `simple'. While a great deal of the attention…Luciano da Fontoura Costa, Francisco A. Rodrigues·Feb 13, 2007SaveLearn
Hilbert Space Becomes Ultrametric in the High Dimensional Limit: Application to Very High Frequency Data AnalysisAn ultrametric topology formalizes the notion of hierarchical structure. An ultrametric embedding, referred to here as ultrametricity, is implied by a natural hierarchical embedding. Such…Fionn Murtagh·Feb 7, 2007SaveLearn
Tagging heavy flavours with boosted decision treesThis paper evaluates the performance of boosted decision trees for tagging b-jets. It is shown, using a Monte Carlo simulation of WH lνqq events that boosted decision trees outperform…J. Bastos·Feb 5, 2007SaveLearn
Correlation of coming limit price with order book in stock marketsWe examine the correlation of the limit price with the order book, when a limit order comes. We analyzed the Rebuild Order Book of Stock Exchange Electronic Trading Service, which is the centralized…Jun-ichi Maskawa·Feb 4, 2007SaveLearn
Waiting time analysis of foreign currency exchange rates: Beyond the renewal-reward theoremWe evaluate the average waiting time between observing the price of financial markets and the next price change, especially in an on-line foreign exchange trading service for individual customers via…Naoya Sazuka, Jun-ichi Inoue·Feb 1, 2007SaveLearn
Deterministic Modularity OptimizationWe study community structure of networks. We have developed a scheme for maximizing the modularity Q based on mean field methods. Further, we have defined a simple family of random networks with…Sune Lehmann, Lars Kai Hansen·Jan 31, 2007SaveLearn
Experimental evidence for phase synchronization transitions in human cardio-respiratory systemTransitions in the dynamics of complex systems can be characterized by changes in the synchronization behavior of their components. Taking the human cardio-respiratory system as an example and using…Ronny Bartsch, Jan W. Kantelhardt, Thomas Penzel et al.·Jan 29, 2007SaveLearn
Improvement of the Kalman Filter Fit of the ZEUS experimentAt the center of the ZEUS detector situated on the collider HERA at DESY in Hamburg, a Micro Vertex Detector has been installed in 2000/01. Situated close to the beam line, this subdetector is…V. Roberfroid·Jan 23, 2007SaveLearn
Turbulence Time Series Data Hole Filling using Karhunen-Loeve and ARIMA methodsMeasurements of optical turbulence time series data using unattended instruments over long time intervals inevitably lead to data drop-outs or degraded signals. We present a comparison of methods…M. P. J. L. Chang, H. Nazari, C. O. Font et al.·Jan 22, 2007SaveLearn
Treatment of Errors in Efficiency CalculationsIn this report we discuss the treatment of statistical errors in cut efficiencies. The two commonly used methods for the calculation of the errors, Poissonian and Binomial, are shown to be defective.…T. Ullrich, Z. Xu·Jan 17, 2007SaveLearn
Electron/pion separation with an Emulsion Cloud Chamber by using a Neural NetworkWe have studied the performance of a new algorithm for electron/pion separation in an Emulsion Cloud Chamber (ECC) made of lead and nuclear emulsion films. The software for separation consists of two…L. Arrabito, D. Autiero, C. Bozza et al.·Jan 17, 2007SaveLearn
Networks of Recurrent Events, a Theory of Records, and an Application to Finding Causal Signatures in SeismicityWe propose a method to search for signs of causal structure in spatiotemporal data making minimal a priori assumptions about the underlying dynamics. To this end, we generalize the elementary concept…J. Davidsen, P. Grassberger, M. Paczuski·Jan 16, 2007SaveLearn
Assessing symmetry of financial returns seriesTesting symmetry of a probability distribution is a common question arising from applications in several fields. Particularly, in the study of observables used in the analysis of stock market index…H. F. Coronel-Brizio, A. R. Hernandez-Montoya, Huerta-Quintanilla et al.·Jan 16, 2007SaveLearn
Module identification in bipartite and directed networksModularity is one of the most prominent properties of real-world complex networks. Here, we address the issue of module identification in two important classes of networks: bipartite networks and…R. Guimera, M. Sales-Pardo, L. A. N. Amaral·Jan 12, 2007SaveLearn
Classes of complex networks defined by role-to-role connectivity profilesInteractions between units in phyical, biological, technological, and social systems usually give rise to intrincate networks with non-trivial structure, which critically affects the dynamics and…R. Guimera, M. Sales-Pardo, L. A. N. Amaral·Jan 12, 2007SaveLearn