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Data Analysis papers — page 124

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Optimized Integration of the Equations of Motion of a Particle in the HERA-B Magnet
In this note we present a flexible approach to perform the propagation of track parameters and their derivatives in an inhomogeneous magnetic field, keeping the computational effort small. We discuss…
Alexander SpiridonovNov 20, 2005
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Statistical considerations on safety analysis
Alerting experience with a well-acknowledged safety analysis code initiated the authors to pay attention to safety issues of complex systems. Their first concern was the statistical characteristics…
L. Pal, M. MakaiNov 16, 2005
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On the significance in signal search through the sliding window algorithm
The experimental issue of the search for new particles of unknown mass poses the challenge of exploring a wide interval to look for the usual signatures represented by excess of events above the…
Gioacchino RanucciNov 14, 2005
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Multifractal analysis of the long-range correlations in the cardiac dynamics of Drosophila melanogaster
Time series of heartbeat activity of humans can exhibit long-range correlations. In this paper we show that such kind of correlations can exist for the heartbeat activity of much simpler species like…
Nikolay K. Vitanov, Elka D. YankulovaNov 9, 2005
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Likelihood ratio intervals with Bayesian treatment of uncertainties: coverage, power and combined experiments
In this note we present studies of coverage and power for confidence intervals for a Poisson process with known background calculated using the Likelihood ratio (aka Feldman & Cousins) ordering with…
Jan Conrad, Fredrik TegenfeldtNov 7, 2005
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Statistical Challenges for Searches for New Physics at the LHC
Because the emphasis of the LHC is on 5 sigma discoveries and the LHC environment induces high systematic errors, many of the common statistical procedures used in High Energy Physics are not…
Kyle CranmerNov 3, 2005
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Long-Term Trends in Given Name Frequencies in England and Wales
The frequency distribution of personal given names offers important evidence about the information economy. This paper presents data on the popularity of the most frequent personal given names (first…
Douglas A. GalbiNov 2, 2005
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Marked signal improvement by stochastic resonance for aperiodic signals in the double-well system
On the basis of our mixed-signal simulations we report significant stochastic resonance induced input-output signal improvement in the double-well system for aperiodic input types. We used a pulse…
R Mingesz, Z Gingl, P MakraNov 2, 2005
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Note on clock synchronization and Edwards transformations
Edwards transformations relating inertial frames with arbitrary clock synchronization are reminded and put in more general setting. Their group theoretical context is described.
Piotr KosinskiOct 28, 2005
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Comment on Barabasi, Nature 435, 207 (2005)
In a recent letter, Barabasi claims that the dynamics of a number of human activities are scale-free [1]. He specifically reports that the probability distribution of time intervals tau between…
Daniel B. Stouffer, R. Dean Malmgren, Luis A. N. AmaralOct 25, 2005
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On statistical properties of traded volume in financial markets
In this article we study the dependence degree of the traded volume of the Dow Jones 30 constituent equities by using a nonextensive generalised form of the Kullback-Leibler information measure. Our…
Jeferson de Souza, Luis G. Moyano, Silvio M. Duarte QueirosOct 12, 2005
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Recognizing different types of stochastic processes
We propose a new cross-correlation method that can recognize independent realizations of the same type of stochastic processes and can be used as a new kind of pattern recognition tool in biometrics,…
Jong U. Kim, Laszlo B. KishOct 12, 2005
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Distribution of Return Intervals of Extreme Events
The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics…
Cecilia PennettaOct 7, 2005
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Time series of stock price and of two fractal overlap: Anticipating market crashes?
We find prominent similarities in the features of the time series for the overlap of two Cantor sets when one set moves with uniform relative velocity over the other and time series of stock prices.…
Bikas K. Chakrabarti, Arnab Chatterjee, Pratip BhattacharyyaOct 6, 2005
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Spatial Random Field Models Inspired from Statistical Physics with Applications in the Geosciences
The spatial structure of fluctuations in spatially inhomogeneous processes can be modeled in terms of Gibbs random fields. A local low energy estimator (LLEE) is proposed for the interpolation…
D. T. HristopulosOct 5, 2005
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Model-based fit procedure for power-law-like spectra
1/fα noises are ubiquitous and affect many measurements. These noises are both a nuisance and a peculiarity of several physical systems; in dielectrics, glasses and networked liquids it is very…
Edoardo MilottiOct 3, 2005
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Small scale behavior of financial data
A new approach is presented to describe the change in the statistics of the log return distribution of financial data as a function of the timescale. To this purpose a measure is introduced, which…
Andreas P. Nawroth, Joachim PeinkeSep 30, 2005
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Statistical theory of spectra: Statistical moments as descriptors in the theory of molecular similarity
Statistical moments of the intensity distributions are used as molecular descriptors. They are used as a basis for defining similarity distances between two model spectra. Parameters which carry the…
Dorota Bielinska-Waz, Piotr Waz, Subhash C. BasakSep 29, 2005
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An attempt to observe economy globalization: the cross correlation distance evolution of the top 19 GDP's
Economy correlations between the 19 richest countries are investigated through their Gross Domestic Product increments. A distance is defined between increment correlation matrix elements and their…
Janusz Miskiewicz, Marcel AusloosSep 20, 2005
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A characteristic time scale of tick quotes on foreign currency markets
This study investigates that a characteristic time scale on an exchange rate market (USD/JPY) is examined for the period of 1998 to 2000. Calculating power spectrum densities for the number of tick…
Aki-Hiro SatoSep 16, 2005
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On the Role of Global Warming on the Statistics of Record-Breaking Temperatures
We theoretically study long-term trends in the statistics of record-breaking daily temperatures and validate these predictions using Monte Carlo simulations and data from the city of Philadelphia,…
S. Redner, Mark R. PetersenSep 13, 2005
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Distribution of Return Periods of Rare Events in Correlated Time Series
We study the effect on the distribution of return periods of rare events of the presence in a time series of finite-term correlations with non-exponential decay. Precisely, we analyze the…
Cecilia Pennetta, Eleonora AlfinitoSep 5, 2005
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The repository of physical models used for the CODATA-2002 FPC (re-)evaluation
We present PAREVAL package containing a repository of theoretical physical models used for (re-)evaluation of the fundamental physical constants (FPC). It holds all necessary data for building 105…
A. S. SiverSep 1, 2005
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Cross-country hierarchical structure and currency crisis
Using data from a sample of 28 representatives countries, we propose a classification of currency crises consequences based on the ultrametric analysis of the real exchange rate movements time…
Guillermo J. Ortega, David MatesanzAug 25, 2005
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Characteristic market behaviors caused by intervention in a foreign exchange market
In foreign exchange markets monotonic rate changes can be observed in time scale of order of an hour on the days that governmental interventions took place. We estimate the starting time of an…
Takayuki Mizuno, Yukiko Umeno Saito, Tsutomu Watanabe et al.Aug 23, 2005
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