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Data Analysis papers — page 125

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Reactions to extreme events: moving threshold model
In spite of precautions to avoid the harmful effects of extreme events, we experience recurrently phenomena that overcome the preventive barriers. These barriers usually increase drastically right…
Eduardo G. Altmann, Sarah Hallerberg, Holger KantzAug 23, 2005
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Multifractal Detrended Fluctuation Analysis of Sunspot Time Series
We use multifractal detrended fluctuation analysis (MF-DFA), to See query 1 study sunspot number fluctuations. The result of the MF-DFA shows that there are three crossover timescales in the…
M. Sadegh Movahed, G. R. Jafari, F. Ghasemi et al.Aug 20, 2005
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Automated Chirp Detection with Diffusion Entropy: Application to Infrasound from Sprites
We study the performance of three different methods to automatically detect a chirp in background noise. (1) The standard deviation detector uses the computation of the signal to noise ratio. (2) The…
M. Ignaccolo, T. Farges, E. Blanc et al.Aug 19, 2005
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Stealth Communication: Zero-Power Classical Communication, Zero-Quantum Quantum Communication and Environmental-Noise Communication
An alternative physical way of communication, communication by the inherent background noise, is proposed which does not need net energy transfer in the information channel. The communicator devices…
Laszlo B. KishAug 18, 2005
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Trend followers lose more often than they gain
We solve exactly a simple model of trend following strategy, and obtain the analytical shape of the profit per trade distribution. This distribution is non trivial and has an option like, asymmetric…
Marc Potters, Jean-Philippe BouchaudAug 16, 2005
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On correlations and fractal characteristics of time series
Correlation analysis is convenient and frequently used tool for investigation of time series from complex systems. Recently new methods such as the multifractal detrended fluctuation analysis (MFDFA)…
Nikolay K. Vitanov, kenschi Sakai, Elka D. YankulovaAug 12, 2005
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Neighborhood properties of complex networks
A concept of neighborhood in complex networks is addressed based on the criterion of the minimal number os steps to reach other vertices. This amounts to, starting from a given network R1,…
R. F. S. Andrade, J. G. V. Miranda, Thierry Petit LobaoAug 10, 2005
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The network of concepts in written texts
Complex network theory is used to investigate the structure of meaningful concepts in written texts of individual authors. Networks have been constructed after a two phase filtering, where words with…
Silvia M. G. Caldeira, Thierry C. Petit Lobao, R. F. S. Andrade et al.Aug 10, 2005
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Studies of Boosted Decision Trees for MiniBooNE Particle Identification
Boosted decision trees are applied to particle identification in the MiniBooNE experiment operated at Fermi National Accelerator Laboratory (Fermilab) for neutrino oscillations. Numerous attempts are…
Hai-Jun Yang, Byron P. Roe, Ji ZhuAug 8, 2005
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On Consistent and Calibrated Inference about the Parameters of Sampling Distributions
The theory of probability, based on very general rules referred to as the Cox-Polya-Jaynes Desiderata, can be used both as a theory of random mass phenomena and as a quantitative theory of plausible…
Tomaz Podobnik, Tomi ZivkoAug 2, 2005
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Optimization of Signal Significance by Bagging Decision Trees
An algorithm for optimization of signal significance or any other classification figure of merit suited for analysis of high energy physics (HEP) data is described. This algorithm trains decision…
I. NarskyJul 21, 2005
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StatPatternRecognition: A C++ Package for Statistical Analysis of High Energy Physics Data
Modern analysis of high energy physics (HEP) data needs advanced statistical tools to separate signal from background. A C++ package has been implemented to provide such tools for the HEP community.…
I. NarskyJul 20, 2005
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Financial Applications of Random Matrix Theory: Old Laces and New Pieces
This contribution to the proceedings of the Cracow meeting on `Applications of Random Matrix Theory' summarizes a series of studies, some old and others more recent on financial applications of…
M. Potters, J. P. Bouchaud, L. LalouxJul 14, 2005
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Ab initio yield curve dynamics
We derive an equation of motion for interest-rate yield curves by applying a minimum Fisher information variational approach to the implied probability density. By construction, solutions to the…
Raymond J. Hawkins, B. Roy Frieden, Joseph L. D'AnnaJul 13, 2005
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Improvement of speech recognition by nonlinear noise reduction
The success of nonlinear noise reduction applied to a single channel recording of human voice is measured in terms of the recognition rate of a commercial speech recognition program in comparison to…
Krzysztof Urbanowicz, Holger KantzJul 6, 2005
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The pulsing CPSD method for subcritical assemblies with pulsed sources
Stochastic neutron transport theory is applied to the derivation of the two-neutron-detectors cross power spectral density for subcritical assemblies when external pulsed sources are used. A general…
Daniel Ballester, Jose L. Munoz-CoboJun 21, 2005
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Estimation of coupling between oscillators from short time series via phase dynamics modeling: limitations and application to EEG data
We demonstrate in numerical experiments that estimators of strength and directionality of coupling between oscillators based on modeling of their phase dynamics [D.A. Smirnov and B.P. Bezruchko,…
D. A. Smirnov, M. B. Bodrov, J. L. Perez Velazquez et al.Jun 13, 2005
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Sampling errors of correlograms with and without sample mean removal for higher-order complex white noise with arbitrary mean
We derive the bias, variance, covariance, and mean square error of the standard lag windowed correlogram estimator both with and without sample mean removal for complex white noise with an arbitrary…
T. D. Carozzi, A. M. BuckleyJun 5, 2005
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Sifting data in the real world
In the real world, experimental data are rarely, if ever, distributed as a normal (Gaussian) distribution. As an example, a large set of data--such as the cross sections for particle scattering as a…
Martin M. BlockJun 1, 2005
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A New Technique for Finding Needles in Haystacks: A Geometric Approach to Distinguishing Between a New Source and Random Fluctuations
We propose a new test statistic based on a score process for determining the statistical significance of a putative signal that may be a small perturbation to a noisy experimental background. We…
Ramani S. Pilla, Catherine Loader, Cyrus TaylorMay 29, 2005
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Reconstruction of an object from its symmetry-averaged diffraction pattern
By suitably generalizing the Fourier constraint projection in the difference map phasing algorithm, an object can be reconstructed from its diffraction pattern even when the latter has been…
Veit ElserMay 25, 2005
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Deriving the sampling errors of correlograms for general white noise
We derive the second-order sampling properties of certain autocovariance and autocorrelation estimators for sequences of independent and identically distributed samples. Specifically, the estimators…
T. D. Carozzi, A. M. BuckleyMay 20, 2005
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No need to blur the picture
A formalism specifying efficient, "emergent" descriptions of experimental systems is developed. It does not depend on an a priori assumption of limited available data.
Axel G. RossbergMay 4, 2005
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On the limits of spectral methods for frequency estimation
An algorithm is presented which generates pairs of oscillatory random time series which have identical periodograms but differ in the number of oscillations. This result indicate the intrinsic…
A. G. RossbergMay 4, 2005
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Quantum Fluctuations of a Coulomb Potential as a Source of Flicker Noise
The power spectrum of quantum fluctuations of the electromagnetic field produced by an elementary particle is determined. It is found that in a wide range of practically important frequencies the…
Kirill A. KazakovApr 24, 2005
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