Power-Law Persistence in the Atmosphere: Analysis and ApplicationsThis paper has been withdrawn by the author(s), due to double submission. You can find it under: physics/0208019Armin Bunde, Jan F. Eichner, Rathinaswamy Govindan et al.·May 28, 2003SaveLearn
Multiscale Trend AnalysisThis paper introduces a multiscale analysis based on optimal piecewise linear approximations of time series. An optimality criterion is formulated and on its base a computationally effective…I. Zaliapin, A. Gabrielov, V. Keilis-Borok·May 20, 2003SaveLearn
Information-theoretic approach to the study of control systemsWe propose an information-theoretic framework for analyzing control systems based on the close relationship of controllers to communication channels. A communication channel takes an input state and…Hugo Touchette, Seth Lloyd·May 16, 2003SaveLearn
Single or combined location measurements of the same parameter without prior probability. (Altern. title, Parametric inference as useful illusion; Part 1)Motivation. This version is based solely on the calculus of probability, excluding any statistical principle. "Location measurement" means the pdf of the error is known. When the datum is…George Kahrimanis·May 13, 2003SaveLearn
Fitting a Sum of Exponentials to Numerical DataA finite sum of exponential functions may be expressed by a linear combination of powers of the independent variable and by successive integrals of the sum. This is proved for the general case and…Bernhard Kaufmann·May 6, 2003SaveLearn
Bayesian inference of nanoparticle-broadened x-ray line profilesA single and self-contained method for determining the crystallite-size distribution and shape from experimental x-ray line profile data is presented. We have shown that the crystallite-size…N. Armstrong, W. Kalceff, J. P. Cline et al.·May 6, 2003SaveLearn
Generalised Modal Analysis with the Padé-Laplace transformWe present the G-MAPLE (Generalised Modal Analysis from the Poles of the Laplace Expansion) software that allows decomposing data depending on a single parameter (such as time series data) into a set…C. Tannous·Apr 29, 2003SaveLearn
Bayesian Inference in Processing Experimental Data: Principles and Basic ApplicationsThis report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than…G. D'Agostini·Apr 28, 2003SaveLearn
Internet websites statistics expressed in the framework of the Ursell-Mayer cluster formalismWe show that it is possible to generalize the Ursell-Mayer cluster formalism so that it may cover also the statistics of Internet websites. Our starting point is the introduction of an extra variable…D. Bar·Apr 7, 2003SaveLearn
Inference for bounded parametersThe estimation of signal frequency count in the presence of background noise has had much discussion in the recent physics literature, and Mandelkern [1] brings the central issues to the statistical…D. A. S. Fraser, N. Reid, A. C. M. Wong·Mar 27, 2003SaveLearn
The power law character of off-site power failuresA study on the behavior of off-site AC power failure recovery times at three nuclear plant sites is presented. It is shown, that power law is appropriate for the representation of failure…A. John Arul, C. Senthil Kumar, S. Marimuthu et al.·Mar 17, 2003SaveLearn
Transient of the kinetic spherical model between two temperaturesWe solve the dynamic equation for the kinetic spherical model that initially is in an arbitrary equilibrium state and then is left to evolve in a heat-bath with another temperature. Flows of the…Chunshan He, Zhibing Li·Mar 14, 2003SaveLearn
Statistical Yield Modeling for IC Manufacture: Hierarchical Fault DistributionsA hierarchical approach to the construction of compound distributions for process-induced faults in IC manufacture is proposed. Within this framework, the negative binomial distribution and the…Yu. I. Bogdanov, N. A. Bogdanova, V. L. Dshkhunyan·Mar 10, 2003SaveLearn
Power and beauty of interval methodsInterval calculus is a relatively new branch of mathematics. Initially understood as a set of tools to assess the quality of numerical calculations (rigorous control of rounding errors), it became a…Marek W. Gutowski·Feb 20, 2003SaveLearn
Comment on "Including Systematic Uncertainties in Confidence Interval Construction for Poisson Statistics"The incorporation of systematic uncertainties into confidence interval calculations has been addressed recently in a paper by Conrad et al. (Physical Review D 67 (2003) 012002). In their work,…Gary C. Hill·Feb 17, 2003SaveLearn
Scaling in Non-stationary Time Series II: Teen Birth PhenomenonThis paper is devoted to the problem of statistical mechanics raised by the analysis of an issue of sociological interest: the teen birth phenomenon. It is expected that these data are characterized…M. Ignaccolo, P. Allegrini, P. Grigolini et al.·Jan 23, 2003SaveLearn
Scaling in Non-stationary time series IMost data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non…M. Ignaccolo, P. Allegrini, P. Grigolini et al.·Jan 22, 2003SaveLearn
On signal-noise decomposition of timeseries using the continuous wavelet transform: Application to sunspot indexWe show that the continuous wavelet transform can provide a unique decomposition of a timeseries in to 'signal-like' and 'noise-like' components: From the overall wavelet spectrum two…J. Polygiannakis, P. Preka-Papadema, X. Moussas·Jan 15, 2003SaveLearn
Statistical Analysis of Composite SpectraWe consider nearest neighbor spacing distributions of composite ensembles of levels. These are obtained by combining independently unfolded sequences of levels containing only few levels each. Two…A. Y. Abul-Magd, H. L. Harney, M. H. Simbel et al.·Dec 12, 2002SaveLearn
Fisher Information With Respect to CumulantsFisher information is a measure of the best precision with which a parameter can be estimated from statistical data. It can also be defined for a continuous random variable without reference to any…S. Prasad, N. C. Menicucci·Dec 8, 2002SaveLearn
Statistical Inverse ProblemA fundamental problem of statistical data analysis, distribution density estimation by experimental data, is considered. A new method with optimal asymptotic behavior, the root density estimator, is…Yu. I. Bogdanov·Nov 27, 2002SaveLearn
Phase Synchronization in Temperature and Precipitation RecordsWe study phase synchronization between atmospheric variables such as daily mean temperature and daily precipitation records. We find significant phase synchronization between records of Oxford and…Diego Rybski, Shlomo Havlin, Armin Bunde·Nov 20, 2002SaveLearn
A modified Least Squares Lattice filter to identify non stationary processIn this paper the author proposes to use the Least Squares Lattice filter with forgetting factor to estimate time-varying parameters of the model for noise processes. We simulated an Auto-Regressive…Elena Cuoco·Nov 18, 2002SaveLearn
Broad distribution effects in sums of lognormal random variablesThe lognormal distribution describing, e.g., exponentials of Gaussian random variables is one of the most common statistical distributions in physics. It can exhibit features of broad distributions…M. Romeo, V. Da Costa, F. Bardou·Nov 14, 2002SaveLearn
Wavelet Domain Image SeparationIn this paper, we consider the problem of blind signal and image separation using a sparse representation of the images in the wavelet domain. We consider the problem in a Bayesian estimation…Ali Mohammad-Djafari, Mahieddine Ichir·Nov 12, 2002SaveLearn