[HTML][HTML] Wind power persistence characterized by superstatistics

J Weber, M Reyers, C Beck, M Timme, JG Pinto… - Scientific reports, 2019 - nature.com
Mitigating climate change demands a transition towards renewable electricity generation,
with wind power being a particularly promising technology. Long periods either of high or of …

Stochastic analysis of ocean wave states with and without rogue waves

A Hadjihosseini, J Peinke… - New Journal of Physics, 2014 - iopscience.iop.org
This work presents an analysis of ocean wave data including rogue waves. A stochastic
approach based on the theory of Markov processes is applied. With this analysis we achieve …

Identification of market trends with string and D2-brane maps

E Bartoš, R Pinčák - Physica A: Statistical Mechanics and its Applications, 2017 - Elsevier
The multidimensional string objects are introduced as a new alternative for an application of
string models for time series forecasting in trading on financial markets. The objects are …

Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations

T Guhr, A Schell - Journal of Physics A: Mathematical and …, 2021 - iopscience.iop.org
Complex systems are often non-stationary, typical indicators are continuously changing
statistical properties of time series. In particular, the correlations between different time …

Constructing analytically tractable ensembles of stochastic covariances with an application to financial data

F Meudt, M Theissen, R Schäfer… - Journal of Statistical …, 2015 - iopscience.iop.org
In complex systems, crucial parameters are often subject to unpredictable changes in time.
Climate, biological evolution and networks provide numerous examples for such non …

Minimum memory for generating rare events

C Aghamohammadi, JP Crutchfield - Physical Review E, 2017 - APS
We classify the rare events of structured, memoryful stochastic processes and use this to
analyze sequential and parallel generators for these events. Given a stochastic process, we …

Correlation between surface stochastic parameters and field emission property of NiO nanorods

M Ebrahimi, M Qorbani, A Bayat… - Journal of Physics D …, 2014 - iopscience.iop.org
In this research, nickel thin films have been deposited on Si (1 0 0) substrate using the dc
sputtering method. Then, the deposited layers were annealed in different temperatures to …

[PDF][PDF] Study of prediction models for time series

E Bartoš, R Pincák - acta physica slovaca, 2017 - researchgate.net
The idea of exploring the relationship between more intuitive geometric methods and
financial data is not new. The discipline called the geometric data analysis [1] includes many …

Applications and Outlook

MR Rahimi Tabar, MRR Tabar - … Dynamical Systems: Using the Methods of …, 2019 - Springer
The method outlined in the Chaps. 15–21 has been used for revealing nonlinear
deterministic and stochastic behaviors in a variety of problems, ranging from physics, to …

[HTML][HTML] Возможность использования методов почти-периодических функций, вейвлет анализа и теории самоподобия Хёрста для прогнозирования …

ДО Жуков, ОА Новикова… - … технологии и ИТ …, 2017 - cyberleninka.ru
В представленной работе рассматривается возможность применения методов почти
периодических функций, вейвлет анализа и теории самоподобия Хёрста для анализа …