The bistability of higher-order differences of discrete periodic signals
A theorem on higher-order absolute differences taken from successive terms of bounded sequences is proved. This theorem establishes the property of bistability of such difference series and suggests a method for converting periodic discrete-time signals ...
AY Shahverdian, R. Agarwal, RB Benosman
semanticscholar +1 more source
Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests [PDF]
In this article we propose a record counting cointegration (RCC) test that is robust to nonlinearities and certain types of structural breaks. The RCC test is based on the synchronicity property of the jumps (new records) of cointegrated series, counting
Aparicio, Felipe M. +2 more
core +3 more sources
Some ideas on nonlinear musical analysis
In this article we use time series analysis methods such as recurrence quantification analysis, estimation of the correlation dimension and Liapunov exponents to study three different musical compositions.
R. Colucci, G. Chacón
semanticscholar +1 more source
Recursiveness in Hilbert spaces and application to mixed $ARMA(p,q)$ process
In this paper, the gap between the nonhomogeneous linear recurrence relation and the mixed ARMA(p; q) process in Hilbert spaces is provided. We focus ourselves on the case when the ARMA(p; q) process is of Fibonacci type. Notably, involving properties of
R. B. Taher, M. Rachidi, M. Samih
semanticscholar +1 more source
Sparse Time Frequency Representations and Dynamical Systems [PDF]
In this paper, we establish a connection between the recently developed data-driven time-frequency analysis [T.Y. Hou and Z. Shi, Advances in Adaptive Data Analysis, 3, 1–28, 2011], [T.Y. Hou and Z. Shi, Applied and Comput. Harmonic Analysis, 35, 284–308,
Hou, Thomas Y. +2 more
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Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services [PDF]
In this paper, it is proposed a Bayesian analysis of a time series in the presence of a random change-point and autoregressive terms. The development of this model was motivated by a data set related to the monthly number of asthma medications dispensed ...
Casale Aragon, Davi +4 more
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Dynamical Sieve of Eratosthenes
In this document, prime numbers are related as functions over time, mimicking the Sieve of Eratosthenes. For this purpose, the mathematical representation is a uni-dimentional time line depicting the number line for positive natural numbers N, where each
Mateos, Luis A.
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A fractal set from the binary reflected Gray code [PDF]
The permutation associated with the decimal expression of the binary reflected Gray code with N bits is considered. Its cycle structure is studied. Considered as a set of points, its self-similarity is pointed out.
Barnsley M +19 more
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Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation
This paper considers a nonparametric functional autoregression model of order one. Existing contributions addressing the problem of functional time series prediction have focused on the linear model and literatures are rather lacking in the context of ...
Tingyi Zhu, D. Politis
semanticscholar +1 more source
A Bayesian Networks Approach to Operational Risk
A system for Operational Risk management based on the computational paradigm of Bayesian Networks is presented. The algorithm allows the construction of a Bayesian Network targeted for each bank using only internal loss data, and takes into account in a ...
Aquaro, V. +5 more
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