All posts under category "Physics / Physics.data-An"
Triggered by a recent interesting New Scientist article on the too frequent incorrect use of probabilistic evidence in courts, I introduce the basic concepts of probabilistic inference with a toy model, and discuss several important issues that need to be understood in order to extend the basic reas
To realize efficient computational fluid dynamics (CFD) prediction of two-phase flow, a multi-scale framework was proposed in this paper by applying a physics-guided data-driven approach. Instrumental to this framework, Feature Similarity Measurement (FSM) technique was developed for error estimatio
We discuss some methods to quantitatively investigate the properties of correlation matrices. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in financial markets. Specifically, we discuss how to define and
Let $M$ be a compact manifold and $f:,Mto M$ be a $C^1$ diffeomorphism on $M$. If $mu$ is an $f$-invariant probability measure which is absolutely continuous relative to Lebesgue measure and for $mu$ $a.,,e.,,xin M,$ there is a dominated splitting $T_{orb(x)}M=Eoplus F$ on its orbit $orb(x)$, then w
The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant 'additivity' properties: (i) existence of a monotonic transformation which makes the functional additive with r
Based on a multi-agent model, we investigate how target waves emerge from a population dynamics with cyclical interactions among three species. We show that the periodically injecting source in a small central area can generate target waves in a two-dimensional lattice system. By detecting the tempo
During oscillations of cosmology inflation around the minimum of a cuspy potential after inflation, the existence of extra high frequency gravitational waves (HFGWs) (GHz) has been proven effectively recently. Based on the electromagnetic resonance system for detecting such extra HFGWs, we adopt a n
We investigate two recently proposed multivariate time series analysis techniques that aim at detecting phase synchronization clusters in spatially extended, nonstationary systems with regard to field applications. The starting point of both techniques is a matrix whose entries are the mean phase co
The model describing market dynamics after a large financial crash is considered in terms of the stochastic differential equation of Ito. Physically, the model presents an overdamped Brownian particle moving in the nonstationary one-dimensional potential $U$ under the influence of the variable noise
Since laws of physics exist in nature, their possible relationship to terrestial growth is introduced. By considering the human body as a dynamic system of variable mass (and volume), growing under a gravity field, it is shown how natural laws may influence the vertical growth of humans. This approa
A statistical physics study of punctuation effects on sentence lengths is presented for written texts: {it Alice in wonderland} and {it Through a looking glass}. The translation of the first text into esperanto is also considered as a test for the role of punctuation in defining a style, and for con
Basic peculiarities of market price fluctuations are known to be well described by a recently developed random walk model in a temporally deforming quadric potential force whose center is given by a moving average of past price traces [Physica A 370, pp91-97, 2006]. By analyzing high-frequency finan
The statistical properties of the return intervals $tau_q$ between successive 1-min volatilities of 30 liquid Chinese stocks exceeding a certain threshold $q$ are carefully studied. The Kolmogorov-Smirnov (KS) test shows that 12 stocks exhibit scaling behaviors in the distributions of $tau_q$ for di
Maximum likelihood estimation and a test of fit based on the Anderson-Darling statistic is presented for the case of the power law distribution when the parameters are estimated from a left-censored sample. Expressions for the maximum likelihood estimators and tables of asymptotic percentage points
We summarize a book under publication with his title written by the three present authors, on the theory of Zipf's law, and more generally of power laws, driven by the mechanism of proportional growth. The preprint is available upon request from the authors. For clarity, consistence of language an
This article consists of a brief discussion of the energy density over time or frequency that is obtained with the wavelet transform. Also an efficient algorithm is suggested to calculate the continuous transform with the Morlet wavelet. The energy values of the Wavelet transform are compared with t
Aging is a fundamental aspect of living systems that undergo a progressive deterioration of physiological function with age and an increase of vulnerability to disease and death. Living systems, known as complex systems, require complexity in interactions among molecules, cells, organs, and individu
The variation in sizes of chondrules from one chondrite to the next is thought to be due to some sorting process in the early solar nebula. Hypotheses for the sorting process include chondrule sorting by mass and sorting by some aerodynamic mechanism; one such aerodynamic mechanism is the process of
In many applications expectation values are calculated by partitioning a single experimental time series into an ensemble of data segments of equal length. Such single trajectory ensemble (STE) is a counterpart to a multiple trajectory ensemble (MTE) used whenever independent measurements or realiza
5,000,000 VLBI delays are stored now in the IVS data base and available for scientific analysis. This is a remarkable result of more than 20 years of geodetic VLBI history. This paper presents some statistics related to the VLBI observations during almost 25 years of geodetic VLBI.
When a scientist performs an experiment they normally acquire a set of measurements and are expected to demonstrate that their results are 'statistically significant' thus confirming whatever hypothesis they are testing. The main method for establishing statistical significance involves demonstratin
In the context of the sensational results concerning superluminal velocities, announced recently by the OPERA Collaboration, we have proposed a classical model yielding a statistically calculated measured velocity of a beam, higher than the velocity of the particles constituting the beam. The two ke
In this paper we suggest a new algorithm for determination of signal-to-noise ratio (SNR). SNR is a quantitative measure widely used in science and engineering. Generally, methods for determination of SNR are based on using of experimentally defined power of noise level, or some conditional noise cr
This paper will design non-linear frequency modulation (NLFM) signal for Chebyshev, Kaiser, Taylor, and raised-cosine power spectral densities (PSDs). Then, the variation of peak sidelobe level with regard to mainlobe width for these four different window functions are analyzed. It has been demonstr
When data do not conform to the hypothesis of a known sampling-variance, the fitting of a constant to the set of measured values is a long debated problem. Given the data, the fitting would require to find which measurand value is most probable. A fitting procedure is here reviewed which assigns pro
In this letter, the statistical behaviour of the shallow water acoustic channel for wireless communications is shown to be well characterized by the Ricean shadowed distribution, which has never been proposed for communication purposes on this type of channel. This characterization is clearly motiva
We describe our solution to the Banff 2 challenge problems as well as the outcomes.
With the first year of data taking at the LHC by the experiments, unfolding methods for measured spectra are reconsidered with much interest. Here, we present a novel ROOT-based implementation of the Singular Value Decomposition approach to data unfolding, and discuss concrete analysis experience wi
In this letter, we study some evolution networks that grow with linear preferential attachment. Based upon some recent results on the quotient Gamma function, we give a rigorous proof of the asymptotic Mandelbrot law for the degree distribution $p_k propto (k + c)^{-gamma}$ in certain conditions. We
Frequency-magnitude distributions, and their associated uncertainties, are of key importance in statistical seismology. When fitting these distributions, the assumption of Gaussian residuals is invalid since event numbers are both discrete and of unequal variance. In general, the observed number in
In this contribution the status of the flavour tagging performance for the LDCPrime detector model and studies of the track selection parameters and effects from beam backgrounds in flavour tagging using the LCFIVertex package are presented. This work is part of an effort towards a default configura
The vertex reconstruction toolkit RAVE has been extended by an option for the inclusion of kinematic constraints, and embedded into the ILD analysis framework Marlin. The new tools have been tested with an exemplary reconstruction of WW and ZZ decays. The presented results show the improvements achi
Kinematic fitting is a well-established tool to improve jet energy and invariant mass resolutions by fitting the measured values under constraints (e.g. energy conservation). However, in the presence of substantial ISR and Beamstrahlung, naive energy and (longitudinal) momentum constraints fail due
We propose a novel method to quantify the clustering behavior in a complex time series and apply it to a high-frequency data of the financial markets. We find that regardless of used data sets, all data exhibits the volatility clustering properties, whereas those which filtered the volatility cluste
In this work, a shell model for metal clusters up to 220 valence electrons is used to obtain the fractional occupation probabilities of the electronic orbitals. Then, the calculation of a statistical measure of complexity and the Fisher-Shannon information is carried out. An increase of both magnitu
We have studied interoccurrence time distributions by analyzing the synthetic and three natural catalogs of the Japan Meteorological Agency (JMA), the Southern California Earthquake Data Center (SCEDC), and Taiwan Central Weather Bureau (TCWB) and revealed the universal feature of the interoccurrenc
The fundamental diagram for tunnel traffic is constructed based on the empirical data collected during the last two years in the deep long branch of the Lefortovo tunnel located on the 3$^text{rd}$ circular highway of Moscow. This tunnel of length 3 km is equipped with a dense system of stationary r
This paper describes the application of statistical methods to political polling data in order to look for correlations and memory effects. We propose measures for quantifying the political memory using the correlation function and scaling analysis. These methods reveal time correlations and self-af
The present study deals with the analysis and mapping of Swiss franc interest rates. Interest rates depend on time and maturity, defining term structure of the interest rate curves (IRC). In the present study IRC are considered in a two-dimensional feature space - time and maturity. Geostatistical m
We develop an efficient numerical scheme to solve accurately the set of nonlinear integral equations derived previously in (Saichev and Sornette, 2007), which describes the distribution of inter-event times in the framework of a general model of earthquake clustering with long memory. Detailed compa
This article focuses on signal classification for deep-sea acoustic neutrino detection. In the deep sea, the background of transient signals is very diverse. Approaches like matched filtering are not sufficient to distinguish between neutrino-like signals and other transient signals with similar sig
The distribution of singular values of the propagation operator in a random medium is investigated, in a backscattering configuration. Experiments are carried out with pulsed ultrasonic waves around 3 MHz, using an array of 64 programmable transducers placed in front of a random scattering medium. T
In a network, we define shell $ell$ as the set of nodes at distance $ell$ with respect to a given node and define $r_ell$ as the fraction of nodes outside shell $ell$. In a transport process, information or disease usually diffuses from a random node and reach nodes shell after shell. Thus, understa
Soft-constraint affinity propagation (SCAP) is a new statistical-physics based clustering technique. First we give the derivation of a simplified version of the algorithm and discuss possibilities of time- and memory-efficient implementations. Later we give a detailed analysis of the performance of
All priors are not created equal. There are right and there are wrong priors. That is the main conclusion of this contribution. I use, a cooked-up example designed to create drama, and a typical textbook example to show the pervasiveness of wrong priors in standard statistical practice.
Data analysis for the LISA Technology package (LTP) experiment to be flown aboard the LISA Pathfinder mission requires the solution of the system dynamics for the calculation of the force acting on the test masses (TMs) starting from interferometer position data. The need for a solution to this prob
Electrochemical impedance spectroscopy (EIS) is an effective method for studying the electrochemical systems. The interpretation of EIS is the biggest challenge in this technology, which requires reasonable modeling. However, the modeling of EIS is of great subjectivity, meaning that there may be se
Monte Carlo simulations were made for a possible DIRC at the WASA detector at COSY. A statistical method for pattern recognition is presented and the possible angle resolution and velocity precision achieved are discussed.
Many time series in natural and social sciences can be seen as resulting from an interplay between exogenous influences and an endogenous organization. We use a simple (ETAS) model of events occurring sequentially, in which future events are influenced (partially triggered) by past events to ask the
We present Sigma Web interface which provides user-friendly access for online analysis and plotting of the evaluated and experimental nuclear reaction data stored in the ENDF-6 and EXFOR formats. The interface includes advanced browsing and search capabilities, interactive plots of cross sections, a
Enter keywords to search articles