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Previous article Next article Fractional Brownian Motions, Fractional Noises and ApplicationsBenoit B. Mandelbrot and John W. Van NessBenoit B. Mandelbrot and John W. Van Nesshttps://doi.org/10.1137/1010093PDFBibTexSecti...

"This paper studies the 28 time series of Libor rates, classified in seven maturities and four currencies, during the last 14 years. The analysis was performed using a novel technique in financial economics: the Complexi...

"The use of information measures for model selection in geophysical models with subgrid parameterizations is examined. Although the resolved dynamical equations of atmospheric or oceanic global numerical models are well ...

"The aim of the contribution is to introduce a novel information plane, the causal-amplitude informational plane. As previous works seems to indicate, Bandt and Pompe methodology for estimating entropy does not allow to...

"The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained ...

This document presents a quantitative analysis of the direct and relative throughput of IEEE 802.11e. The global throughput of an 802.11e WLAN is determined by EDCA (Enhanced Distributed Channel Access) parameters, among...

MOTIVATION: Clustering of individuals into populations on the basis of multilocus genotypes is informative in a variety of settings. In population-genetic clustering algorithms, such as BAPS, STRUCTURE and TESS, individu...

During the last decade, the data sizes have grown faster than the speed of processors. In this context, the capabilities of statistical machine learning methods is limited by the computing time rather than the sample siz...

Starts with a brief review of the history and the application areas considered in the literature. The author then proceeds with introductory modeling examples, behavioral and structural properties, three methods of analy...

We present a new approach for iris recognition based on stochastic autoregressive models with exogenous input (ARX). Iris recognition is a method to identify persons, based on the analysis of the eye iris. A typical iri...

BACKGROUND: The evolutionary analysis of molecular sequence variation is a statistical enterprise. This is reflected in the increased use of probabilistic models for phylogenetic inference, multiple sequence alignment, a...

"The transition to renewable energy sources is reshaping energy systems globally. Germany is a leading example of this shift, having significantly increased its renewable energies (RE) generation in recent years, particu...

The early radiation of dinosaurs has been traditionally explained through a "competitive model", which attributes dinosaur success to their superiority in a drawn-out process involving inter-specific competition, or a mo...

This is the first book specifically designed to offer the student a smooth transitionary course between elementary fluid dynamics (which gives only last-minute attention to turbulence) and the professional literature on ...

This paper uses an intertemporal general equilibrium asset pricing model to study the term structure of interest rates. In this model, anticipations, risk aversion, investment alternatives, and preferences about the timi...

Previous article Next article An Algorithm for Least-Squares Estimation of Nonlinear ParametersDonald W. MarquardtDonald W. Marquardthttps://doi.org/10.1137/0111030PDFPDF PLUSBibTexSections ToolsAdd to favoritesExport Ci...

Techniques to determine changing system complexity from data are evaluated. Convergence of a frequently used correlation dimension algorithm to a finite value does not necessarily imply an underlying deterministic model ...

Abstract Summary: MrBayes 3 performs Bayesian phylogenetic analysis combining information from different data partitions or subsets evolving under different stochastic evolutionary models. This allows the user to analyze...

A comprehensive review of spatiotemporal pattern formation in systems driven away from equilibrium is presented, with emphasis on comparisons between theory and quantitative experiments. Examples include patterns in hydr...

Subjects / keywords: Brownian motion; Stochastic calculus; Probabilistic logic; Mathematical economics; Calculus (dental); Mathematics; Stochastic process; Geometric Brownian motion; Mathematical finance; Probability theory; Computer science...

We make an analogy between images and statistical mechanics systems. Pixel gray levels and the presence and orientation of edges are viewed as states of atoms or molecules in a lattice-like physical system. The assignmen...

Subjects / keywords: Gradient boosting; Parameterized complexity; Mathematics; Robustness (evolution); Boosting (machine learning); Regression; Mathematical optimization; Algorithm; Data point; Computer science; Statistics; Artificial intell...

This paper evaluates the unemployment duration and labor mobility using data from the household surveys provided by the National Statistical office (INDEC) for the period 1998 to 2005. The paper aims to understand and ex...

Evolutionary algorithms (EAs) can be used as optimisation mechanisms. Based on the model of natural evolution, they work on populations of individuals instead of on single solutions. In this way, the search is performed ...