Partial Wave Analysis has traditionally been carried out using a set of tools handcrafted for each experiment. By taking an object-oriented approach, the design presented in this paper attempts to create a more generally useful, and easily extensible, environment for analyzing many different type of data.
Correlation and similarity measures are widely used in all the areas of sciences and social sciences. Often the variables are not numbers but are instead qualitative descriptors called categorical data. We define and study similarity matrix, as a measure of similarity, for the case of categorical data. This is of interest due to a deluge of categorical data, such as movie ratings, top-10 rankings and data from social media, in the public domain that require analysis. We show that the statistical properties of the spectra of similarity matrices, constructed from categorical data, follow those from random matrix theory. We demonstrate this approach by applying it to the data of Indian general elections and sea level pressures in North Atlantic ocean.
A challenging problem in physics concerns the possibility of forecasting rare but extreme phenomena such as large earthquakes, financial market crashes, and material rupture. A promising line of research involves the early detection of precursory log-periodic oscillations to help forecast extreme events in collective phenomena where discrete scale invariance plays an important role. Here I investigate two distinct approaches towards the general problem of how to detect log-periodic oscillations in arbitrary time series without prior knowledge of the location of the moveable singularity. I first show that the problem has a definite solution in Fourier space, however the technique involved requires an unrealistically large signal to noise ratio. I then show that the quadrature signal obtained via analytic continuation onto the imaginary axis, using the Hilbert transform, necessarily retains the log-periodicities found in the original signal. This finding allows the development of a new method of detecting log-periodic oscillations that relies on calculation of the instantaneous phase of the analytic signal. I illustrate the method by applying it to the well documented stock market crash of 1987. Finally, I discuss the relevance of these findings for parametric rather than nonparametric estimation of critical times.
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 a characterization of the scale dependent complexity of ocean waves by means of a Fokker-Planck equation, providing stochastic information of multi-scale processes. In particular we show evidence of Markov properties for increment processes, which means that a three point closure for the complexity of the wave structures seems to be valid. Furthermore we estimate the parameters of the Fokker-Planck equation by parameter-free data analysis. The resulting Fokker-Planck equations are verified by numerical reconstruction. This work presents a new approach where the coherent structure of rogue waves seems to be integrated into the fundamental statistics of complex wave states.
Elucidating physical mechanisms with statistical confidence from molecular dynamics simulations can be challenging owing to the many degrees of freedom that contribute to collective motions. To address this issue, we recently introduced a dynamical Galerkin approximation (DGA) [Thiede et al. J. Phys. Chem. 150, 244111 (2019)], in which chemical kinetic statistics that satisfy equations of dynamical operators are represented by a basis expansion. Here, we reformulate this approach, clarifying (and reducing) the dependence on the choice of lag time. We present a new projection of the reactive current onto collective variables and provide improved estimators for rates and committors. We also present simple procedures for constructing suitable smoothly varying basis functions from arbitrary molecular features. To evaluate estimators and basis sets numerically, we generate and carefully validate a dataset of short trajectories for the unfolding and folding of the trp-cage miniprotein, a well-studied system. Our analysis demonstrates a comprehensive strategy for characterizing reaction pathways quantitatively.
A new method of inferencing of coupled stochastic nonlinear oscillators is described. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is robust in a broad range of dynamical models. We illustrate the main ideas of the technique by inferencing a model of five globally and locally coupled noisy oscillators. Specific modifications of the technique for inferencing hidden degrees of freedom of coupled nonlinear oscillators is discussed in the context of physiological applications.