ﻻ يوجد ملخص باللغة العربية
We address the problem of defining early warning indicators of critical transition. To this purpose, we fit the relevant time series through a class of linear models, known as Auto-Regressive Moving-Average (ARMA(p,q)) models. We define two indicators representing the total order and the total persistence of the process, linked, respectively, to the shape and to the characteristic decay time of the autocorrelation function of the process. We successfully test the method to detect transitions in a Langevin model and a 2D Ising model with nearest-neighbour interaction. We then apply the method to complex systems, namely for dynamo thresholds and financial crisis detection.
We suggest a new approach to probing intermittency corrections to the Kolmogorov law in turbulent flows based on the Auto-Regressive Moving-Average modeling of turbulent time series. We introduce a new index $Upsilon$ that measures the distance from
The Detrending Moving Average (DMA) algorithm has been widely used in its several variants for characterizing long-range correlations of random signals and sets (one-dimensional sequences or high-dimensional arrays) either over time or space. In this
Acoustic Emission (AE) data from single point turning machining are analysed in this paper in order to gain a greater insight of the signal statistical properties for Tool Condition Monitoring (TCM) applications. A statistical analysis of the time se
The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and economics. In
We propose a comprehensive framework able to address both the predictability of the first and of the second kind for high-dimensional chaotic models. For this purpose, we analyse the properties of a newly introduced multistable climate toy model cons