Search Results - subject:"coarse-graining"

Analysis of linkage fluctuation in time series data of nickel futures price index

Chen, Xiaoci; Huo, Guanyu; Cao, Gaojie - In: Journal of business economics and management 24 (2023) 4, pp. 712-731

price index of the London Futures Exchange and the Shanghai Futures Exchange. The data coarse-graining method is employed to …

Persistent link: https://www.econbiz.de/10014460312

Fisher order measure and Petri’s universe

Frieden, B. Roy; Plastino, A.; Plastino, A.R. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 7, pp. 2300-2305

Given a closed system described via an amplitude function ψ(x), what is its level of order? We consider here a quantity R defined by the property that it decreases (or stays constant) after the system is coarse grained. It was recently found that (i) this quantity exhibits a series of...

Persistent link: https://www.econbiz.de/10011060366

Effects of coarse-graining on the scaling behavior of long-range correlated and anti-correlated signals

Xu, Yinlin; Ma, Qianli D.Y.; Schmitt, Daniel T.; … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 23, pp. 4057-4072

We investigate how various coarse-graining (signal quantization) methods affect the scaling properties of long …-range power-law correlated and anti-correlated signals, quantified by the detrended fluctuation analysis. Specifically, for coarse-graining … in the magnitude of a signal, we consider (i) the Floor, (ii) the Symmetry and (iii) the Centro-Symmetry coarse-graining …

Persistent link: https://www.econbiz.de/10011058093

A SPECTRAL METHOD FOR AGGREGATING VARIABLES IN LINEAR DYNAMICAL SYSTEMS WITH APPLICATION TO CELLULAR AUTOMATA RENORMALIZATION

JACOBI, MARTIN NILSSON; GÖRNERUP, OLOF - In: Advances in Complex Systems (ACS) 12 (2009) 02, pp. 131-155

We present a method for identifying coarse-grained dynamics through aggregation of variables or states in linear dynamical systems. The condition for aggregation is expressed as a permutation symmetry of a set of dual eigenvectors of the matrix that defines the dynamics. The applicability of the...

Persistent link: https://www.econbiz.de/10004980447

Simulations of flexible membranes using a coarse-grained particle-based model with spontaneous curvature variables

Kohyama, Tamotsu - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 17, pp. 3334-3344

We propose a simple mathematical model for lipid bilayer membranes of flexible fluid or solid state. The model consists of interacting coarse-grained particles with two extra variables. One indicates the spontaneous curvature at the particle position, and the other indicates the vector...

Persistent link: https://www.econbiz.de/10010589802

Macroscopic thermodynamics of flowing polymers derived from systematic coarse-graining procedure

Ilg, Patrick - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 26, pp. 6484-6496

atomistic or mechanical bead-spring models via a systematic coarse-graining procedure. The macroscopic equations derived here …

Persistent link: https://www.econbiz.de/10010874541

A METHOD FOR INFERRING HIERARCHICAL DYNAMICS IN STOCHASTIC PROCESSES

GÖRNERUP, OLOF; JACOBI, MARTIN NILSSON - In: Advances in Complex Systems (ACS) 11 (2008) 01, pp. 1-16

Complex systems may often be characterized by their hierarchical dynamics. In this paper we present a method and an operational algorithm that automatically infer this property in a broad range of systems — discrete stochastic processes. The main idea is to systematically explore the set of...

Persistent link: https://www.econbiz.de/10005047456

COMPARISON BETWEEN DIFFERENT METHODS OF LEVEL IDENTIFICATION

PFANTE, OLIVER; BERTSCHINGER, NILS; OLBRICH, ECKEHARD; … - In: Advances in Complex Systems (ACS) 17 (2014) 02, pp. 1450007-1

restricted to the case of discrete dynamical systems, where the different levels are linked by a coarse-graining of variables and …

Persistent link: https://www.econbiz.de/10010882955

Delay estimation in a two-node acyclic network

Nagarajan, Radhakrishnan - In: Physica A: Statistical Mechanics and its Applications 376 (2007) C, pp. 725-737

Linear measures such as cross-correlation have been used successfully to determine time delays from the given processes. Such an analysis often precedes identifying possible causal relationships between the observed processes. The present study investigates the impact of a positively correlated...

Persistent link: https://www.econbiz.de/10010873338

Effect of coarse-graining on detrended fluctuation analysis

Nagarajan, Radhakrishnan - In: Physica A: Statistical Mechanics and its Applications 363 (2006) 2, pp. 226-236

as coarse-grained realization in the present study. Since coarse-graining precedes scaling exponent analysis, it is …-correlated noise, long-range correlated noise and uncorrelated noise. It is shown that the coarse-graining can significantly affect the … scaling exponent estimates. It is also shown that scaling exponent can be reliably estimated even at low levels of coarse-graining …

Persistent link: https://www.econbiz.de/10010874464