Improvement of speech recognition by nonlinear noise reduction

The success of nonlinear noise reduction applied to a single channel recording of human voice is measured in terms of the recognition rate of a commercial speech recognition program in comparison to the optimal linear filter. The overall performance of the nonlinear method is shown to be superior. We hence demonstrate that an algorithm which has its roots in the theory of nonlinear deterministic dynamics possesses a large potential in a realistic application.Comment: see urbanowicz.org.p

Dynamical estimates of chaotic systems from Poincar\'e recurrences

We show that the probability distribution function that best fits the distribution of return times between two consecutive visits of a chaotic trajectory to finite size regions in phase space deviates from the exponential statistics by a small power-law term, a term that represents the deterministic manifestation of the dynamics, which can be easily experimentally detected and theoretically estimated. We also provide simpler and faster ways to calculate the positive Lyapunov exponents and the short-term correlation function by either realizing observations of higher probable returns or by calculating the eigenvalues of only one very especial unstable periodic orbit of low-period. Finally, we discuss how our approaches can be used to treat data coming from complex systems.Comment: subm. for publication. Accepted fpr publication in Chao

Moses, Noah and Joseph effects in Levy walks

We study a method for detecting the origins of anomalous diffusion, when it is observed in an ensemble of times-series, generated experimentally or numerically, without having knowledge about the exact underlying dynamics. The reasons for anomalous diffusive scaling of the mean-squared displacement are decomposed into three root causes: increment correlations are expressed by the 'Joseph effect' (Mandelbrot and Wallis 1968 Water Resour. Res.4 909), fat-tails of the increment probability density lead to a 'Noah effect' (Mandelbrot and Wallis 1968 Water Resour. Res.4 909), and non-stationarity, to the 'Moses effect' (Chen et al 2017 Phys. Rev. E 95 042141). After appropriate rescaling, based on the quantification of these effects, the increment distribution converges at increasing times to a time-invariant asymptotic shape. For different processes, this asymptotic limit can be an equilibrium state, an infinite-invariant, or an infinite-covariant density. We use numerical methods of time-series analysis to quantify the three effects in a model of a non-linearly coupled Levy walk, compare our results to theoretical predictions, and discuss the generality of the method

Generalized (m,k)-Zipf law for fractional Brownian motion-like time series with or without effect of an additional linear trend

We have translated fractional Brownian motion (FBM) signals into a text based on two ''letters'', as if the signal fluctuations correspond to a constant stepsize random walk. We have applied the Zipf method to extract the $\zeta '$ exponent relating the word frequency and its rank on a log-log plot. We have studied the variation of the Zipf exponent(s) giving the relationship between the frequency of occurrence of words of length $m<8$ made of such two letters: $\zeta '$ is varying as a power law in terms of $m$. We have also searched how the $\zeta '$ exponent of the Zipf law is influenced by a linear trend and the resulting effect of its slope. We can distinguish finite size effects, and results depending whether the starting FBM is persistent or not, i.e. depending on the FBM Hurst exponent $H$. It seems then numerically proven that the Zipf exponent of a persistent signal is more influenced by the trend than that of an antipersistent signal. It appears that the conjectured law $\zeta ' = |2H-1|$ only holds near $H=0.5$. We have also introduced considerations based on the notion of a {\it time dependent Zipf law} along the signal.Comment: 24 pages, 12 figures; to appear in Int. J. Modern Phys

The backbone of the climate network

We propose a method to reconstruct and analyze a complex network from data generated by a spatio-temporal dynamical system, relying on the nonlinear mutual information of time series analysis and betweenness centrality of complex network theory. We show, that this approach reveals a rich internal structure in complex climate networks constructed from reanalysis and model surface air temperature data. Our novel method uncovers peculiar wave-like structures of high energy flow, that we relate to global surface ocean currents. This points to a major role of the oceanic surface circulation in coupling and stabilizing the global temperature field in the long term mean (140 years for the model run and 60 years for reanalysis data). We find that these results cannot be obtained using classical linear methods of multivariate data analysis, and have ensured their robustness by intensive significance testing.Comment: 6 pages, 5 figure

Analysis of a Japan government intervention on the domestic agriculture market

We investigate an economic system in which one large agent - the Japan government changes the environment of numerous smaller agents - the Japan agriculture producers by indirect regulation of prices of agriculture goods. The reason for this intervention was that before the oil crisis in 1974 Japan agriculture production prices exhibited irregular and large amplitude changes. By means of analysis of correlations and a combination of singular spectrum analysis (SSA), principal component analysis (PCA), and time delay phase space construction (TDPSC) we study the influence of the government measures on the domestic piglet prices and production in Japan. We show that the government regulation politics was successful and leaded (i) to a decrease of the nonstationarities and to increase of predictability of the piglet price; (ii) to a coupling of the price and production cycles; (iii) to increase of determinism of the dynamics of the fluctuations of piglet price around the year average price. The investigated case is an example confirming the thesis that a large agent can change in a significant way the environment of the small agents in complex (economic or financial) systems which can be crucial for their survival or extinction.Comment: 10 pages, 6 figures presented at APFA5, Torino, Italy, 29.06-01.07.200

Asymptotic solutions of decoupled continuous-time random walks with superheavy-tailed waiting time and heavy-tailed jump length distributions

We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the limiting probability density of the position of the walker multiplied by a scaling function of time. We show that the probability density of the scaled walker position converges in the long-time limit to a non-degenerate one only if the scaling function behaves in a certain way. This function as well as the limiting probability density are determined in explicit form. Also, we express the limiting probability density which has heavy tails in terms of the Fox $H$-function and find its behavior for small and large distances.Comment: 16 pages, 1 figur

Nonperiodic Oscillations of Pressure in a Spark Ignition Engine

We report our results on non-periodic experimental time series of pressure in a spark ignition engine. The experiments were performed for a low rotational velocity of a crankshaft and a relatively large spark advance angle. We show that the combustion process has many chaotic features. Surprisingly, the reconstructed attractor has a characteristic butterfly shape similar to a chaotic attractor of Lorentz type. The suitable recurrence plot shows that the dynamics of the combustion is a nonlinear multidimensional process mediated by stochastic noise.Comment: Latex, 6 pages, 5 figure