77 research outputs found
What exactly are the properties of scale-free and other networks?
The concept of scale-free networks has been widely applied across natural and
physical sciences. Many claims are made about the properties of these networks,
even though the concept of scale-free is often vaguely defined. We present
tools and procedures to analyse the statistical properties of networks defined
by arbitrary degree distributions and other constraints. Doing so reveals the
highly likely properties, and some unrecognised richness, of scale-free
networks, and casts doubt on some previously claimed properties being due to a
scale-free characteristic.Comment: Preprint - submitted, 6 pages, 3 figure
Noise reduction in chaotic time series by a local projection with nonlinear constraints
On the basis of a local-projective (LP) approach we develop a method of noise
reduction in time series that makes use of nonlinear constraints appearing due
to the deterministic character of the underlying dynamical system. The Delaunay
triangulation approach is used to find the optimal nearest neighboring points
in time series. The efficiency of our method is comparable to standard LP
methods but our method is more robust to the input parameter estimation.
The approach has been successfully applied for separating a signal from noise
in the chaotic Henon and Lorenz models as well as for noisy experimental data
obtained from an electronic Chua circuit. The method works properly for a
mixture of additive and dynamical noise and can be used for the noise-level
detection.Comment: 11 pages, 12 figures. See http://www.chaosandnoise.or
Time lagged ordinal partition networks for capturing dynamics of continuous dynamical systems
We investigate a generalised version of the recently proposed ordinal
partition time series to network transformation algorithm. Firstly we introduce
a fixed time lag for the elements of each partition that is selected using
techniques from traditional time delay embedding. The resulting partitions
define regions in the embedding phase space that are mapped to nodes in the
network space. Edges are allocated between nodes based on temporal succession
thus creating a Markov chain representation of the time series. We then apply
this new transformation algorithm to time series generated by the R\"ossler
system and find that periodic dynamics translate to ring structures whereas
chaotic time series translate to band or tube-like structures -- thereby
indicating that our algorithm generates networks whose structure is sensitive
to system dynamics. Furthermore we demonstrate that simple network measures
including the mean out degree and variance of out degrees can track changes in
the dynamical behaviour in a manner comparable to the largest Lyapunov
exponent. We also apply the same analysis to experimental time series generated
by a diode resonator circuit and show that the network size, mean shortest path
length and network diameter are highly sensitive to the interior crisis
captured in this particular data set
Selecting embedding delays: An overview of embedding techniques and a new method using persistent homology
Delay embedding methods are a staple tool in the field of time series
analysis and prediction. However, the selection of embedding parameters can
have a big impact on the resulting analysis. This has led to the creation of a
large number of methods to optimise the selection of parameters such as
embedding lag. This paper aims to provide a comprehensive overview of the
fundamentals of embedding theory for readers who are new to the subject. We
outline a collection of existing methods for selecting embedding lag in both
uniform and non-uniform delay embedding cases. Highlighting the poor dynamical
explainability of existing methods of selecting non-uniform lags, we provide an
alternative method of selecting embedding lags that includes a mixture of both
dynamical and topological arguments. The proposed method, {\em Significant
Times on Persistent Strands} (SToPS), uses persistent homology to construct a
characteristic time spectrum that quantifies the relative dynamical
significance of each time lag. We test our method on periodic, chaotic and
fast-slow time series and find that our method performs similar to existing
automated non-uniform embedding methods. Additionally, -step predictors
trained on embeddings constructed with SToPS was found to outperform other
embedding methods when predicting fast-slow time series
Exploring Model Misspecification in Statistical Finite Elements via Shallow Water Equations
The abundance of observed data in recent years has increased the number of
statistical augmentations to complex models across science and engineering. By
augmentation we mean coherent statistical methods that incorporate measurements
upon arrival and adjust the model accordingly. However, in this research area
methodological developments tend to be central, with important assessments of
model fidelity often taking second place. Recently, the statistical finite
element method (statFEM) has been posited as a potential solution to the
problem of model misspecification when the data are believed to be generated
from an underlying partial differential equation system. Bayes nonlinear
filtering permits data driven finite element discretised solutions that are
updated to give a posterior distribution which quantifies the uncertainty over
model solutions. The statFEM has shown great promise in systems subject to mild
misspecification but its ability to handle scenarios of severe model
misspecification has not yet been presented. In this paper we fill this gap,
studying statFEM in the context of shallow water equations chosen for their
oceanographic relevance. By deliberately misspecifying the governing equations,
via linearisation, viscosity, and bathymetry, we systematically analyse
misspecification through studying how the resultant approximate posterior
distribution is affected, under additional regimes of decreasing spatiotemporal
observational frequency. Results show that statFEM performs well with
reasonable accuracy, as measured by theoretically sound proper scoring rules.Comment: 16 pages, 9 figures, 4 tables, submitted versio
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