4,328 research outputs found
Constrained randomization of time series data
A new method is introduced to create artificial time sequences that fulfil
given constraints but are random otherwise. Constraints are usually derived
from a measured signal for which surrogate data are to be generated. They are
fulfilled by minimizing a suitable cost function using simulated annealing. A
wide variety of structures can be imposed on the surrogate series, including
multivariate, nonlinear, and nonstationary properties. When the linear
correlation structure is to be preserved, the new approach avoids certain
artifacts generated by Fourier-based randomization schemes.Comment: 4 pages, 2 figure
The human ECG - nonlinear deterministic versus stochastic aspects
We discuss aspects of randomness and of determinism in electrocardiographic
signals. In particular, we take a critical look at attempts to apply methods of
nonlinear time series analysis derived from the theory of deterministic
dynamical systems. We will argue that deterministic chaos is not a likely
explanation for the short time variablity of the inter-beat interval times,
except for certain pathologies. Conversely, densely sampled full ECG recordings
possess properties typical of deterministic signals. In the latter case,
methods of deterministic nonlinear time series analysis can yield new insights.Comment: 6 pages, 9 PS figure
Localization and conductance in the quantum Coulomb glass
We consider the combined influence of disorder, electron-electron
interactions and quantum hopping on the properties of electronic systems in a
localized phase, approaching an insulator-metal transition. The generic models
in this regime are the quantum Coulomb glass and its generalization to
electrons with spin. After introducing these models we explain our
computational method, the Hartree-Fock based diagonalization. We then discuss
the conductance and compare spinless fermions and electrons. It turns out that
spin degrees of freedom do not play an essential role in the systems
considered. Finally, we analyze localization and decay of single-particle
excitations. We find that interactions generically tend to localize these
excitations which is a result of the Coulomb gap in the single-particle density
of states.Comment: Contribution to the Festschrift dedicated to Prof. Michael Pollak on
the occasion of his 75th birthda
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