What can be inferred from surrogate data testing?

Surrogate data testing for linearity is frequently applied to confirm the results of nonlinear time series analysis. We argue that this, in general, is not possible.Comment: 1 pag

On robustness and dynamics in (un)balanced coalitional games

We build upon control theoretic concepts like robustness and dynamics to better accommodate all the situations where the coalitions’ values are uncertain and subject to changes over time. The proposed robust dynamic framework provides an alternative perspective on the study of sequences of coalitional games or interval valued games. For a sequence of coalitional games, either balanced or unbalanced, we analyze the key roles of instantaneous and average games. Instantaneous games are obtained by freezing the coalitions’ values at a given time and come into play when coalitions’ values are known. On the other hand, average games are derived from averaging the coalitions’ values up to a given time and are key part of our analysis when coalitions’ values are unknown. The main theoretical contribution of our paper is a design method of allocation rules that return solutions in the core and/or $\epsilon$-core of the instantaneous and average games. Theoretical results are then specialized to a simulated example to shed light on the impact of the design method and on the performance of the resulting allocation rules

Cooperation in stochastic inventory models with continuous review

Consider multiple companies that continuously review their inventories and face Poisson demand. We study cooperation strategies for these companies and analyse if there exist allocations of the joint cost such that any company has lower costs than on its own; such allocations are called stable cost allocations. We start with two companies that jointly place an order for replenishment if their joint inventory position reaches a certain reorder level. This strategy leads to a simple expression of the joint costs. However, these costs exceed the costs for non-cooperating companies. Therefore, we examine another cooperation strategy. Namely, the companies reorder as soon as one of them reaches its reorder level. This latter strategy has lower costs than for non-cooperating companies. Numerical experiments show that the gametheoretical distribution rule — a cost allocation in which the companies share the procurement cost and each pays its own holding cost — is a stable cost allocation. These results also hold for situations with multiple companies

Cross-spectral analysis of physiological tremor and muscle activity. I. Theory and application to unsynchronized EMG

We investigate the relationship between the extensor electromyogram (EMG) and tremor time series in physiological hand tremor by cross-spectral analysis. Special attention is directed to the phase spectrum and the effects of observational noise. We calculate the theoretical phase spectrum for a second order linear stochastic process and compare the results to measured tremor data recorded from subjects who did not show a synchronized EMG activity in the corresponding extensor muscle. The results show that physiological tremor is well described by the proposed model and that the measured EMG represents a Newtonian force by which the muscle acts on the hand.Comment: 9 pages, 6 figures, to appear in Biological Cybernetic

Confirmation of the 62 Day X-Ray Periodicity from M82

Using 400 days of new X-ray monitoring of M82, we confirm the 62 day periodicity previously reported. In the full data set spanning 1124 days, we find a period of 62.0 +/- 0.3 days and a coherence, Q = 22.3, that is consistent with a strictly periodic signal. We estimate that the probability of chance occurrence of our observed signal is 6E-7. The light curve folded at this period is roughly sinusoidal and has a peak to peak amplitude of (0.99 +/- 0.10) x 10^-11 erg cm^-2 s^-1. Confirmation of the periodicity strengthens our previous suggestion that the 62 day modulation is due to orbital motion within an X-ray binary.Comment: 4 pages, to appear in Ap

The approximate f-core and the utopia payoff for infinite assignment games

Assignment problems where both sets of agents are countably infinite, the so-called infinite assignment problems, are studied as well as the related assignment games. Further, two solutions for these games are studied. The first one is the approximate f-core for games with a finite value. This particular solution takes into account that due to organisational limitations only finite groups of agents can protest against proposals of profit distributions. Second, we study the utopia payoff, the perfect proposal in which each agent receives the maximal amount he can get. \u

Parametric, nonparametric and parametric modelling of a chaotic circuit time series

The determination of a differential equation underlying a measured time series is a frequently arising task in nonlinear time series analysis. In the validation of a proposed model one often faces the dilemma that it is hard to decide whether possible discrepancies between the time series and model output are caused by an inappropriate model or by bad estimates of parameters in a correct type of model, or both. We propose a combination of parametric modelling based on Bock's multiple shooting algorithm and nonparametric modelling based on optimal transformations as a strategy to test proposed models and if rejected suggest and test new ones. We exemplify this strategy on an experimental time series from a chaotic circuit where we obtain an extremely accurate reconstruction of the observed attractor.Comment: 19 pages, 8 Fig