The integration of renewable energy sources into the power systems and the growth of electricity consumption leads to a considerable increase in the power fluctuations. In the first part of this study, the control of the rotor angle stability of single machine infinite bus system in the presence of Wiener type power fluctuations has been achieved by minimizing the corresponding stochastic sensitivity

The fractional cumulative residual entropy is not only a powerful tool for the analysis of complex system, but also a promising way to analyze time series. In this paper, we present an approach to measure the uncertainty of non-stationary time series named higher-order multiscale fractional cumulative residual entropy. We describe how fractional cumulative residual entropy may be calculated based on

A proper understanding and analysis of the processes involved in seasonal precipitation variability and dynamics is essential to provide reliable information about climate change and how it can affect matters of critical importance such as water availability and agricultural productivity in urban cities. Precipitation data, as many other time series data present only non-negative observations, are

It is shown that Generalized Poisson–Kac processes are closed with respect to Lorentz transformations, providing a class of covariant kinematic processes. The transformation properties of the associated partial probability densities (waves) display spinorial character in a probability space, and their spinorial character is intrinsically related to the parametrization of the internal degrees of freedom

Traffic noise in urban areas is increasing day by day, owing to addition in the number of vehicles on road in developing and developed countries. The increase of noise level reduces the wellbeing of the exposed people. Exposure to high noise results in development of ill health including annoyance, high blood pressure, headache and other physiological and psychological problems. Noise not only affects

In general, the background noise degrades the speech quality. Thus, the intelligibility of the speech can be enhanced by mitigating the effects of background noise and echo suppression. So, speech enhancement can also be viewed as one of the optimization problems. In this work, directed search optimization (DSO) method is used to enhance the speech quality which is originally degraded. The performance

In this paper, we employ the information theory to analyze the development of brain as the newborn ages. We compute the Shannon entropy of Electroencephalography (EEG) signal during sleep for 10 groups of newborns who are aged 36 weeks to 45 weeks (first to the last group). Based on the obtained results, EEG signals for newborns in 36 weeks have the lowest information content, whereas EEG signals for

In this research, for the first time, we analyze the relationship between facial muscles and brain activities when human receives different dynamic visual stimuli. We present different moving visual stimuli to the subjects and accordingly analyze the complex structure of electromyography (EMG) signal versus the complex structure of electroencephalography (EEG) signal using fractal theory. Based on

We consider a Richards growth model (modified logistic model) driven by correlated multiplicative and additive colored noises, and investigate the effects of noises on the eventual distribution of population size with the help of steady-state analysis. An approximative Fokker–Planck equation is first derived for the stochastic model. By performing detailed theoretical analysis and numerical simulation

Analysis of the brain activity is the major research area in human neuroscience. Besides many works that have been conducted on analysis of brain activity in case of healthy subjects, investigation of brain activity in case of patients with different brain disorders also has aroused the attention of many researchers. An interesting category of works belong to the comparison of brain activity between

This paper investigates the multifractal behavior of the probability of default (PD) of real sector firms and Turkey sovereign credit default swap (CDS). Moreover, we emphasize the co-movements of Hölder exponents during the financial crisis periods. For this reason, first, it is necessary to figure out the default probabilities of real sector firms. The default probability is evaluated weekly by the

Vehicle speeds frequently fluctuate due to the prevailing heterogeneous traffic conditions on Indian roads. Accordingly, traffic noise levels are affected by different noise sources that depend on various vehicular and roadway characteristics. In order to simulate the actual vehicle noise generation at the possible speeds on Indian roads, an integrated method has been developed in this study to quantify

Stochastic Differential Equations (SDEs) describe physical systems to account for random forcing terms in the evolution of the state trajectory. The noisy sampling mixer, a component of digital wireless communications, can be regarded as a potential case from the dynamical systems’ viewpoint. The universality of the noisy sampling mixer is attributed to the fact that it adopts the structure of a nonlinear

In the process of vehicle interior sound quality research, the subjective assessment usually requires a lot of manpower, time and material resources. It is necessary to choose appropriate objective indexes to predict the subjective results. In this paper, a sound quality evaluation index analysis and selection scheme based on grey relational analysis (GRA) is designed. In order to make a reasonable

We introduce an information theoretic framework for a quantitative measure of originality to model the impact of various classes of biases, errors and error corrections on scientific research. Some of the open problems are also outlined.

When electromyography (EMG) signals are collected from muscles in the torso, they can be perturbed by the electrocardiography (ECG) signals from heart activity. In this paper, we present a novel signal-to-noise ratio (SNR) estimate for an EMG signal contaminated by an ECG signal. We use six features that are popular in assessing EMG signals, namely skewness, kurtosis, mean average value, waveform length

Because of the complexity of high-speed train operation, the measured wall pressure of high-speed train will be affected by many factors, such as train vibration and environmental changes, which make the test signal inaccurate. The main interferences are the electromagnetic interference caused by the complicated electromagnetic environment and the sensor output interference caused by the train body

In this paper, we construct five systemic risk indicators and test their performances based on four different datasets. It is observed that the five indicators can accurately indicate the increment of systemic risks during the periods of sub-prime crisis and European debt crisis. Trading strategies based on the risk indicators are further designed to test the warning ability of future price drops.

Legs are the contact point of humans during walking. In fact, leg muscles react when we walk in different conditions (such as different speeds and paths). In this research, we analyze how walking path affects leg muscles’ reaction. In fact, we investigate how the complexity of muscle reaction is related to the complexity of path of movement. For this purpose, we employ fractal theory. In the experiment

The classical bistable stochastic resonance (CBSR) has the disadvantage of output saturation, which limits the enhancement capability for weak signal detection. To break the limitation of output saturation, a novel unsaturated piecewise non-linear bistable stochastic resonance (PNBSR) method is proposed. Because the trichotomous noise exists in practical engineering, the PNBSR under trichotomous noise

Traditional time-frequency methods for partial discharge (PD) de-noising have some limitations such as low time-frequency resolution, single de-noising type and poor readability. In this paper, a novel de-noising algorithm based on synchro-squeezed continuous wavelet transform (CWT) is adopted to filter out narrowband noise and white noise. The synchro-squeezed CWT algorithm is designed to redistribute

Weak signal detection is an important topic, which has been widely studied in various fields. Different from other signal processing methods, stochastic resonance (SR) can utilize noise to enhance the characteristic frequency. Inspired by the unique advantage of SR, the strongly coupled Duffing and Van der pol SR system (SCD-VSR) is investigated. The simulation results show that the relationship between

In many processes, the variations in underlying characteristics can be approximated by noisy multi-periodic patterns. If large-scale patterns are superimposed by a noise with long-range correlations, the detection of multi-periodic patterns becomes especially challenging. To solve this problem, we developed a discrete double Fourier transform (DDFT). DDFT is based on the equidistance property of harmonics

Galaxy clusters, employed by Zwicky to demonstrate the existence of dark matter (DM), pose new stringent tests. First, the possibility is considered that merging clusters demonstrate that DM is self-interacting with cross-section σ∕m∼ 2cm2/gr. In that case, MACHOs, primordial black holes (PBHs) and light axions that build MACHOs are ruled out as cluster DM, while GeV and TeV WIMPs and keV sterile neutrinos

A theoretical parallel between the classical Brownian motion and quantum mechanics is explored via two stochastic sources. It is shown that, in contrast to the classical Langevin force, quantum mechanics is driven by turbulent velocity fluctuations with diffusive behavior. In the case of simultaneous action of the thermal and quantum noises, the quantum Brownian motion is described as well.

This paper proposes a multidimensional scaling (MDS) method based on modified mutual information distance (M-MDS) to analyze stock market data. To better describe the relativity of financial data, it is worthwhile to point out that the commonly used proximity matrix in MDS is replaced with modified mutual information distance (M-MI-D) matrix. Refer to M-MI-D, a higher dissimilarity leads to a larger

In this paper, we investigate the relationship between unexpected information from postings and news, and the unexpected information is measured by the residual of regressions of trading volume on numbers of news or postings. We mainly find that (i) There are significant positive contemporaneous correlations between the unexpected information coming from postings and different kinds of news; the correlation

Here, we have provided a qualitative theoretical description about how the action potential generation and its associated intrinsic properties such as ionic current, spiking frequency, action potential duration, gating dynamics, etc. are affected due to site selective ion channel blockers, by suitably adapting Gillespie’s stochastic simulation technique to an extended Hodgkin–Huxley Markov model, representing

A complete circuit model is developed for modeling the classical key distribution system based on resistors and band-limited noise sources. Theoretical analysis provides component values, including the mutual inductance. Circuit simulations are performed to obtain voltage and current as a function of frequency. Any imbalance between two sides of the communications link is identified. Results indicate

The aperiodic stochastic resonance (ASR) in the bistable fractional-order system is further studied when the fractional-order lies in the interval (0, 2). In previous works, the ASR can only process aperiodic binary signal with large pulse width. However, for the signal with small pulse width, the method cannot work. Actually, the signals with small pulse width are also common in the information transmission