It is demonstrated how the Schrödinger equation emerges from stochastic momentum kicks of the force carriers, transmitting the fundamental interactions between the point particles. The picture is consistent with quantum field theory and points out that the force carriers are the only quantum particles. Since the latter are waves in the coordinate space, they are responsible for the wavy character of

The problem of statistical modeling of the geometric count data with a specific probability model of lifetimes is of interest and importance in reliability. In this paper, we construct a geometric process (GP), with parameter a, for modeling the geometric count data when the distribution of first occurrence time is a scaled Muth with parameters λ and β. We investigate the estimators of the process

Finite word length is a practical limitation when discrete-time systems are implemented by using digital hardware. This restriction degrades the performance of a discrete-time system and may even lead it toward instability. This paper, addresses the stability and disturbance attenuation performance analysis of nonlinear discrete-time systems under the influence of energy-bounded external interferences

Electromyogram (EMG) signals are mostly affected by a large number of artifacts. Most commonly affecting artifacts are power line interference (PLW), baseline noise and ECG noise. This work focuses on a novel attenuation noise removal strategy which is concentrated on adaptive filtering concepts. In this paper, an enhanced squirrel search (ESS) algorithm is applied to remove noise using adaptive filters

This study addresses a new question regarding the security of the Kirchhoff-Law-Johnson-Noise (KLJN) scheme compromised by DC sources at Alice and Bob: What is the impact of these parasitic sources on active attacks, such as the man-in-the-middle (MITM) attack, or the current injection attack if Alice and Bod did not eliminate these sources? The surprising answer is that the parasitic DC sources actually

Stochastic resonance systems have the advantages of converting noise energy into signal energy, and have great potential in the field of signal detection and extraction. Aiming at the problems of the performance of classical stochastic resonance system whose model is not perfect enough and the correlation coefficients between parameters is too large to be optimized by algorithm, then a novel model

This paper investigates the performances of differential phase shift keying (DPSK) and quadrature phase shift keying (QPSK) for 400 channels super dense system for the data rate of 160, 170, 180 and 200Gbps, respectively. Evaluation has also been investigated in terms of bit error rate (BER), quality factor and received output power with varying input power. Final analysis has reflected that DPSK modulation

In this paper, the dynamical complexity of FHN neuron system under the co-excitation of correlated noises and periodic signals is studied by means of information theory measures. Based on the definition of statistical complexity and normalized Shannon entropy, as well as the Bandt–Pompe algorithm, the total statistical complexity and the total normalized Shannon entropy of the FHN neuron system are

The concept of using special electrical circuit design to realize “cold resistors”, i.e., an active resistor circuitry with lower effective noise temperature, was first introduced about 80 years ago. Later on, various kinds of artificial resistors were applied in different research areas, such as gravitational wave detection, photo-amplifiers and quartz oscillators. Their proofs of concepts were experimentally

In a dynamic environment with wind forces and tornadoes, eliminating fluctuations and noise is critical to get the optimal results. Avoiding collision and simultaneous arrival of multiple unmanned aerial vehicles (multi-UAVs) is also a great problem. This paper addresses the cooperative path planning of multi-UAVs with in a dynamic environment. To deal with the aforementioned issues, we combine the

We introduced a new method to compute the European Call (and Put) Option price under the assumption of multifractional Brownian motion (mBm). The reason why we need a procedure for estimating the Option price is due to the absence of a closed formula for this process. To compute the Option price, we first simulated the logarithmic price under mBm and, by using a discount factor, we computed the option’s

The discrete double Fourier transform (DDFT) was developed to search for large-scale multi-periodic patterns in the presence of noise and is based on detection of the equidistant series of harmonics generated by the periodic patterns in the discrete Fourier transform (DFT) spectra. As DDFT retains all generic features of the Fourier transform, the corresponding pattern correlation function (PCF) related

Tropical countries, like Nigeria, depend on rainfall for agriculture, power generation, transportation and other economic activities. Drought will hinder the performance of these activities, hence, it poses a significant threat to the economy. Understanding fluctuations and structures in droughts will help in forecasting, planning and mitigating its impact on livelihoods. In this study, the multifractal

We aim at detecting stress in newborns by observing heart rate variability (HRV). The HRV features nonlinearities. Fractal dynamics is a usual way to model them and the Hurst exponent summarizes the fractal information. In our framework, we have observations of short duration, for which usual estimators of the Hurst exponent, like detrended fluctuation analysis (DFA), are not adapted. Moreover, we

In the future civilian UAV market, low-altitude low-speed small UAV will obtain a dominant position. In order to achieve small UAV accurate navigation, researchers have devoted lots of efforts on disturbance-model-reference controllers to reject the external wind disturbance. As we all know, accurate modeling helps the efficiency of controller’s parameters. However, almost all the design processes

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

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

This work involves the application of a non-linear method, multifractal detrended fluctuation analysis (MFDFA), to describe fish sound data recorded from the open waters of two major estuarine systems. Applying MFDFA, the second-order Hurst exponent h(q=2) values are found to be 1.10±0.03 and 1.43±0.02 for the fish families Batrachoididae (common name: Toadfish) and Sciaenidae (common name: Croakers

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 the present paper, the stability and the phenomena of stochastic resonance (SR) for a FitzHugh–Nagumo (FHN) system with time delay driven by a multiplicative non-Gaussian noise and an additive Gaussian white noise are investigated. By using the fast descent method, unified colored noise approximation and the two-state theory for the SR, the expressions for the stationary probability density function

Using search volume on Baidu Index as the proxy for investors’ attention, we investigate the dynamic nonlinear relationship between investors’ attention and CSI300 index futures market. Multifractal detrend cross-correlation analysis (MF-DCCA) is employed to explore the multifractal features of the cross-correlations between investors’ attention and the return and relative activity of index futures

In this paper, the performance evaluation of Modified Cascaded Median (MCM)-based noise estimation method for speech enhancement system has been carried out. The MCM-based method, though reported earlier, was not extensively evaluated; particularly, its real-time performance had not been considered. In the present study, the performance of the MCM-based noise estimation method has been compared with

Permutation entropy (PE) is evolved as an important way to reveal the intrinsic characteristics of complex systems. While PE does not consider that the amplitudes of identical order sequences might be different, weighted permutation entropy (WPE), the extended technique, weighs each vector to alleviate this problem. Furthermore, experimental investigation shows that symbolizing the time series contributes

We introduce the discrete distribution of a Wiener process range (DDWPR). Rather than finding some basic distributional properties including hazard rate function, moments, stress-strength parameter and order statistics of this distribution, this paper studies some basic properties of the truncated version of this distribution. The effectiveness of this distribution is established using a data set.

Active noise control (ANC), with counteracting sound in exact equal magnitude and opposite phase to the noise to be controlled, is often considered as a potential solution for solving complex noise problems. However, there are both myths and challenges in its implementations. In a crowded city like Singapore, many noise sources from construction site and subway track are located very close to the residential

HYGARCH process is commonly used for modeling long memory volatility. Many financial time series are characterized by transition between different levels of volatilities. Smooth transition HYGARCH (ST-HYGARCH) model is proposed to model smooth transition between components of HYGARCH process. The behavior of the conditional variance in the ST-HYGARCH are allowed to change smoothly over time. The asymptotic

This paper presents multi-scale fractal dimension (MFD) for the complexity assessment of heart rate variability (HRV) and systolic blood pressure variability (SBPV) under postural stress. A comparison of MFD with multi-scale approximate entropy (MAE) at multiple time scales (τ=1–10) is presented. The simulations were conducted on 50 random noise (RN), fractional Brownian motion (fBm), and MIX(p) [1]

In this paper, we want to demonstrate a set of “universal” parameters that help to read quantitatively any trendless sequence (TLS). This set will be very useful in order to select the “pattern” noise from the tested one and thereby to solve the problem of calibration of random fluctuations and express some qualitative inputs in terms of these “universal” parameters. This set of quantitative parameters

In this paper, we investigate the dynamics of large-size trades after the recommendation revisions using all A-share stocks data in Chinese stock market. We find the sell-side security analysts’ recommendation revisions (both upgrade and downgrade) do have large-size trades trend effect which means that the large-size trades have persistent change (being larger or smaller) after the recommendation

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

Acoustic feedback is the main problem associated with (broadband) active noise control (ANC) in feed-forward configuration. To solve this problem, auxiliary noise is injected into the ANC system to have accurate model of the feedback path. The conventional approaches substantially model the feedback path at the cost of degradation in the noise reduction performance (NRP) and vice versa. Here, we propose

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

Physical layer key generation exploiting inherent channel randomness is an open research area in securing the networks with resource constraint nodes; therefore reduction of numerical computation is desirable to save battery power. However, the correlated components due to colored noise also affect the system performance. In this work, we consider the correlated colored noise components along with

Singular Spectrum Analysis (SSA) is an increasingly popular time series filtering and forecasting technique. Owing to its widespread applications in a variety of fields, there is a growing interest towards improving its forecasting capabilities. As such, this paper takes into consideration the Recurrent forecasting approach in SSA (SSA-R) and presents a new mechanism for improving the accuracy of forecasts

This paper aims to explore the Lévy noise-induced effects in underdamped asymmetric bistable system. Lévy noise is generated by Janicki–Weron algorithm which is different from the usual Gaussian noise. The numerical solutions of system equation are obtained by the fourth-order stochastic Runge–Kutta algorithm. Then the quasi-steady-state probability density (QSPD) is obtained by solving the equation

The Trigonometric Box-Cox ARMA Trend Seasonal (TBATS) model has been designed to estimate complex cyclical patterns (e.g., weeks within years) in time series data. This paper seeks to evaluate its applicability to educational data, daily school attendance in particular. Attendance rates in four high schools are analyzed over a ten year period using TBATS to illustrate the presence of both weekly and