A generalized form of the error function, Gp(x)=pΓ(1/p)∫0xe−tpdt, which is directly associated with the gamma function, is evaluated for arbitrary real values of p>1and 0x≤+∞by employing a fast-converging power...A generalized form of the error function, Gp(x)=pΓ(1/p)∫0xe−tpdt, which is directly associated with the gamma function, is evaluated for arbitrary real values of p>1and 0x≤+∞by employing a fast-converging power series expansion developed in resolving the so-called Grandi’s paradox. Comparisons with accurate tabulated values for well-known cases such as the error function are presented using the expansions truncated at various orders.展开更多
The Owen’s T function is presented in four new ways, one of them as a series similar to the Euler’s arctangent series divided by 2π, which is its majorant series. All possibilities enable numerically stable ...The Owen’s T function is presented in four new ways, one of them as a series similar to the Euler’s arctangent series divided by 2π, which is its majorant series. All possibilities enable numerically stable and fast convergent computation of the bivariate normal integral with simple recursion. When tested computation on a random sample of one million parameter triplets with uniformly distributed components and using double precision arithmetic, the maximum absolute error was 3.45 × 10<sup>-</sup><sup>16</sup>. In additional testing, focusing on cases with correlation coefficients close to one in absolute value, when the computation may be very sensitive to small rounding errors, the accuracy was retained. In rare potentially critical cases, a simple adjustment to the computation procedure was performed—one potentially critical computation was replaced with two equivalent non-critical ones. All new series are suitable for vector and high-precision computation, assuming they are supplemented with appropriate efficient and accurate computation of the arctangent and standard normal cumulative distribution functions. They are implemented by the R package Phi2rho, available on CRAN. Its functions allow vector arguments and are ready to work with the Rmpfr package, which enables the use of arbitrary precision instead of double precision numbers. A special test with up to 1024-bit precision computation is also presented.展开更多
The analysis of the Earth’s rotation rate time series,from January 1,2012 till December 31,2017,is performed using two different time series analysis methods,both based on signal decomposition joined with forecasting...The analysis of the Earth’s rotation rate time series,from January 1,2012 till December 31,2017,is performed using two different time series analysis methods,both based on signal decomposition joined with forecasting approach.Anomalies in the time series are detected making the comparison between the raw signal and the forecasting one at the 95% confidence interval.The two methods show consistent results and the best is selected according to the evaluation of the prediction uncertainty.Both methods highlight correlations between detected anomalies in the Earth’s rotation rate time series and the world’s earthquakes occurrence with magnitude≥7 and/or number of events≥150 per day,within a time interval of ±10 days from each earthquake event.This study brings an innovation in the analysis of such time series and helps to better understand the extent of this relationship.展开更多
There are many techniques using sensors and wearable devices for detecting and monitoring patients with Parkinson’s disease(PD).A recent development is the utilization of human interaction with computer keyboards for...There are many techniques using sensors and wearable devices for detecting and monitoring patients with Parkinson’s disease(PD).A recent development is the utilization of human interaction with computer keyboards for analyzing and identifying motor signs in the early stages of the disease.Current designs for classification of time series of computer-key hold durations recorded from healthy control and PD subjects require the time series of length to be considerably long.With an attempt to avoid discomfort to participants in performing long physical tasks for data recording,this paper introduces the use of fuzzy recurrence plots of very short time series as input data for the machine training and classification with long short-term memory(LSTM)neural networks.Being an original approach that is able to both significantly increase the feature dimensions and provides the property of deterministic dynamical systems of very short time series for information processing carried out by an LSTM layer architecture,fuzzy recurrence plots provide promising results and outperform the direct input of the time series for the classification of healthy control and early PD subjects.展开更多
Using series iteration techniques identities and apply each of these identities in we derive a number of general double series order to deduce several hypergeometric reduction formulas involving the Srivastava-Daoust ...Using series iteration techniques identities and apply each of these identities in we derive a number of general double series order to deduce several hypergeometric reduction formulas involving the Srivastava-Daoust double hypergeometric function. The results presented in this article are based essentially upon the hypergeometric summation theorems of Kummer and Dixon.展开更多
This paper studies the conditional version of Kolmogorov’s three-series theorem, and gets a new extention form of the conditional version. The results here present us an answer to the question when (or where) the con...This paper studies the conditional version of Kolmogorov’s three-series theorem, and gets a new extention form of the conditional version. The results here present us an answer to the question when (or where) the conditional version also provide necessary conditions for convergence in dependent cases. Furthermore, some new sufficient conditions are obtained.展开更多
We propose a new approach to construct an extended Wiener measure using nonstandard analysis by E. Nelson. For the new definition we construct non-standardized convolution of probability measure for independent random...We propose a new approach to construct an extended Wiener measure using nonstandard analysis by E. Nelson. For the new definition we construct non-standardized convolution of probability measure for independent random variables. As an application, we consider a simple calculation of financial time series.展开更多
The significance of the fluctuation and randomness of the time series of each pollutant in environmental quality assessment is described for the first time in this paper. A comparative study was made of three differen...The significance of the fluctuation and randomness of the time series of each pollutant in environmental quality assessment is described for the first time in this paper. A comparative study was made of three different computing methods: the same starting point method, the striding averaging method, and the stagger phase averaging method. All of them can be used to calculate the Hurst index, which quantifies fluctuation and randomness. This study used real water quality data from Shazhu monitoring station on Taihu Lake in Wuxi, Jiangsu Province. The results show that, of the three methods, the stagger phase averaging method is best for calculating the Hurst index of a pollutant time series from the perspective of statistical regularity.展开更多
In this work an algorithm to predict short times series with missing data by means energy associated of series using artificial neural networks (ANN) is presented. In order to give the prediction one step ahead, a com...In this work an algorithm to predict short times series with missing data by means energy associated of series using artificial neural networks (ANN) is presented. In order to give the prediction one step ahead, a comparison between this and previous work that involves a similar approach to test short time series with uncertainties on their data, indicates that a linear smoothing is a well approximation in order to employ a method for uncompleted datasets. Moreover, in function of the long- or short-term stochastic dependence of the short time series considered, the training process modifies the number of patterns and iterations in the topology according to a heuristic law, where the Hurst parameter H is related with the short times series, of which they are considered as a path of the fractional Brownian motion. The results are evaluated on high roughness time series from solutions of the Mackey-Glass Equation (MG) and cumulative monthly historical rainfall data from San Agustin, Cordoba. A comparison with ANN nonlinear filters is shown in order to see a better performance of the outcomes when the information is taken from geographical point observation.展开更多
Fractional sine series(FRSS)and fractional cosine series(FRCS)are the discrete form of the fractional cosine transform(FRCT)and fractional sine transform(FRST).The recent stud-ies have shown that discrete convolution ...Fractional sine series(FRSS)and fractional cosine series(FRCS)are the discrete form of the fractional cosine transform(FRCT)and fractional sine transform(FRST).The recent stud-ies have shown that discrete convolution is widely used in optics,signal processing and applied mathematics.In this paper,firstly,the definitions of fractional sine series(FRSS)and fractional co-sine series(FRCS)are presented.Secondly,the discrete convolution operations and convolution theorems for fractional sine and cosine series are given.The relationship of two convolution opera-tions is presented.Lastly,the discrete Young’s type inequality is established.The proposed theory plays an important role in digital filtering and the solution of differential and integral equations.展开更多
This paper presents a Modified Power Series Method (MPSM) for the solution of delay differential equations. Unlike the traditional power series method which is applied to solve only linear differential equations, this...This paper presents a Modified Power Series Method (MPSM) for the solution of delay differential equations. Unlike the traditional power series method which is applied to solve only linear differential equations, this new approach is applicable to both linear and nonlinear problems. The method produces a system of algebraic equations which is solved to determine the coefficients in the trial solution. The method provides the solution in form of a rapid convergent series. The obtained results for numerical examples demonstrate the reliability and efficiency of the method.展开更多
Hurst’s memory that roots in early work of the British hydrologist H.E. Hurst remains an open problem in stochastic hydrology. Today, the Hurst analysis is widely used for the hydrological studies for the memory and ...Hurst’s memory that roots in early work of the British hydrologist H.E. Hurst remains an open problem in stochastic hydrology. Today, the Hurst analysis is widely used for the hydrological studies for the memory and characteristics of time series and many methodologies have been developed for the analysis. So, there are many different techniques for the estimation of the Hurst exponent (H). However, the techniques can produce different characteristics for the persistence of a time series each other. This study uses several techniques such as adjusted range, rescaled range (RR) analysis, modified rescaled range (MRR) analysis, 1/f power spectral density analysis, Maximum Likelihood Estimation (MLE), detrended fluctuations analysis (DFA), and aggregated variance time (AVT) method for the Hurst exponent estimation. The generated time series from chaos and stochastic systems are analyzed for the comparative study of the techniques. Then, this study discusses the advantages and disadvantages of the techniques and also the limitations of them. We found that DFA is the most appropriate technique for the Hurst exponent estimation for both the short term memory and long term memory. We analyze the SOI (Southern Oscillations Index) and 6 tree-ring series for USA sites by means of DFA and the BDS statistic is used for nonlinearity test of the series. From the results, we found that SOI series is nonlinear time series which has a long term memory of H = 0.92. Contrary to earlier work, all the tree ring series are not random from our analysis. A certain tree ring series show a long term memory of H = 0.97 and nonlinear property. Therefore, we can say that the SOI series has the properties of long memory and nonlinearity and tree ring series could also show long memory and non-linearity.展开更多
Generally Fibonacci series and Lucas series are the same, they converge to golden ratio. After I read Fibonacci series, I thought, is there or are there any series which converges to golden ratio. Because of that I ex...Generally Fibonacci series and Lucas series are the same, they converge to golden ratio. After I read Fibonacci series, I thought, is there or are there any series which converges to golden ratio. Because of that I explored the inter relations of Fibonacci series when I was intent on Fibonacci series in my difference parallelogram. In which, I found there is no degeneration on Fibonacci series. In my thought, Pascal triangle seemed like a lower triangular matrix, so I tried to find the inverse for that. In inverse form, there is no change against original form of Pascal elements matrix. One day I played with ring magnets, which forms hexagonal shapes. Number of rings which forms Hexagonal shape gives Hex series. In this paper, I give the general formula for generating various types of Fibonacci series and its non-degeneration, how Pascal elements maintain its identities and which shapes formed by hex numbers by difference and matrices.展开更多
Third order nonlinear ordinary differential equation, subject to appropriate boundary conditions, arising in fluid mechanics is solved exactly using more suggestive schemes- Dirichlet series and method of stretching v...Third order nonlinear ordinary differential equation, subject to appropriate boundary conditions, arising in fluid mechanics is solved exactly using more suggestive schemes- Dirichlet series and method of stretching variables. These methods have advantages over pure numerical methods in obtaining derived quantities accurately for various values of the parameters involved at a stretch and are valid in a much larger domain compared with classical numerical schemes.展开更多
In this paper we give an alternative treatment of the Schrodinger equation with the Morse potential, which based on the exact summation of the Feynman perturbation series in its original form. Using Fourier transform ...In this paper we give an alternative treatment of the Schrodinger equation with the Morse potential, which based on the exact summation of the Feynman perturbation series in its original form. Using Fourier transform we establish a recurrence equation between terms of the perturbation series. Finally, by the inverse Fourier transform and some technical tools of the ordinary differential equations of the second order, we can compute the exact sum of the perturbation series which is the Green’s function of the problem.展开更多
文摘A generalized form of the error function, Gp(x)=pΓ(1/p)∫0xe−tpdt, which is directly associated with the gamma function, is evaluated for arbitrary real values of p>1and 0x≤+∞by employing a fast-converging power series expansion developed in resolving the so-called Grandi’s paradox. Comparisons with accurate tabulated values for well-known cases such as the error function are presented using the expansions truncated at various orders.
文摘The Owen’s T function is presented in four new ways, one of them as a series similar to the Euler’s arctangent series divided by 2π, which is its majorant series. All possibilities enable numerically stable and fast convergent computation of the bivariate normal integral with simple recursion. When tested computation on a random sample of one million parameter triplets with uniformly distributed components and using double precision arithmetic, the maximum absolute error was 3.45 × 10<sup>-</sup><sup>16</sup>. In additional testing, focusing on cases with correlation coefficients close to one in absolute value, when the computation may be very sensitive to small rounding errors, the accuracy was retained. In rare potentially critical cases, a simple adjustment to the computation procedure was performed—one potentially critical computation was replaced with two equivalent non-critical ones. All new series are suitable for vector and high-precision computation, assuming they are supplemented with appropriate efficient and accurate computation of the arctangent and standard normal cumulative distribution functions. They are implemented by the R package Phi2rho, available on CRAN. Its functions allow vector arguments and are ready to work with the Rmpfr package, which enables the use of arbitrary precision instead of double precision numbers. A special test with up to 1024-bit precision computation is also presented.
基金support of the longterm conceptual development research organization RVO: 67985891the project ’Centre of Advanced Applied Sciences’ (CZ.02.1.01/0.0/0.0/ 16_019/0000778)
文摘The analysis of the Earth’s rotation rate time series,from January 1,2012 till December 31,2017,is performed using two different time series analysis methods,both based on signal decomposition joined with forecasting approach.Anomalies in the time series are detected making the comparison between the raw signal and the forecasting one at the 95% confidence interval.The two methods show consistent results and the best is selected according to the evaluation of the prediction uncertainty.Both methods highlight correlations between detected anomalies in the Earth’s rotation rate time series and the world’s earthquakes occurrence with magnitude≥7 and/or number of events≥150 per day,within a time interval of ±10 days from each earthquake event.This study brings an innovation in the analysis of such time series and helps to better understand the extent of this relationship.
文摘There are many techniques using sensors and wearable devices for detecting and monitoring patients with Parkinson’s disease(PD).A recent development is the utilization of human interaction with computer keyboards for analyzing and identifying motor signs in the early stages of the disease.Current designs for classification of time series of computer-key hold durations recorded from healthy control and PD subjects require the time series of length to be considerably long.With an attempt to avoid discomfort to participants in performing long physical tasks for data recording,this paper introduces the use of fuzzy recurrence plots of very short time series as input data for the machine training and classification with long short-term memory(LSTM)neural networks.Being an original approach that is able to both significantly increase the feature dimensions and provides the property of deterministic dynamical systems of very short time series for information processing carried out by an LSTM layer architecture,fuzzy recurrence plots provide promising results and outperform the direct input of the time series for the classification of healthy control and early PD subjects.
文摘Using series iteration techniques identities and apply each of these identities in we derive a number of general double series order to deduce several hypergeometric reduction formulas involving the Srivastava-Daoust double hypergeometric function. The results presented in this article are based essentially upon the hypergeometric summation theorems of Kummer and Dixon.
文摘This paper studies the conditional version of Kolmogorov’s three-series theorem, and gets a new extention form of the conditional version. The results here present us an answer to the question when (or where) the conditional version also provide necessary conditions for convergence in dependent cases. Furthermore, some new sufficient conditions are obtained.
文摘We propose a new approach to construct an extended Wiener measure using nonstandard analysis by E. Nelson. For the new definition we construct non-standardized convolution of probability measure for independent random variables. As an application, we consider a simple calculation of financial time series.
基金supported by the Eleventh Five-Year Key Technology R and D Program,China(Grant No.2006BAC02A15)the Colleges and Universities in Jiangsu Province Natural Science-Based Research Projects(Grant No.2006BAC02A15)+1 种基金the Jiangsu Province Post-Doctoral Fund Projects(Grant No.0801006C)the China Post-Doctoral Science Foundation(Grant No.20080441032)
文摘The significance of the fluctuation and randomness of the time series of each pollutant in environmental quality assessment is described for the first time in this paper. A comparative study was made of three different computing methods: the same starting point method, the striding averaging method, and the stagger phase averaging method. All of them can be used to calculate the Hurst index, which quantifies fluctuation and randomness. This study used real water quality data from Shazhu monitoring station on Taihu Lake in Wuxi, Jiangsu Province. The results show that, of the three methods, the stagger phase averaging method is best for calculating the Hurst index of a pollutant time series from the perspective of statistical regularity.
基金supported by Universidad Nacional de Córdoba(UNC),FONCYT-PDFT PRH No.3(UNC Program RRHH03),SECYT UNC,Universidad Nacional de San Juan—Institute of Automatics(INAUT),National Agency for Scientific and Technological Promotion(ANPCyT)and Departments of Electronics—Electrical and Electronic Engineering—Universidad Nacional of Cordoba.
文摘In this work an algorithm to predict short times series with missing data by means energy associated of series using artificial neural networks (ANN) is presented. In order to give the prediction one step ahead, a comparison between this and previous work that involves a similar approach to test short time series with uncertainties on their data, indicates that a linear smoothing is a well approximation in order to employ a method for uncompleted datasets. Moreover, in function of the long- or short-term stochastic dependence of the short time series considered, the training process modifies the number of patterns and iterations in the topology according to a heuristic law, where the Hurst parameter H is related with the short times series, of which they are considered as a path of the fractional Brownian motion. The results are evaluated on high roughness time series from solutions of the Mackey-Glass Equation (MG) and cumulative monthly historical rainfall data from San Agustin, Cordoba. A comparison with ANN nonlinear filters is shown in order to see a better performance of the outcomes when the information is taken from geographical point observation.
基金supported by the National Natural Science Foundation of China(Nos.61861044,62001193,11961072 and 62041212)The Natural Science Foundation of Shaanxi Province(Nos.2020JM-547 and 2020JM-548)the Sci-ence Foundation of Yan’an University(Nos.YDY2017-05 and YDBK2018-36).
文摘Fractional sine series(FRSS)and fractional cosine series(FRCS)are the discrete form of the fractional cosine transform(FRCT)and fractional sine transform(FRST).The recent stud-ies have shown that discrete convolution is widely used in optics,signal processing and applied mathematics.In this paper,firstly,the definitions of fractional sine series(FRSS)and fractional co-sine series(FRCS)are presented.Secondly,the discrete convolution operations and convolution theorems for fractional sine and cosine series are given.The relationship of two convolution opera-tions is presented.Lastly,the discrete Young’s type inequality is established.The proposed theory plays an important role in digital filtering and the solution of differential and integral equations.
文摘This paper presents a Modified Power Series Method (MPSM) for the solution of delay differential equations. Unlike the traditional power series method which is applied to solve only linear differential equations, this new approach is applicable to both linear and nonlinear problems. The method produces a system of algebraic equations which is solved to determine the coefficients in the trial solution. The method provides the solution in form of a rapid convergent series. The obtained results for numerical examples demonstrate the reliability and efficiency of the method.
文摘Hurst’s memory that roots in early work of the British hydrologist H.E. Hurst remains an open problem in stochastic hydrology. Today, the Hurst analysis is widely used for the hydrological studies for the memory and characteristics of time series and many methodologies have been developed for the analysis. So, there are many different techniques for the estimation of the Hurst exponent (H). However, the techniques can produce different characteristics for the persistence of a time series each other. This study uses several techniques such as adjusted range, rescaled range (RR) analysis, modified rescaled range (MRR) analysis, 1/f power spectral density analysis, Maximum Likelihood Estimation (MLE), detrended fluctuations analysis (DFA), and aggregated variance time (AVT) method for the Hurst exponent estimation. The generated time series from chaos and stochastic systems are analyzed for the comparative study of the techniques. Then, this study discusses the advantages and disadvantages of the techniques and also the limitations of them. We found that DFA is the most appropriate technique for the Hurst exponent estimation for both the short term memory and long term memory. We analyze the SOI (Southern Oscillations Index) and 6 tree-ring series for USA sites by means of DFA and the BDS statistic is used for nonlinearity test of the series. From the results, we found that SOI series is nonlinear time series which has a long term memory of H = 0.92. Contrary to earlier work, all the tree ring series are not random from our analysis. A certain tree ring series show a long term memory of H = 0.97 and nonlinear property. Therefore, we can say that the SOI series has the properties of long memory and nonlinearity and tree ring series could also show long memory and non-linearity.
文摘Generally Fibonacci series and Lucas series are the same, they converge to golden ratio. After I read Fibonacci series, I thought, is there or are there any series which converges to golden ratio. Because of that I explored the inter relations of Fibonacci series when I was intent on Fibonacci series in my difference parallelogram. In which, I found there is no degeneration on Fibonacci series. In my thought, Pascal triangle seemed like a lower triangular matrix, so I tried to find the inverse for that. In inverse form, there is no change against original form of Pascal elements matrix. One day I played with ring magnets, which forms hexagonal shapes. Number of rings which forms Hexagonal shape gives Hex series. In this paper, I give the general formula for generating various types of Fibonacci series and its non-degeneration, how Pascal elements maintain its identities and which shapes formed by hex numbers by difference and matrices.
文摘Third order nonlinear ordinary differential equation, subject to appropriate boundary conditions, arising in fluid mechanics is solved exactly using more suggestive schemes- Dirichlet series and method of stretching variables. These methods have advantages over pure numerical methods in obtaining derived quantities accurately for various values of the parameters involved at a stretch and are valid in a much larger domain compared with classical numerical schemes.
文摘In this paper we give an alternative treatment of the Schrodinger equation with the Morse potential, which based on the exact summation of the Feynman perturbation series in its original form. Using Fourier transform we establish a recurrence equation between terms of the perturbation series. Finally, by the inverse Fourier transform and some technical tools of the ordinary differential equations of the second order, we can compute the exact sum of the perturbation series which is the Green’s function of the problem.